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 |
5,655.0 |
5,785.0 |
130.0 |
2.3% |
5,703.0 |
High |
5,738.0 |
5,785.0 |
47.0 |
0.8% |
5,738.0 |
Low |
5,655.0 |
5,727.0 |
72.0 |
1.3% |
5,548.0 |
Close |
5,694.0 |
5,732.0 |
38.0 |
0.7% |
5,694.0 |
Range |
83.0 |
58.0 |
-25.0 |
-30.1% |
190.0 |
ATR |
111.7 |
110.2 |
-1.5 |
-1.3% |
0.0 |
Volume |
26,724 |
19,162 |
-7,562 |
-28.3% |
108,358 |
|
Daily Pivots for day following 05-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,922.0 |
5,885.0 |
5,763.9 |
|
R3 |
5,864.0 |
5,827.0 |
5,748.0 |
|
R2 |
5,806.0 |
5,806.0 |
5,742.6 |
|
R1 |
5,769.0 |
5,769.0 |
5,737.3 |
5,758.5 |
PP |
5,748.0 |
5,748.0 |
5,748.0 |
5,742.8 |
S1 |
5,711.0 |
5,711.0 |
5,726.7 |
5,700.5 |
S2 |
5,690.0 |
5,690.0 |
5,721.4 |
|
S3 |
5,632.0 |
5,653.0 |
5,716.1 |
|
S4 |
5,574.0 |
5,595.0 |
5,700.1 |
|
|
Weekly Pivots for week ending 02-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,230.0 |
6,152.0 |
5,798.5 |
|
R3 |
6,040.0 |
5,962.0 |
5,746.3 |
|
R2 |
5,850.0 |
5,850.0 |
5,728.8 |
|
R1 |
5,772.0 |
5,772.0 |
5,711.4 |
5,716.0 |
PP |
5,660.0 |
5,660.0 |
5,660.0 |
5,632.0 |
S1 |
5,582.0 |
5,582.0 |
5,676.6 |
5,526.0 |
S2 |
5,470.0 |
5,470.0 |
5,659.2 |
|
S3 |
5,280.0 |
5,392.0 |
5,641.8 |
|
S4 |
5,090.0 |
5,202.0 |
5,589.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,785.0 |
5,548.0 |
237.0 |
4.1% |
73.8 |
1.3% |
78% |
True |
False |
20,918 |
10 |
5,785.0 |
5,548.0 |
237.0 |
4.1% |
89.1 |
1.6% |
78% |
True |
False |
21,996 |
20 |
5,785.0 |
5,343.0 |
442.0 |
7.7% |
87.1 |
1.5% |
88% |
True |
False |
21,271 |
40 |
5,785.0 |
5,090.0 |
695.0 |
12.1% |
85.0 |
1.5% |
92% |
True |
False |
22,514 |
60 |
5,816.0 |
5,090.0 |
726.0 |
12.7% |
72.4 |
1.3% |
88% |
False |
False |
15,055 |
80 |
6,145.0 |
5,090.0 |
1,055.0 |
18.4% |
75.5 |
1.3% |
61% |
False |
False |
11,343 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,031.5 |
2.618 |
5,936.8 |
1.618 |
5,878.8 |
1.000 |
5,843.0 |
0.618 |
5,820.8 |
HIGH |
5,785.0 |
0.618 |
5,762.8 |
0.500 |
5,756.0 |
0.382 |
5,749.2 |
LOW |
5,727.0 |
0.618 |
5,691.2 |
1.000 |
5,669.0 |
1.618 |
5,633.2 |
2.618 |
5,575.2 |
4.250 |
5,480.5 |
|
|
Fisher Pivots for day following 05-May-2008 |
Pivot |
1 day |
3 day |
R1 |
5,756.0 |
5,711.5 |
PP |
5,748.0 |
5,691.0 |
S1 |
5,740.0 |
5,670.5 |
|