Trading Metrics calculated at close of trading on 09-May-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2008 |
09-May-2008 |
Change |
Change % |
Previous Week |
Open |
5,590.0 |
5,755.0 |
165.0 |
3.0% |
5,785.0 |
High |
5,761.0 |
5,837.0 |
76.0 |
1.3% |
5,837.0 |
Low |
5,583.0 |
5,732.0 |
149.0 |
2.7% |
5,583.0 |
Close |
5,746.0 |
5,765.0 |
19.0 |
0.3% |
5,765.0 |
Range |
178.0 |
105.0 |
-73.0 |
-41.0% |
254.0 |
ATR |
111.2 |
110.8 |
-0.4 |
-0.4% |
0.0 |
Volume |
34,607 |
24,594 |
-10,013 |
-28.9% |
121,347 |
|
Daily Pivots for day following 09-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,093.0 |
6,034.0 |
5,822.8 |
|
R3 |
5,988.0 |
5,929.0 |
5,793.9 |
|
R2 |
5,883.0 |
5,883.0 |
5,784.3 |
|
R1 |
5,824.0 |
5,824.0 |
5,774.6 |
5,853.5 |
PP |
5,778.0 |
5,778.0 |
5,778.0 |
5,792.8 |
S1 |
5,719.0 |
5,719.0 |
5,755.4 |
5,748.5 |
S2 |
5,673.0 |
5,673.0 |
5,745.8 |
|
S3 |
5,568.0 |
5,614.0 |
5,736.1 |
|
S4 |
5,463.0 |
5,509.0 |
5,707.3 |
|
|
Weekly Pivots for week ending 09-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,490.3 |
6,381.7 |
5,904.7 |
|
R3 |
6,236.3 |
6,127.7 |
5,834.9 |
|
R2 |
5,982.3 |
5,982.3 |
5,811.6 |
|
R1 |
5,873.7 |
5,873.7 |
5,788.3 |
5,801.0 |
PP |
5,728.3 |
5,728.3 |
5,728.3 |
5,692.0 |
S1 |
5,619.7 |
5,619.7 |
5,741.7 |
5,547.0 |
S2 |
5,474.3 |
5,474.3 |
5,718.4 |
|
S3 |
5,220.3 |
5,365.7 |
5,695.2 |
|
S4 |
4,966.3 |
5,111.7 |
5,625.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,837.0 |
5,583.0 |
254.0 |
4.4% |
99.6 |
1.7% |
72% |
True |
False |
24,269 |
10 |
5,837.0 |
5,548.0 |
289.0 |
5.0% |
92.5 |
1.6% |
75% |
True |
False |
22,970 |
20 |
5,837.0 |
5,343.0 |
494.0 |
8.6% |
90.9 |
1.6% |
85% |
True |
False |
21,889 |
40 |
5,837.0 |
5,090.0 |
747.0 |
13.0% |
89.0 |
1.5% |
90% |
True |
False |
24,970 |
60 |
5,837.0 |
5,090.0 |
747.0 |
13.0% |
78.0 |
1.4% |
90% |
True |
False |
16,754 |
80 |
5,901.0 |
5,090.0 |
811.0 |
14.1% |
79.6 |
1.4% |
83% |
False |
False |
12,611 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,283.3 |
2.618 |
6,111.9 |
1.618 |
6,006.9 |
1.000 |
5,942.0 |
0.618 |
5,901.9 |
HIGH |
5,837.0 |
0.618 |
5,796.9 |
0.500 |
5,784.5 |
0.382 |
5,772.1 |
LOW |
5,732.0 |
0.618 |
5,667.1 |
1.000 |
5,627.0 |
1.618 |
5,562.1 |
2.618 |
5,457.1 |
4.250 |
5,285.8 |
|
|
Fisher Pivots for day following 09-May-2008 |
Pivot |
1 day |
3 day |
R1 |
5,784.5 |
5,746.7 |
PP |
5,778.0 |
5,728.3 |
S1 |
5,771.5 |
5,710.0 |
|