Trading Metrics calculated at close of trading on 05-May-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2008 |
05-May-2008 |
Change |
Change % |
Previous Week |
Open |
7,046.0 |
7,058.0 |
12.0 |
0.2% |
6,973.5 |
High |
7,135.5 |
7,114.0 |
-21.5 |
-0.3% |
7,135.5 |
Low |
7,042.5 |
7,052.0 |
9.5 |
0.1% |
6,895.0 |
Close |
7,080.5 |
7,085.5 |
5.0 |
0.1% |
7,080.5 |
Range |
93.0 |
62.0 |
-31.0 |
-33.3% |
240.5 |
ATR |
134.9 |
129.7 |
-5.2 |
-3.9% |
0.0 |
Volume |
147,023 |
75,232 |
-71,791 |
-48.8% |
510,855 |
|
Daily Pivots for day following 05-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,269.8 |
7,239.7 |
7,119.6 |
|
R3 |
7,207.8 |
7,177.7 |
7,102.6 |
|
R2 |
7,145.8 |
7,145.8 |
7,096.9 |
|
R1 |
7,115.7 |
7,115.7 |
7,091.2 |
7,130.8 |
PP |
7,083.8 |
7,083.8 |
7,083.8 |
7,091.4 |
S1 |
7,053.7 |
7,053.7 |
7,079.8 |
7,068.8 |
S2 |
7,021.8 |
7,021.8 |
7,074.1 |
|
S3 |
6,959.8 |
6,991.7 |
7,068.5 |
|
S4 |
6,897.8 |
6,929.7 |
7,051.4 |
|
|
Weekly Pivots for week ending 02-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,758.5 |
7,660.0 |
7,212.8 |
|
R3 |
7,518.0 |
7,419.5 |
7,146.6 |
|
R2 |
7,277.5 |
7,277.5 |
7,124.6 |
|
R1 |
7,179.0 |
7,179.0 |
7,102.5 |
7,228.3 |
PP |
7,037.0 |
7,037.0 |
7,037.0 |
7,061.6 |
S1 |
6,938.5 |
6,938.5 |
7,058.5 |
6,987.8 |
S2 |
6,796.5 |
6,796.5 |
7,036.4 |
|
S3 |
6,556.0 |
6,698.0 |
7,014.4 |
|
S4 |
6,315.5 |
6,457.5 |
6,948.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,135.5 |
6,895.0 |
240.5 |
3.4% |
94.3 |
1.3% |
79% |
False |
False |
95,983 |
10 |
7,135.5 |
6,706.5 |
429.0 |
6.1% |
110.0 |
1.6% |
88% |
False |
False |
127,161 |
20 |
7,135.5 |
6,572.5 |
563.0 |
7.9% |
114.6 |
1.6% |
91% |
False |
False |
137,516 |
40 |
7,135.5 |
6,174.0 |
961.5 |
13.6% |
129.4 |
1.8% |
95% |
False |
False |
136,804 |
60 |
7,183.5 |
6,174.0 |
1,009.5 |
14.2% |
136.0 |
1.9% |
90% |
False |
False |
91,632 |
80 |
7,904.0 |
6,174.0 |
1,730.0 |
24.4% |
157.9 |
2.2% |
53% |
False |
False |
68,944 |
100 |
8,300.0 |
6,174.0 |
2,126.0 |
30.0% |
150.6 |
2.1% |
43% |
False |
False |
55,716 |
120 |
8,300.0 |
6,174.0 |
2,126.0 |
30.0% |
141.0 |
2.0% |
43% |
False |
False |
46,527 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,377.5 |
2.618 |
7,276.3 |
1.618 |
7,214.3 |
1.000 |
7,176.0 |
0.618 |
7,152.3 |
HIGH |
7,114.0 |
0.618 |
7,090.3 |
0.500 |
7,083.0 |
0.382 |
7,075.7 |
LOW |
7,052.0 |
0.618 |
7,013.7 |
1.000 |
6,990.0 |
1.618 |
6,951.7 |
2.618 |
6,889.7 |
4.250 |
6,788.5 |
|
|
Fisher Pivots for day following 05-May-2008 |
Pivot |
1 day |
3 day |
R1 |
7,084.7 |
7,062.1 |
PP |
7,083.8 |
7,038.7 |
S1 |
7,083.0 |
7,015.3 |
|