Trading Metrics calculated at close of trading on 19-May-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2008 |
19-May-2008 |
Change |
Change % |
Previous Week |
Open |
1,424.25 |
1,425.25 |
1.00 |
0.1% |
1,387.50 |
High |
1,429.50 |
1,441.00 |
11.50 |
0.8% |
1,429.50 |
Low |
1,414.75 |
1,421.75 |
7.00 |
0.5% |
1,386.25 |
Close |
1,425.75 |
1,429.75 |
4.00 |
0.3% |
1,425.75 |
Range |
14.75 |
19.25 |
4.50 |
30.5% |
43.25 |
ATR |
20.93 |
20.81 |
-0.12 |
-0.6% |
0.00 |
Volume |
1,745,978 |
1,792,069 |
46,091 |
2.6% |
8,209,111 |
|
Daily Pivots for day following 19-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,488.50 |
1,478.50 |
1,440.25 |
|
R3 |
1,469.25 |
1,459.25 |
1,435.00 |
|
R2 |
1,450.00 |
1,450.00 |
1,433.25 |
|
R1 |
1,440.00 |
1,440.00 |
1,431.50 |
1,445.00 |
PP |
1,430.75 |
1,430.75 |
1,430.75 |
1,433.50 |
S1 |
1,420.75 |
1,420.75 |
1,428.00 |
1,425.75 |
S2 |
1,411.50 |
1,411.50 |
1,426.25 |
|
S3 |
1,392.25 |
1,401.50 |
1,424.50 |
|
S4 |
1,373.00 |
1,382.25 |
1,419.25 |
|
|
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 |
1,441.00 |
1,396.50 |
44.50 |
3.1% |
18.25 |
1.3% |
75% |
True |
False |
1,675,186 |
10 |
1,441.00 |
1,381.75 |
59.25 |
4.1% |
19.50 |
1.4% |
81% |
True |
False |
1,678,794 |
20 |
1,441.00 |
1,368.00 |
73.00 |
5.1% |
19.75 |
1.4% |
85% |
True |
False |
1,684,923 |
40 |
1,441.00 |
1,309.50 |
131.50 |
9.2% |
21.00 |
1.5% |
91% |
True |
False |
1,723,333 |
60 |
1,441.00 |
1,253.00 |
188.00 |
13.1% |
26.00 |
1.8% |
94% |
True |
False |
1,479,027 |
80 |
1,441.00 |
1,253.00 |
188.00 |
13.1% |
26.75 |
1.9% |
94% |
True |
False |
1,110,962 |
100 |
1,519.75 |
1,253.00 |
266.75 |
18.7% |
28.50 |
2.0% |
66% |
False |
False |
889,712 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,522.75 |
2.618 |
1,491.50 |
1.618 |
1,472.25 |
1.000 |
1,460.25 |
0.618 |
1,453.00 |
HIGH |
1,441.00 |
0.618 |
1,433.75 |
0.500 |
1,431.50 |
0.382 |
1,429.00 |
LOW |
1,421.75 |
0.618 |
1,409.75 |
1.000 |
1,402.50 |
1.618 |
1,390.50 |
2.618 |
1,371.25 |
4.250 |
1,340.00 |
|
|
Fisher Pivots for day following 19-May-2008 |
Pivot |
1 day |
3 day |
R1 |
1,431.50 |
1,427.50 |
PP |
1,430.75 |
1,425.25 |
S1 |
1,430.25 |
1,423.00 |
|