Trading Metrics calculated at close of trading on 16-May-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2008 |
16-May-2008 |
Change |
Change % |
Previous Week |
Open |
12,891.29 |
12,992.74 |
101.45 |
0.8% |
12,745.55 |
High |
12,999.50 |
13,001.94 |
2.44 |
0.0% |
13,001.94 |
Low |
12,854.98 |
12,893.49 |
38.51 |
0.3% |
12,740.50 |
Close |
12,992.66 |
12,986.80 |
-5.86 |
0.0% |
12,986.80 |
Range |
144.52 |
108.45 |
-36.07 |
-25.0% |
261.44 |
ATR |
166.24 |
162.11 |
-4.13 |
-2.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,286.09 |
13,244.90 |
13,046.45 |
|
R3 |
13,177.64 |
13,136.45 |
13,016.62 |
|
R2 |
13,069.19 |
13,069.19 |
13,006.68 |
|
R1 |
13,028.00 |
13,028.00 |
12,996.74 |
12,994.37 |
PP |
12,960.74 |
12,960.74 |
12,960.74 |
12,943.93 |
S1 |
12,919.55 |
12,919.55 |
12,976.86 |
12,885.92 |
S2 |
12,852.29 |
12,852.29 |
12,966.92 |
|
S3 |
12,743.84 |
12,811.10 |
12,956.98 |
|
S4 |
12,635.39 |
12,702.65 |
12,927.15 |
|
|
Weekly Pivots for week ending 16-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,694.07 |
13,601.87 |
13,130.59 |
|
R3 |
13,432.63 |
13,340.43 |
13,058.70 |
|
R2 |
13,171.19 |
13,171.19 |
13,034.73 |
|
R1 |
13,078.99 |
13,078.99 |
13,010.77 |
13,125.09 |
PP |
12,909.75 |
12,909.75 |
12,909.75 |
12,932.80 |
S1 |
12,817.55 |
12,817.55 |
12,962.83 |
12,863.65 |
S2 |
12,648.31 |
12,648.31 |
12,938.87 |
|
S3 |
12,386.87 |
12,556.11 |
12,914.90 |
|
S4 |
12,125.43 |
12,294.67 |
12,843.01 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,001.94 |
12,740.50 |
261.44 |
2.0% |
139.01 |
1.1% |
94% |
True |
False |
|
10 |
13,058.45 |
12,715.02 |
343.43 |
2.6% |
149.87 |
1.2% |
79% |
False |
False |
|
20 |
13,132.46 |
12,656.56 |
475.90 |
3.7% |
152.88 |
1.2% |
69% |
False |
False |
|
40 |
13,132.46 |
12,176.11 |
956.35 |
7.4% |
164.79 |
1.3% |
85% |
False |
False |
|
60 |
13,132.46 |
11,731.60 |
1,400.86 |
10.8% |
198.76 |
1.5% |
90% |
False |
False |
|
80 |
13,132.46 |
11,731.60 |
1,400.86 |
10.8% |
205.14 |
1.6% |
90% |
False |
False |
|
100 |
13,563.48 |
11,634.82 |
1,928.66 |
14.9% |
215.56 |
1.7% |
70% |
False |
False |
|
120 |
13,780.11 |
11,634.82 |
2,145.29 |
16.5% |
213.38 |
1.6% |
63% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,462.85 |
2.618 |
13,285.86 |
1.618 |
13,177.41 |
1.000 |
13,110.39 |
0.618 |
13,068.96 |
HIGH |
13,001.94 |
0.618 |
12,960.51 |
0.500 |
12,947.72 |
0.382 |
12,934.92 |
LOW |
12,893.49 |
0.618 |
12,826.47 |
1.000 |
12,785.04 |
1.618 |
12,718.02 |
2.618 |
12,609.57 |
4.250 |
12,432.58 |
|
|
Fisher Pivots for day following 16-May-2008 |
Pivot |
1 day |
3 day |
R1 |
12,973.77 |
12,962.38 |
PP |
12,960.74 |
12,937.95 |
S1 |
12,947.72 |
12,913.53 |
|