Trading Metrics calculated at close of trading on 20-May-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2008 |
20-May-2008 |
Change |
Change % |
Previous Week |
Open |
12,985.41 |
13,026.04 |
40.63 |
0.3% |
12,745.55 |
High |
13,136.69 |
13,026.04 |
-110.65 |
-0.8% |
13,001.94 |
Low |
12,963.76 |
12,781.78 |
-181.98 |
-1.4% |
12,740.50 |
Close |
13,028.16 |
12,828.68 |
-199.48 |
-1.5% |
12,986.80 |
Range |
172.93 |
244.26 |
71.33 |
41.2% |
261.44 |
ATR |
162.88 |
168.85 |
5.96 |
3.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,611.61 |
13,464.41 |
12,963.02 |
|
R3 |
13,367.35 |
13,220.15 |
12,895.85 |
|
R2 |
13,123.09 |
13,123.09 |
12,873.46 |
|
R1 |
12,975.89 |
12,975.89 |
12,851.07 |
12,927.36 |
PP |
12,878.83 |
12,878.83 |
12,878.83 |
12,854.57 |
S1 |
12,731.63 |
12,731.63 |
12,806.29 |
12,683.10 |
S2 |
12,634.57 |
12,634.57 |
12,783.90 |
|
S3 |
12,390.31 |
12,487.37 |
12,761.51 |
|
S4 |
12,146.05 |
12,243.11 |
12,694.34 |
|
|
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 |
13,136.69 |
12,781.78 |
354.91 |
2.8% |
167.64 |
1.3% |
13% |
False |
True |
|
10 |
13,136.69 |
12,715.02 |
421.67 |
3.3% |
161.42 |
1.3% |
27% |
False |
False |
|
20 |
13,136.69 |
12,703.05 |
433.64 |
3.4% |
160.31 |
1.2% |
29% |
False |
False |
|
40 |
13,136.69 |
12,176.11 |
960.58 |
7.5% |
165.65 |
1.3% |
68% |
False |
False |
|
60 |
13,136.69 |
11,731.60 |
1,405.09 |
11.0% |
197.61 |
1.5% |
78% |
False |
False |
|
80 |
13,136.69 |
11,731.60 |
1,405.09 |
11.0% |
204.60 |
1.6% |
78% |
False |
False |
|
100 |
13,551.04 |
11,634.82 |
1,916.22 |
14.9% |
217.88 |
1.7% |
62% |
False |
False |
|
120 |
13,780.11 |
11,634.82 |
2,145.29 |
16.7% |
212.19 |
1.7% |
56% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,064.15 |
2.618 |
13,665.51 |
1.618 |
13,421.25 |
1.000 |
13,270.30 |
0.618 |
13,176.99 |
HIGH |
13,026.04 |
0.618 |
12,932.73 |
0.500 |
12,903.91 |
0.382 |
12,875.09 |
LOW |
12,781.78 |
0.618 |
12,630.83 |
1.000 |
12,537.52 |
1.618 |
12,386.57 |
2.618 |
12,142.31 |
4.250 |
11,743.68 |
|
|
Fisher Pivots for day following 20-May-2008 |
Pivot |
1 day |
3 day |
R1 |
12,903.91 |
12,959.24 |
PP |
12,878.83 |
12,915.72 |
S1 |
12,853.76 |
12,872.20 |
|