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 |
7,140.0 |
7,223.0 |
83.0 |
1.2% |
7,060.0 |
High |
7,242.0 |
7,270.0 |
28.0 |
0.4% |
7,242.0 |
Low |
7,138.0 |
7,193.5 |
55.5 |
0.8% |
7,032.5 |
Close |
7,173.0 |
7,253.5 |
80.5 |
1.1% |
7,173.0 |
Range |
104.0 |
76.5 |
-27.5 |
-26.4% |
209.5 |
ATR |
115.0 |
113.7 |
-1.3 |
-1.1% |
0.0 |
Volume |
172,140 |
101,803 |
-70,337 |
-40.9% |
686,564 |
|
Daily Pivots for day following 19-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,468.5 |
7,437.5 |
7,295.6 |
|
R3 |
7,392.0 |
7,361.0 |
7,274.5 |
|
R2 |
7,315.5 |
7,315.5 |
7,267.5 |
|
R1 |
7,284.5 |
7,284.5 |
7,260.5 |
7,300.0 |
PP |
7,239.0 |
7,239.0 |
7,239.0 |
7,246.8 |
S1 |
7,208.0 |
7,208.0 |
7,246.5 |
7,223.5 |
S2 |
7,162.5 |
7,162.5 |
7,239.5 |
|
S3 |
7,086.0 |
7,131.5 |
7,232.5 |
|
S4 |
7,009.5 |
7,055.0 |
7,211.4 |
|
|
Weekly Pivots for week ending 16-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,777.7 |
7,684.8 |
7,288.2 |
|
R3 |
7,568.2 |
7,475.3 |
7,230.6 |
|
R2 |
7,358.7 |
7,358.7 |
7,211.4 |
|
R1 |
7,265.8 |
7,265.8 |
7,192.2 |
7,312.3 |
PP |
7,149.2 |
7,149.2 |
7,149.2 |
7,172.4 |
S1 |
7,056.3 |
7,056.3 |
7,153.8 |
7,102.8 |
S2 |
6,939.7 |
6,939.7 |
7,134.6 |
|
S3 |
6,730.2 |
6,846.8 |
7,115.4 |
|
S4 |
6,520.7 |
6,637.3 |
7,057.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,270.0 |
7,032.5 |
237.5 |
3.3% |
93.3 |
1.3% |
93% |
True |
False |
140,631 |
10 |
7,270.0 |
6,996.0 |
274.0 |
3.8% |
89.6 |
1.2% |
94% |
True |
False |
130,720 |
20 |
7,270.0 |
6,706.5 |
563.5 |
7.8% |
99.8 |
1.4% |
97% |
True |
False |
128,941 |
40 |
7,270.0 |
6,495.0 |
775.0 |
10.7% |
111.1 |
1.5% |
98% |
True |
False |
138,203 |
60 |
7,270.0 |
6,174.0 |
1,096.0 |
15.1% |
124.4 |
1.7% |
98% |
True |
False |
113,119 |
80 |
7,270.0 |
6,174.0 |
1,096.0 |
15.1% |
137.1 |
1.9% |
98% |
True |
False |
85,197 |
100 |
8,300.0 |
6,174.0 |
2,126.0 |
29.3% |
147.6 |
2.0% |
51% |
False |
False |
68,342 |
120 |
8,300.0 |
6,174.0 |
2,126.0 |
29.3% |
141.3 |
1.9% |
51% |
False |
False |
57,367 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,595.1 |
2.618 |
7,470.3 |
1.618 |
7,393.8 |
1.000 |
7,346.5 |
0.618 |
7,317.3 |
HIGH |
7,270.0 |
0.618 |
7,240.8 |
0.500 |
7,231.8 |
0.382 |
7,222.7 |
LOW |
7,193.5 |
0.618 |
7,146.2 |
1.000 |
7,117.0 |
1.618 |
7,069.7 |
2.618 |
6,993.2 |
4.250 |
6,868.4 |
|
|
Fisher Pivots for day following 19-May-2008 |
Pivot |
1 day |
3 day |
R1 |
7,246.3 |
7,224.8 |
PP |
7,239.0 |
7,196.2 |
S1 |
7,231.8 |
7,167.5 |
|