Trading Metrics calculated at close of trading on 06-May-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2008 |
06-May-2008 |
Change |
Change % |
Previous Week |
Open |
5,785.0 |
5,723.0 |
-62.0 |
-1.1% |
5,703.0 |
High |
5,785.0 |
5,738.0 |
-47.0 |
-0.8% |
5,738.0 |
Low |
5,727.0 |
5,695.0 |
-32.0 |
-0.6% |
5,548.0 |
Close |
5,732.0 |
5,718.0 |
-14.0 |
-0.2% |
5,694.0 |
Range |
58.0 |
43.0 |
-15.0 |
-25.9% |
190.0 |
ATR |
110.2 |
105.4 |
-4.8 |
-4.4% |
0.0 |
Volume |
19,162 |
18,676 |
-486 |
-2.5% |
108,358 |
|
Daily Pivots for day following 06-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,846.0 |
5,825.0 |
5,741.7 |
|
R3 |
5,803.0 |
5,782.0 |
5,729.8 |
|
R2 |
5,760.0 |
5,760.0 |
5,725.9 |
|
R1 |
5,739.0 |
5,739.0 |
5,721.9 |
5,728.0 |
PP |
5,717.0 |
5,717.0 |
5,717.0 |
5,711.5 |
S1 |
5,696.0 |
5,696.0 |
5,714.1 |
5,685.0 |
S2 |
5,674.0 |
5,674.0 |
5,710.1 |
|
S3 |
5,631.0 |
5,653.0 |
5,706.2 |
|
S4 |
5,588.0 |
5,610.0 |
5,694.4 |
|
|
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% |
68.6 |
1.2% |
72% |
False |
False |
21,163 |
10 |
5,785.0 |
5,548.0 |
237.0 |
4.1% |
82.7 |
1.4% |
72% |
False |
False |
20,776 |
20 |
5,785.0 |
5,343.0 |
442.0 |
7.7% |
86.6 |
1.5% |
85% |
False |
False |
21,140 |
40 |
5,785.0 |
5,090.0 |
695.0 |
12.2% |
84.5 |
1.5% |
90% |
False |
False |
22,955 |
60 |
5,816.0 |
5,090.0 |
726.0 |
12.7% |
72.9 |
1.3% |
87% |
False |
False |
15,364 |
80 |
6,115.0 |
5,090.0 |
1,025.0 |
17.9% |
76.0 |
1.3% |
61% |
False |
False |
11,573 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,920.8 |
2.618 |
5,850.6 |
1.618 |
5,807.6 |
1.000 |
5,781.0 |
0.618 |
5,764.6 |
HIGH |
5,738.0 |
0.618 |
5,721.6 |
0.500 |
5,716.5 |
0.382 |
5,711.4 |
LOW |
5,695.0 |
0.618 |
5,668.4 |
1.000 |
5,652.0 |
1.618 |
5,625.4 |
2.618 |
5,582.4 |
4.250 |
5,512.3 |
|
|
Fisher Pivots for day following 06-May-2008 |
Pivot |
1 day |
3 day |
R1 |
5,717.5 |
5,720.0 |
PP |
5,717.0 |
5,719.3 |
S1 |
5,716.5 |
5,718.7 |
|