Trading Metrics calculated at close of trading on 15-May-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2008 |
15-May-2008 |
Change |
Change % |
Previous Week |
Open |
5,845.0 |
5,914.0 |
69.0 |
1.2% |
5,785.0 |
High |
5,907.0 |
5,932.0 |
25.0 |
0.4% |
5,837.0 |
Low |
5,815.0 |
5,878.0 |
63.0 |
1.1% |
5,583.0 |
Close |
5,905.0 |
5,909.0 |
4.0 |
0.1% |
5,765.0 |
Range |
92.0 |
54.0 |
-38.0 |
-41.3% |
254.0 |
ATR |
107.1 |
103.3 |
-3.8 |
-3.5% |
0.0 |
Volume |
19,324 |
18,373 |
-951 |
-4.9% |
121,347 |
|
Daily Pivots for day following 15-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,068.3 |
6,042.7 |
5,938.7 |
|
R3 |
6,014.3 |
5,988.7 |
5,923.9 |
|
R2 |
5,960.3 |
5,960.3 |
5,918.9 |
|
R1 |
5,934.7 |
5,934.7 |
5,914.0 |
5,920.5 |
PP |
5,906.3 |
5,906.3 |
5,906.3 |
5,899.3 |
S1 |
5,880.7 |
5,880.7 |
5,904.1 |
5,866.5 |
S2 |
5,852.3 |
5,852.3 |
5,899.1 |
|
S3 |
5,798.3 |
5,826.7 |
5,894.2 |
|
S4 |
5,744.3 |
5,772.7 |
5,879.3 |
|
|
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 |
5,932.0 |
5,732.0 |
200.0 |
3.4% |
85.6 |
1.4% |
89% |
True |
False |
21,573 |
10 |
5,932.0 |
5,583.0 |
349.0 |
5.9% |
90.4 |
1.5% |
93% |
True |
False |
23,134 |
20 |
5,932.0 |
5,423.0 |
509.0 |
8.6% |
93.9 |
1.6% |
95% |
True |
False |
22,180 |
40 |
5,932.0 |
5,114.0 |
818.0 |
13.8% |
85.5 |
1.4% |
97% |
True |
False |
25,096 |
60 |
5,932.0 |
5,090.0 |
842.0 |
14.2% |
81.0 |
1.4% |
97% |
True |
False |
18,135 |
80 |
5,932.0 |
5,090.0 |
842.0 |
14.2% |
80.3 |
1.4% |
97% |
True |
False |
13,631 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,161.5 |
2.618 |
6,073.4 |
1.618 |
6,019.4 |
1.000 |
5,986.0 |
0.618 |
5,965.4 |
HIGH |
5,932.0 |
0.618 |
5,911.4 |
0.500 |
5,905.0 |
0.382 |
5,898.6 |
LOW |
5,878.0 |
0.618 |
5,844.6 |
1.000 |
5,824.0 |
1.618 |
5,790.6 |
2.618 |
5,736.6 |
4.250 |
5,648.5 |
|
|
Fisher Pivots for day following 15-May-2008 |
Pivot |
1 day |
3 day |
R1 |
5,907.7 |
5,895.5 |
PP |
5,906.3 |
5,882.0 |
S1 |
5,905.0 |
5,868.5 |
|