Trading Metrics calculated at close of trading on 19-May-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2008 |
19-May-2008 |
Change |
Change % |
Previous Week |
Open |
5,950.0 |
5,975.0 |
25.0 |
0.4% |
5,800.0 |
High |
5,989.0 |
6,004.0 |
15.0 |
0.3% |
5,989.0 |
Low |
5,935.0 |
5,949.0 |
14.0 |
0.2% |
5,775.0 |
Close |
5,955.0 |
5,971.0 |
16.0 |
0.3% |
5,955.0 |
Range |
54.0 |
55.0 |
1.0 |
1.9% |
214.0 |
ATR |
101.6 |
98.3 |
-3.3 |
-3.3% |
0.0 |
Volume |
18,738 |
15,441 |
-3,297 |
-17.6% |
102,010 |
|
Daily Pivots for day following 19-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,139.7 |
6,110.3 |
6,001.3 |
|
R3 |
6,084.7 |
6,055.3 |
5,986.1 |
|
R2 |
6,029.7 |
6,029.7 |
5,981.1 |
|
R1 |
6,000.3 |
6,000.3 |
5,976.0 |
5,987.5 |
PP |
5,974.7 |
5,974.7 |
5,974.7 |
5,968.3 |
S1 |
5,945.3 |
5,945.3 |
5,966.0 |
5,932.5 |
S2 |
5,919.7 |
5,919.7 |
5,960.9 |
|
S3 |
5,864.7 |
5,890.3 |
5,955.9 |
|
S4 |
5,809.7 |
5,835.3 |
5,940.8 |
|
|
Weekly Pivots for week ending 16-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,548.3 |
6,465.7 |
6,072.7 |
|
R3 |
6,334.3 |
6,251.7 |
6,013.9 |
|
R2 |
6,120.3 |
6,120.3 |
5,994.2 |
|
R1 |
6,037.7 |
6,037.7 |
5,974.6 |
6,079.0 |
PP |
5,906.3 |
5,906.3 |
5,906.3 |
5,927.0 |
S1 |
5,823.7 |
5,823.7 |
5,935.4 |
5,865.0 |
S2 |
5,692.3 |
5,692.3 |
5,915.8 |
|
S3 |
5,478.3 |
5,609.7 |
5,896.2 |
|
S4 |
5,264.3 |
5,395.7 |
5,837.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,004.0 |
5,805.0 |
199.0 |
3.3% |
65.4 |
1.1% |
83% |
True |
False |
19,167 |
10 |
6,004.0 |
5,583.0 |
421.0 |
7.1% |
87.2 |
1.5% |
92% |
True |
False |
21,963 |
20 |
6,004.0 |
5,548.0 |
456.0 |
7.6% |
88.2 |
1.5% |
93% |
True |
False |
21,980 |
40 |
6,004.0 |
5,173.0 |
831.0 |
13.9% |
84.9 |
1.4% |
96% |
True |
False |
21,930 |
60 |
6,004.0 |
5,090.0 |
914.0 |
15.3% |
80.7 |
1.4% |
96% |
True |
False |
18,701 |
80 |
6,004.0 |
5,090.0 |
914.0 |
15.3% |
78.3 |
1.3% |
96% |
True |
False |
14,057 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,237.8 |
2.618 |
6,148.0 |
1.618 |
6,093.0 |
1.000 |
6,059.0 |
0.618 |
6,038.0 |
HIGH |
6,004.0 |
0.618 |
5,983.0 |
0.500 |
5,976.5 |
0.382 |
5,970.0 |
LOW |
5,949.0 |
0.618 |
5,915.0 |
1.000 |
5,894.0 |
1.618 |
5,860.0 |
2.618 |
5,805.0 |
4.250 |
5,715.3 |
|
|
Fisher Pivots for day following 19-May-2008 |
Pivot |
1 day |
3 day |
R1 |
5,976.5 |
5,961.0 |
PP |
5,974.7 |
5,951.0 |
S1 |
5,972.8 |
5,941.0 |
|