Trading Metrics calculated at close of trading on 08-May-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2008 |
08-May-2008 |
Change |
Change % |
Previous Week |
Open |
5,753.0 |
5,590.0 |
-163.0 |
-2.8% |
5,703.0 |
High |
5,761.0 |
5,761.0 |
0.0 |
0.0% |
5,738.0 |
Low |
5,647.0 |
5,583.0 |
-64.0 |
-1.1% |
5,548.0 |
Close |
5,657.0 |
5,746.0 |
89.0 |
1.6% |
5,694.0 |
Range |
114.0 |
178.0 |
64.0 |
56.1% |
190.0 |
ATR |
106.1 |
111.2 |
5.1 |
4.8% |
0.0 |
Volume |
24,308 |
34,607 |
10,299 |
42.4% |
108,358 |
|
Daily Pivots for day following 08-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,230.7 |
6,166.3 |
5,843.9 |
|
R3 |
6,052.7 |
5,988.3 |
5,795.0 |
|
R2 |
5,874.7 |
5,874.7 |
5,778.6 |
|
R1 |
5,810.3 |
5,810.3 |
5,762.3 |
5,842.5 |
PP |
5,696.7 |
5,696.7 |
5,696.7 |
5,712.8 |
S1 |
5,632.3 |
5,632.3 |
5,729.7 |
5,664.5 |
S2 |
5,518.7 |
5,518.7 |
5,713.4 |
|
S3 |
5,340.7 |
5,454.3 |
5,697.1 |
|
S4 |
5,162.7 |
5,276.3 |
5,648.1 |
|
|
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 |
5,583.0 |
202.0 |
3.5% |
95.2 |
1.7% |
81% |
False |
True |
24,695 |
10 |
5,785.0 |
5,548.0 |
237.0 |
4.1% |
89.8 |
1.6% |
84% |
False |
False |
22,530 |
20 |
5,785.0 |
5,343.0 |
442.0 |
7.7% |
89.7 |
1.6% |
91% |
False |
False |
21,873 |
40 |
5,785.0 |
5,090.0 |
695.0 |
12.1% |
87.7 |
1.5% |
94% |
False |
False |
24,385 |
60 |
5,816.0 |
5,090.0 |
726.0 |
12.6% |
76.3 |
1.3% |
90% |
False |
False |
16,344 |
80 |
6,069.0 |
5,090.0 |
979.0 |
17.0% |
78.9 |
1.4% |
67% |
False |
False |
12,306 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,517.5 |
2.618 |
6,227.0 |
1.618 |
6,049.0 |
1.000 |
5,939.0 |
0.618 |
5,871.0 |
HIGH |
5,761.0 |
0.618 |
5,693.0 |
0.500 |
5,672.0 |
0.382 |
5,651.0 |
LOW |
5,583.0 |
0.618 |
5,473.0 |
1.000 |
5,405.0 |
1.618 |
5,295.0 |
2.618 |
5,117.0 |
4.250 |
4,826.5 |
|
|
Fisher Pivots for day following 08-May-2008 |
Pivot |
1 day |
3 day |
R1 |
5,721.3 |
5,721.3 |
PP |
5,696.7 |
5,696.7 |
S1 |
5,672.0 |
5,672.0 |
|