Trading Metrics calculated at close of trading on 13-May-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2008 |
13-May-2008 |
Change |
Change % |
Previous Week |
Open |
5,800.0 |
5,877.0 |
77.0 |
1.3% |
5,785.0 |
High |
5,880.0 |
5,877.0 |
-3.0 |
-0.1% |
5,837.0 |
Low |
5,775.0 |
5,805.0 |
30.0 |
0.5% |
5,583.0 |
Close |
5,817.0 |
5,844.0 |
27.0 |
0.5% |
5,765.0 |
Range |
105.0 |
72.0 |
-33.0 |
-31.4% |
254.0 |
ATR |
111.1 |
108.3 |
-2.8 |
-2.5% |
0.0 |
Volume |
21,616 |
23,959 |
2,343 |
10.8% |
121,347 |
|
Daily Pivots for day following 13-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,058.0 |
6,023.0 |
5,883.6 |
|
R3 |
5,986.0 |
5,951.0 |
5,863.8 |
|
R2 |
5,914.0 |
5,914.0 |
5,857.2 |
|
R1 |
5,879.0 |
5,879.0 |
5,850.6 |
5,860.5 |
PP |
5,842.0 |
5,842.0 |
5,842.0 |
5,832.8 |
S1 |
5,807.0 |
5,807.0 |
5,837.4 |
5,788.5 |
S2 |
5,770.0 |
5,770.0 |
5,830.8 |
|
S3 |
5,698.0 |
5,735.0 |
5,824.2 |
|
S4 |
5,626.0 |
5,663.0 |
5,804.4 |
|
|
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% |
114.8 |
2.0% |
88% |
False |
False |
25,816 |
10 |
5,880.0 |
5,548.0 |
332.0 |
5.7% |
91.7 |
1.6% |
89% |
False |
False |
23,489 |
20 |
5,880.0 |
5,374.0 |
506.0 |
8.7% |
93.7 |
1.6% |
93% |
False |
False |
22,199 |
40 |
5,880.0 |
5,090.0 |
790.0 |
13.5% |
87.1 |
1.5% |
95% |
False |
False |
25,854 |
60 |
5,880.0 |
5,090.0 |
790.0 |
13.5% |
79.3 |
1.4% |
95% |
False |
False |
17,509 |
80 |
5,880.0 |
5,090.0 |
790.0 |
13.5% |
81.2 |
1.4% |
95% |
False |
False |
13,171 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,183.0 |
2.618 |
6,065.5 |
1.618 |
5,993.5 |
1.000 |
5,949.0 |
0.618 |
5,921.5 |
HIGH |
5,877.0 |
0.618 |
5,849.5 |
0.500 |
5,841.0 |
0.382 |
5,832.5 |
LOW |
5,805.0 |
0.618 |
5,760.5 |
1.000 |
5,733.0 |
1.618 |
5,688.5 |
2.618 |
5,616.5 |
4.250 |
5,499.0 |
|
|
Fisher Pivots for day following 13-May-2008 |
Pivot |
1 day |
3 day |
R1 |
5,843.0 |
5,831.3 |
PP |
5,842.0 |
5,818.7 |
S1 |
5,841.0 |
5,806.0 |
|