Trading Metrics calculated at close of trading on 12-May-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2008 |
12-May-2008 |
Change |
Change % |
Previous Week |
Open |
5,755.0 |
5,800.0 |
45.0 |
0.8% |
5,785.0 |
High |
5,837.0 |
5,880.0 |
43.0 |
0.7% |
5,837.0 |
Low |
5,732.0 |
5,775.0 |
43.0 |
0.8% |
5,583.0 |
Close |
5,765.0 |
5,817.0 |
52.0 |
0.9% |
5,765.0 |
Range |
105.0 |
105.0 |
0.0 |
0.0% |
254.0 |
ATR |
110.8 |
111.1 |
0.3 |
0.3% |
0.0 |
Volume |
24,594 |
21,616 |
-2,978 |
-12.1% |
121,347 |
|
Daily Pivots for day following 12-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,139.0 |
6,083.0 |
5,874.8 |
|
R3 |
6,034.0 |
5,978.0 |
5,845.9 |
|
R2 |
5,929.0 |
5,929.0 |
5,836.3 |
|
R1 |
5,873.0 |
5,873.0 |
5,826.6 |
5,901.0 |
PP |
5,824.0 |
5,824.0 |
5,824.0 |
5,838.0 |
S1 |
5,768.0 |
5,768.0 |
5,807.4 |
5,796.0 |
S2 |
5,719.0 |
5,719.0 |
5,797.8 |
|
S3 |
5,614.0 |
5,663.0 |
5,788.1 |
|
S4 |
5,509.0 |
5,558.0 |
5,759.3 |
|
|
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 |
5,880.0 |
5,583.0 |
297.0 |
5.1% |
109.0 |
1.9% |
79% |
True |
False |
24,760 |
10 |
5,880.0 |
5,548.0 |
332.0 |
5.7% |
91.4 |
1.6% |
81% |
True |
False |
22,839 |
20 |
5,880.0 |
5,343.0 |
537.0 |
9.2% |
92.5 |
1.6% |
88% |
True |
False |
22,026 |
40 |
5,880.0 |
5,090.0 |
790.0 |
13.6% |
88.2 |
1.5% |
92% |
True |
False |
25,470 |
60 |
5,880.0 |
5,090.0 |
790.0 |
13.6% |
79.2 |
1.4% |
92% |
True |
False |
17,111 |
80 |
5,901.0 |
5,090.0 |
811.0 |
13.9% |
80.9 |
1.4% |
90% |
False |
False |
12,876 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,326.3 |
2.618 |
6,154.9 |
1.618 |
6,049.9 |
1.000 |
5,985.0 |
0.618 |
5,944.9 |
HIGH |
5,880.0 |
0.618 |
5,839.9 |
0.500 |
5,827.5 |
0.382 |
5,815.1 |
LOW |
5,775.0 |
0.618 |
5,710.1 |
1.000 |
5,670.0 |
1.618 |
5,605.1 |
2.618 |
5,500.1 |
4.250 |
5,328.8 |
|
|
Fisher Pivots for day following 12-May-2008 |
Pivot |
1 day |
3 day |
R1 |
5,827.5 |
5,788.5 |
PP |
5,824.0 |
5,760.0 |
S1 |
5,820.5 |
5,731.5 |
|