Trading Metrics calculated at close of trading on 01-May-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2008 |
01-May-2008 |
Change |
Change % |
Previous Week |
Open |
5,560.0 |
5,575.0 |
15.0 |
0.3% |
5,572.0 |
High |
5,652.0 |
5,611.0 |
-41.0 |
-0.7% |
5,697.0 |
Low |
5,548.0 |
5,556.0 |
8.0 |
0.1% |
5,555.0 |
Close |
5,601.0 |
5,594.0 |
-7.0 |
-0.1% |
5,625.0 |
Range |
104.0 |
55.0 |
-49.0 |
-47.1% |
142.0 |
ATR |
113.4 |
109.2 |
-4.2 |
-3.7% |
0.0 |
Volume |
25,305 |
15,948 |
-9,357 |
-37.0% |
92,449 |
|
Daily Pivots for day following 01-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,752.0 |
5,728.0 |
5,624.3 |
|
R3 |
5,697.0 |
5,673.0 |
5,609.1 |
|
R2 |
5,642.0 |
5,642.0 |
5,604.1 |
|
R1 |
5,618.0 |
5,618.0 |
5,599.0 |
5,630.0 |
PP |
5,587.0 |
5,587.0 |
5,587.0 |
5,593.0 |
S1 |
5,563.0 |
5,563.0 |
5,589.0 |
5,575.0 |
S2 |
5,532.0 |
5,532.0 |
5,583.9 |
|
S3 |
5,477.0 |
5,508.0 |
5,578.9 |
|
S4 |
5,422.0 |
5,453.0 |
5,563.8 |
|
|
Weekly Pivots for week ending 25-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,051.7 |
5,980.3 |
5,703.1 |
|
R3 |
5,909.7 |
5,838.3 |
5,664.1 |
|
R2 |
5,767.7 |
5,767.7 |
5,651.0 |
|
R1 |
5,696.3 |
5,696.3 |
5,638.0 |
5,732.0 |
PP |
5,625.7 |
5,625.7 |
5,625.7 |
5,643.5 |
S1 |
5,554.3 |
5,554.3 |
5,612.0 |
5,590.0 |
S2 |
5,483.7 |
5,483.7 |
5,599.0 |
|
S3 |
5,341.7 |
5,412.3 |
5,586.0 |
|
S4 |
5,199.7 |
5,270.3 |
5,546.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,710.0 |
5,548.0 |
162.0 |
2.9% |
84.4 |
1.5% |
28% |
False |
False |
20,366 |
10 |
5,710.0 |
5,423.0 |
287.0 |
5.1% |
97.3 |
1.7% |
60% |
False |
False |
21,226 |
20 |
5,718.0 |
5,343.0 |
375.0 |
6.7% |
89.4 |
1.6% |
67% |
False |
False |
21,395 |
40 |
5,718.0 |
5,090.0 |
628.0 |
11.2% |
87.2 |
1.6% |
80% |
False |
False |
21,390 |
60 |
5,844.0 |
5,090.0 |
754.0 |
13.5% |
71.3 |
1.3% |
67% |
False |
False |
14,291 |
80 |
6,195.0 |
5,090.0 |
1,105.0 |
19.8% |
74.2 |
1.3% |
46% |
False |
False |
10,770 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,844.8 |
2.618 |
5,755.0 |
1.618 |
5,700.0 |
1.000 |
5,666.0 |
0.618 |
5,645.0 |
HIGH |
5,611.0 |
0.618 |
5,590.0 |
0.500 |
5,583.5 |
0.382 |
5,577.0 |
LOW |
5,556.0 |
0.618 |
5,522.0 |
1.000 |
5,501.0 |
1.618 |
5,467.0 |
2.618 |
5,412.0 |
4.250 |
5,322.3 |
|
|
Fisher Pivots for day following 01-May-2008 |
Pivot |
1 day |
3 day |
R1 |
5,590.5 |
5,610.5 |
PP |
5,587.0 |
5,605.0 |
S1 |
5,583.5 |
5,599.5 |
|