Trading Metrics calculated at close of trading on 15-May-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2008 |
15-May-2008 |
Change |
Change % |
Previous Week |
Open |
12,825.12 |
12,891.29 |
66.17 |
0.5% |
13,056.57 |
High |
12,993.15 |
12,999.50 |
6.35 |
0.0% |
13,058.45 |
Low |
12,825.12 |
12,854.98 |
29.86 |
0.2% |
12,715.02 |
Close |
12,898.38 |
12,992.66 |
94.28 |
0.7% |
12,745.88 |
Range |
168.03 |
144.52 |
-23.51 |
-14.0% |
343.43 |
ATR |
167.91 |
166.24 |
-1.67 |
-1.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,382.61 |
13,332.15 |
13,072.15 |
|
R3 |
13,238.09 |
13,187.63 |
13,032.40 |
|
R2 |
13,093.57 |
13,093.57 |
13,019.16 |
|
R1 |
13,043.11 |
13,043.11 |
13,005.91 |
13,068.34 |
PP |
12,949.05 |
12,949.05 |
12,949.05 |
12,961.66 |
S1 |
12,898.59 |
12,898.59 |
12,979.41 |
12,923.82 |
S2 |
12,804.53 |
12,804.53 |
12,966.16 |
|
S3 |
12,660.01 |
12,754.07 |
12,952.92 |
|
S4 |
12,515.49 |
12,609.55 |
12,913.17 |
|
|
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 |
12,999.50 |
12,715.02 |
284.48 |
2.2% |
146.60 |
1.1% |
98% |
True |
False |
|
10 |
13,132.46 |
12,715.02 |
417.44 |
3.2% |
154.09 |
1.2% |
67% |
False |
False |
|
20 |
13,132.46 |
12,626.76 |
505.70 |
3.9% |
160.82 |
1.2% |
72% |
False |
False |
|
40 |
13,132.46 |
12,097.87 |
1,034.59 |
8.0% |
169.10 |
1.3% |
86% |
False |
False |
|
60 |
13,132.46 |
11,731.60 |
1,400.86 |
10.8% |
201.22 |
1.5% |
90% |
False |
False |
|
80 |
13,132.46 |
11,644.81 |
1,487.65 |
11.4% |
211.69 |
1.6% |
91% |
False |
False |
|
100 |
13,563.48 |
11,634.82 |
1,928.66 |
14.8% |
216.80 |
1.7% |
70% |
False |
False |
|
120 |
13,780.11 |
11,634.82 |
2,145.29 |
16.5% |
214.02 |
1.6% |
63% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,613.71 |
2.618 |
13,377.85 |
1.618 |
13,233.33 |
1.000 |
13,144.02 |
0.618 |
13,088.81 |
HIGH |
12,999.50 |
0.618 |
12,944.29 |
0.500 |
12,927.24 |
0.382 |
12,910.19 |
LOW |
12,854.98 |
0.618 |
12,765.67 |
1.000 |
12,710.46 |
1.618 |
12,621.15 |
2.618 |
12,476.63 |
4.250 |
12,240.77 |
|
|
Fisher Pivots for day following 15-May-2008 |
Pivot |
1 day |
3 day |
R1 |
12,970.85 |
12,958.52 |
PP |
12,949.05 |
12,924.38 |
S1 |
12,927.24 |
12,890.24 |
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