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 |
1,407.50 |
1,424.25 |
16.75 |
1.2% |
1,387.50 |
High |
1,425.50 |
1,429.50 |
4.00 |
0.3% |
1,429.50 |
Low |
1,405.00 |
1,414.75 |
9.75 |
0.7% |
1,386.25 |
Close |
1,424.50 |
1,425.75 |
1.25 |
0.1% |
1,425.75 |
Range |
20.50 |
14.75 |
-5.75 |
-28.0% |
43.25 |
ATR |
21.41 |
20.93 |
-0.48 |
-2.2% |
0.00 |
Volume |
1,740,580 |
1,745,978 |
5,398 |
0.3% |
8,209,111 |
|
Daily Pivots for day following 16-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,467.50 |
1,461.50 |
1,433.75 |
|
R3 |
1,452.75 |
1,446.75 |
1,429.75 |
|
R2 |
1,438.00 |
1,438.00 |
1,428.50 |
|
R1 |
1,432.00 |
1,432.00 |
1,427.00 |
1,435.00 |
PP |
1,423.25 |
1,423.25 |
1,423.25 |
1,425.00 |
S1 |
1,417.25 |
1,417.25 |
1,424.50 |
1,420.25 |
S2 |
1,408.50 |
1,408.50 |
1,423.00 |
|
S3 |
1,393.75 |
1,402.50 |
1,421.75 |
|
S4 |
1,379.00 |
1,387.75 |
1,417.75 |
|
|
Weekly Pivots for week ending 16-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,543.50 |
1,528.00 |
1,449.50 |
|
R3 |
1,500.25 |
1,484.75 |
1,437.75 |
|
R2 |
1,457.00 |
1,457.00 |
1,433.75 |
|
R1 |
1,441.50 |
1,441.50 |
1,429.75 |
1,449.25 |
PP |
1,413.75 |
1,413.75 |
1,413.75 |
1,417.75 |
S1 |
1,398.25 |
1,398.25 |
1,421.75 |
1,406.00 |
S2 |
1,370.50 |
1,370.50 |
1,417.75 |
|
S3 |
1,327.25 |
1,355.00 |
1,413.75 |
|
S4 |
1,284.00 |
1,311.75 |
1,402.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,429.50 |
1,386.25 |
43.25 |
3.0% |
18.25 |
1.3% |
91% |
True |
False |
1,641,822 |
10 |
1,429.50 |
1,381.75 |
47.75 |
3.3% |
19.25 |
1.3% |
92% |
True |
False |
1,692,038 |
20 |
1,429.50 |
1,368.00 |
61.50 |
4.3% |
19.50 |
1.4% |
94% |
True |
False |
1,694,708 |
40 |
1,429.50 |
1,309.50 |
120.00 |
8.4% |
21.50 |
1.5% |
97% |
True |
False |
1,732,605 |
60 |
1,429.50 |
1,253.00 |
176.50 |
12.4% |
26.00 |
1.8% |
98% |
True |
False |
1,449,337 |
80 |
1,429.50 |
1,253.00 |
176.50 |
12.4% |
27.00 |
1.9% |
98% |
True |
False |
1,088,721 |
100 |
1,520.00 |
1,253.00 |
267.00 |
18.7% |
28.50 |
2.0% |
65% |
False |
False |
871,796 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,492.25 |
2.618 |
1,468.00 |
1.618 |
1,453.25 |
1.000 |
1,444.25 |
0.618 |
1,438.50 |
HIGH |
1,429.50 |
0.618 |
1,423.75 |
0.500 |
1,422.00 |
0.382 |
1,420.50 |
LOW |
1,414.75 |
0.618 |
1,405.75 |
1.000 |
1,400.00 |
1.618 |
1,391.00 |
2.618 |
1,376.25 |
4.250 |
1,352.00 |
|
|
Fisher Pivots for day following 16-May-2008 |
Pivot |
1 day |
3 day |
R1 |
1,424.50 |
1,422.00 |
PP |
1,423.25 |
1,418.00 |
S1 |
1,422.00 |
1,414.00 |
|