Trading Metrics calculated at close of trading on 07-May-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2008 |
07-May-2008 |
Change |
Change % |
Previous Week |
Open |
5,723.0 |
5,753.0 |
30.0 |
0.5% |
5,703.0 |
High |
5,738.0 |
5,761.0 |
23.0 |
0.4% |
5,738.0 |
Low |
5,695.0 |
5,647.0 |
-48.0 |
-0.8% |
5,548.0 |
Close |
5,718.0 |
5,657.0 |
-61.0 |
-1.1% |
5,694.0 |
Range |
43.0 |
114.0 |
71.0 |
165.1% |
190.0 |
ATR |
105.4 |
106.1 |
0.6 |
0.6% |
0.0 |
Volume |
18,676 |
24,308 |
5,632 |
30.2% |
108,358 |
|
Daily Pivots for day following 07-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,030.3 |
5,957.7 |
5,719.7 |
|
R3 |
5,916.3 |
5,843.7 |
5,688.4 |
|
R2 |
5,802.3 |
5,802.3 |
5,677.9 |
|
R1 |
5,729.7 |
5,729.7 |
5,667.5 |
5,709.0 |
PP |
5,688.3 |
5,688.3 |
5,688.3 |
5,678.0 |
S1 |
5,615.7 |
5,615.7 |
5,646.6 |
5,595.0 |
S2 |
5,574.3 |
5,574.3 |
5,636.1 |
|
S3 |
5,460.3 |
5,501.7 |
5,625.7 |
|
S4 |
5,346.3 |
5,387.7 |
5,594.3 |
|
|
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 |
5,556.0 |
229.0 |
4.0% |
70.6 |
1.2% |
44% |
False |
False |
20,963 |
10 |
5,785.0 |
5,548.0 |
237.0 |
4.2% |
85.1 |
1.5% |
46% |
False |
False |
21,352 |
20 |
5,785.0 |
5,343.0 |
442.0 |
7.8% |
88.1 |
1.6% |
71% |
False |
False |
21,302 |
40 |
5,785.0 |
5,090.0 |
695.0 |
12.3% |
85.4 |
1.5% |
82% |
False |
False |
23,542 |
60 |
5,816.0 |
5,090.0 |
726.0 |
12.8% |
74.8 |
1.3% |
78% |
False |
False |
15,769 |
80 |
6,069.0 |
5,090.0 |
979.0 |
17.3% |
76.7 |
1.4% |
58% |
False |
False |
11,875 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,245.5 |
2.618 |
6,059.5 |
1.618 |
5,945.5 |
1.000 |
5,875.0 |
0.618 |
5,831.5 |
HIGH |
5,761.0 |
0.618 |
5,717.5 |
0.500 |
5,704.0 |
0.382 |
5,690.5 |
LOW |
5,647.0 |
0.618 |
5,576.5 |
1.000 |
5,533.0 |
1.618 |
5,462.5 |
2.618 |
5,348.5 |
4.250 |
5,162.5 |
|
|
Fisher Pivots for day following 07-May-2008 |
Pivot |
1 day |
3 day |
R1 |
5,704.0 |
5,716.0 |
PP |
5,688.3 |
5,696.3 |
S1 |
5,672.7 |
5,676.7 |
|