Trading Metrics calculated at close of trading on 13-May-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2008 |
13-May-2008 |
Change |
Change % |
Previous Week |
Open |
12,745.55 |
12,872.08 |
126.53 |
1.0% |
13,056.57 |
High |
12,904.16 |
12,891.37 |
-12.79 |
-0.1% |
13,058.45 |
Low |
12,740.50 |
12,780.97 |
40.47 |
0.3% |
12,715.02 |
Close |
12,876.31 |
12,832.18 |
-44.13 |
-0.3% |
12,745.88 |
Range |
163.66 |
110.40 |
-53.26 |
-32.5% |
343.43 |
ATR |
172.32 |
167.90 |
-4.42 |
-2.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,166.04 |
13,109.51 |
12,892.90 |
|
R3 |
13,055.64 |
12,999.11 |
12,862.54 |
|
R2 |
12,945.24 |
12,945.24 |
12,852.42 |
|
R1 |
12,888.71 |
12,888.71 |
12,842.30 |
12,861.78 |
PP |
12,834.84 |
12,834.84 |
12,834.84 |
12,821.37 |
S1 |
12,778.31 |
12,778.31 |
12,822.06 |
12,751.38 |
S2 |
12,724.44 |
12,724.44 |
12,811.94 |
|
S3 |
12,614.04 |
12,667.91 |
12,801.82 |
|
S4 |
12,503.64 |
12,557.51 |
12,771.46 |
|
|
Weekly Pivots for week ending 09-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,870.07 |
13,651.41 |
12,934.77 |
|
R3 |
13,526.64 |
13,307.98 |
12,840.32 |
|
R2 |
13,183.21 |
13,183.21 |
12,808.84 |
|
R1 |
12,964.55 |
12,964.55 |
12,777.36 |
12,902.17 |
PP |
12,839.78 |
12,839.78 |
12,839.78 |
12,808.59 |
S1 |
12,621.12 |
12,621.12 |
12,714.40 |
12,558.74 |
S2 |
12,496.35 |
12,496.35 |
12,682.92 |
|
S3 |
12,152.92 |
12,277.69 |
12,651.44 |
|
S4 |
11,809.49 |
11,934.26 |
12,556.99 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,036.71 |
12,715.02 |
321.69 |
2.5% |
155.20 |
1.2% |
36% |
False |
False |
|
10 |
13,132.46 |
12,715.02 |
417.44 |
3.3% |
166.53 |
1.3% |
28% |
False |
False |
|
20 |
13,132.46 |
12,371.51 |
760.95 |
5.9% |
162.57 |
1.3% |
61% |
False |
False |
|
40 |
13,132.46 |
11,975.84 |
1,156.62 |
9.0% |
180.87 |
1.4% |
74% |
False |
False |
|
60 |
13,132.46 |
11,731.60 |
1,400.86 |
10.9% |
203.30 |
1.6% |
79% |
False |
False |
|
80 |
13,132.46 |
11,634.82 |
1,497.64 |
11.7% |
217.49 |
1.7% |
80% |
False |
False |
|
100 |
13,563.48 |
11,634.82 |
1,928.66 |
15.0% |
216.56 |
1.7% |
62% |
False |
False |
|
120 |
13,780.11 |
11,634.82 |
2,145.29 |
16.7% |
215.49 |
1.7% |
56% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,360.57 |
2.618 |
13,180.40 |
1.618 |
13,070.00 |
1.000 |
13,001.77 |
0.618 |
12,959.60 |
HIGH |
12,891.37 |
0.618 |
12,849.20 |
0.500 |
12,836.17 |
0.382 |
12,823.14 |
LOW |
12,780.97 |
0.618 |
12,712.74 |
1.000 |
12,670.57 |
1.618 |
12,602.34 |
2.618 |
12,491.94 |
4.250 |
12,311.77 |
|
|
Fisher Pivots for day following 13-May-2008 |
Pivot |
1 day |
3 day |
R1 |
12,836.17 |
12,824.65 |
PP |
12,834.84 |
12,817.12 |
S1 |
12,833.51 |
12,809.59 |
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