Trading Metrics calculated at close of trading on 14-May-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2008 |
14-May-2008 |
Change |
Change % |
Previous Week |
Open |
7,112.0 |
7,107.0 |
-5.0 |
-0.1% |
7,058.0 |
High |
7,117.5 |
7,136.5 |
19.0 |
0.3% |
7,148.0 |
Low |
7,037.5 |
7,032.5 |
-5.0 |
-0.1% |
6,996.0 |
Close |
7,089.0 |
7,114.5 |
25.5 |
0.4% |
7,042.0 |
Range |
80.0 |
104.0 |
24.0 |
30.0% |
152.0 |
ATR |
115.3 |
114.5 |
-0.8 |
-0.7% |
0.0 |
Volume |
145,958 |
152,489 |
6,531 |
4.5% |
594,068 |
|
Daily Pivots for day following 14-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,406.5 |
7,364.5 |
7,171.7 |
|
R3 |
7,302.5 |
7,260.5 |
7,143.1 |
|
R2 |
7,198.5 |
7,198.5 |
7,133.6 |
|
R1 |
7,156.5 |
7,156.5 |
7,124.0 |
7,177.5 |
PP |
7,094.5 |
7,094.5 |
7,094.5 |
7,105.0 |
S1 |
7,052.5 |
7,052.5 |
7,105.0 |
7,073.5 |
S2 |
6,990.5 |
6,990.5 |
7,095.4 |
|
S3 |
6,886.5 |
6,948.5 |
7,085.9 |
|
S4 |
6,782.5 |
6,844.5 |
7,057.3 |
|
|
Weekly Pivots for week ending 09-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,518.0 |
7,432.0 |
7,125.6 |
|
R3 |
7,366.0 |
7,280.0 |
7,083.8 |
|
R2 |
7,214.0 |
7,214.0 |
7,069.9 |
|
R1 |
7,128.0 |
7,128.0 |
7,055.9 |
7,095.0 |
PP |
7,062.0 |
7,062.0 |
7,062.0 |
7,045.5 |
S1 |
6,976.0 |
6,976.0 |
7,028.1 |
6,943.0 |
S2 |
6,910.0 |
6,910.0 |
7,014.1 |
|
S3 |
6,758.0 |
6,824.0 |
7,000.2 |
|
S4 |
6,606.0 |
6,672.0 |
6,958.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,136.5 |
6,996.0 |
140.5 |
2.0% |
79.7 |
1.1% |
84% |
True |
False |
127,389 |
10 |
7,148.0 |
6,895.0 |
253.0 |
3.6% |
88.7 |
1.2% |
87% |
False |
False |
112,475 |
20 |
7,148.0 |
6,706.5 |
441.5 |
6.2% |
102.4 |
1.4% |
92% |
False |
False |
129,270 |
40 |
7,148.0 |
6,174.0 |
974.0 |
13.7% |
114.4 |
1.6% |
97% |
False |
False |
136,743 |
60 |
7,183.5 |
6,174.0 |
1,009.5 |
14.2% |
128.0 |
1.8% |
93% |
False |
False |
106,468 |
80 |
7,183.5 |
6,174.0 |
1,009.5 |
14.2% |
148.3 |
2.1% |
93% |
False |
False |
80,161 |
100 |
8,300.0 |
6,174.0 |
2,126.0 |
29.9% |
148.1 |
2.1% |
44% |
False |
False |
64,515 |
120 |
8,300.0 |
6,174.0 |
2,126.0 |
29.9% |
140.7 |
2.0% |
44% |
False |
False |
54,010 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,578.5 |
2.618 |
7,408.8 |
1.618 |
7,304.8 |
1.000 |
7,240.5 |
0.618 |
7,200.8 |
HIGH |
7,136.5 |
0.618 |
7,096.8 |
0.500 |
7,084.5 |
0.382 |
7,072.2 |
LOW |
7,032.5 |
0.618 |
6,968.2 |
1.000 |
6,928.5 |
1.618 |
6,864.2 |
2.618 |
6,760.2 |
4.250 |
6,590.5 |
|
|
Fisher Pivots for day following 14-May-2008 |
Pivot |
1 day |
3 day |
R1 |
7,104.5 |
7,104.5 |
PP |
7,094.5 |
7,094.5 |
S1 |
7,084.5 |
7,084.5 |
|