Trading Metrics calculated at close of trading on 14-May-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2008 |
14-May-2008 |
Change |
Change % |
Previous Week |
Open |
12,872.08 |
12,825.12 |
-46.96 |
-0.4% |
13,056.57 |
High |
12,891.37 |
12,993.15 |
101.78 |
0.8% |
13,058.45 |
Low |
12,780.97 |
12,825.12 |
44.15 |
0.3% |
12,715.02 |
Close |
12,832.18 |
12,898.38 |
66.20 |
0.5% |
12,745.88 |
Range |
110.40 |
168.03 |
57.63 |
52.2% |
343.43 |
ATR |
167.90 |
167.91 |
0.01 |
0.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,409.64 |
13,322.04 |
12,990.80 |
|
R3 |
13,241.61 |
13,154.01 |
12,944.59 |
|
R2 |
13,073.58 |
13,073.58 |
12,929.19 |
|
R1 |
12,985.98 |
12,985.98 |
12,913.78 |
13,029.78 |
PP |
12,905.55 |
12,905.55 |
12,905.55 |
12,927.45 |
S1 |
12,817.95 |
12,817.95 |
12,882.98 |
12,861.75 |
S2 |
12,737.52 |
12,737.52 |
12,867.57 |
|
S3 |
12,569.49 |
12,649.92 |
12,852.17 |
|
S4 |
12,401.46 |
12,481.89 |
12,805.96 |
|
|
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 |
12,993.15 |
12,715.02 |
278.13 |
2.2% |
140.71 |
1.1% |
66% |
True |
False |
|
10 |
13,132.46 |
12,715.02 |
417.44 |
3.2% |
163.23 |
1.3% |
44% |
False |
False |
|
20 |
13,132.46 |
12,563.25 |
569.21 |
4.4% |
158.26 |
1.2% |
59% |
False |
False |
|
40 |
13,132.46 |
12,095.10 |
1,037.36 |
8.0% |
174.65 |
1.4% |
77% |
False |
False |
|
60 |
13,132.46 |
11,731.60 |
1,400.86 |
10.9% |
202.75 |
1.6% |
83% |
False |
False |
|
80 |
13,132.46 |
11,634.82 |
1,497.64 |
11.6% |
215.60 |
1.7% |
84% |
False |
False |
|
100 |
13,563.48 |
11,634.82 |
1,928.66 |
15.0% |
216.70 |
1.7% |
66% |
False |
False |
|
120 |
13,780.11 |
11,634.82 |
2,145.29 |
16.6% |
214.66 |
1.7% |
59% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,707.28 |
2.618 |
13,433.05 |
1.618 |
13,265.02 |
1.000 |
13,161.18 |
0.618 |
13,096.99 |
HIGH |
12,993.15 |
0.618 |
12,928.96 |
0.500 |
12,909.14 |
0.382 |
12,889.31 |
LOW |
12,825.12 |
0.618 |
12,721.28 |
1.000 |
12,657.09 |
1.618 |
12,553.25 |
2.618 |
12,385.22 |
4.250 |
12,110.99 |
|
|
Fisher Pivots for day following 14-May-2008 |
Pivot |
1 day |
3 day |
R1 |
12,909.14 |
12,887.86 |
PP |
12,905.55 |
12,877.34 |
S1 |
12,901.97 |
12,866.83 |
|