Trading Metrics calculated at close of trading on 12-May-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2008 |
12-May-2008 |
Change |
Change % |
Previous Week |
Open |
1,391.25 |
1,387.50 |
-3.75 |
-0.3% |
1,413.50 |
High |
1,393.25 |
1,405.00 |
11.75 |
0.8% |
1,424.00 |
Low |
1,381.75 |
1,386.25 |
4.50 |
0.3% |
1,381.75 |
Close |
1,389.00 |
1,404.75 |
15.75 |
1.1% |
1,389.00 |
Range |
11.50 |
18.75 |
7.25 |
63.0% |
42.25 |
ATR |
22.18 |
21.93 |
-0.24 |
-1.1% |
0.00 |
Volume |
1,703,231 |
1,625,250 |
-77,981 |
-4.6% |
8,711,275 |
|
Daily Pivots for day following 12-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,455.00 |
1,448.50 |
1,415.00 |
|
R3 |
1,436.25 |
1,429.75 |
1,410.00 |
|
R2 |
1,417.50 |
1,417.50 |
1,408.25 |
|
R1 |
1,411.00 |
1,411.00 |
1,406.50 |
1,414.25 |
PP |
1,398.75 |
1,398.75 |
1,398.75 |
1,400.25 |
S1 |
1,392.25 |
1,392.25 |
1,403.00 |
1,395.50 |
S2 |
1,380.00 |
1,380.00 |
1,401.25 |
|
S3 |
1,361.25 |
1,373.50 |
1,399.50 |
|
S4 |
1,342.50 |
1,354.75 |
1,394.50 |
|
|
Weekly Pivots for week ending 09-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,525.00 |
1,499.25 |
1,412.25 |
|
R3 |
1,482.75 |
1,457.00 |
1,400.50 |
|
R2 |
1,440.50 |
1,440.50 |
1,396.75 |
|
R1 |
1,414.75 |
1,414.75 |
1,392.75 |
1,406.50 |
PP |
1,398.25 |
1,398.25 |
1,398.25 |
1,394.00 |
S1 |
1,372.50 |
1,372.50 |
1,385.25 |
1,364.25 |
S2 |
1,356.00 |
1,356.00 |
1,381.25 |
|
S3 |
1,313.75 |
1,330.25 |
1,377.50 |
|
S4 |
1,271.50 |
1,288.00 |
1,365.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,424.00 |
1,381.75 |
42.25 |
3.0% |
20.50 |
1.5% |
54% |
False |
False |
1,682,403 |
10 |
1,427.00 |
1,381.75 |
45.25 |
3.2% |
20.50 |
1.5% |
51% |
False |
False |
1,676,143 |
20 |
1,427.00 |
1,325.00 |
102.00 |
7.3% |
20.50 |
1.5% |
78% |
False |
False |
1,720,022 |
40 |
1,427.00 |
1,253.00 |
174.00 |
12.4% |
25.00 |
1.8% |
87% |
False |
False |
1,916,787 |
60 |
1,427.00 |
1,253.00 |
174.00 |
12.4% |
26.50 |
1.9% |
87% |
False |
False |
1,340,074 |
80 |
1,427.00 |
1,253.00 |
174.00 |
12.4% |
29.00 |
2.1% |
87% |
False |
False |
1,006,995 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,484.75 |
2.618 |
1,454.00 |
1.618 |
1,435.25 |
1.000 |
1,423.75 |
0.618 |
1,416.50 |
HIGH |
1,405.00 |
0.618 |
1,397.75 |
0.500 |
1,395.50 |
0.382 |
1,393.50 |
LOW |
1,386.25 |
0.618 |
1,374.75 |
1.000 |
1,367.50 |
1.618 |
1,356.00 |
2.618 |
1,337.25 |
4.250 |
1,306.50 |
|
|
Fisher Pivots for day following 12-May-2008 |
Pivot |
1 day |
3 day |
R1 |
1,401.75 |
1,401.00 |
PP |
1,398.75 |
1,397.25 |
S1 |
1,395.50 |
1,393.50 |
|