Trading Metrics calculated at close of trading on 06-May-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2008 |
06-May-2008 |
Change |
Change % |
Previous Week |
Open |
6,140.0 |
6,207.0 |
67.0 |
1.1% |
6,133.0 |
High |
6,237.5 |
6,250.0 |
12.5 |
0.2% |
6,237.5 |
Low |
6,123.5 |
6,156.5 |
33.0 |
0.5% |
6,041.5 |
Close |
6,219.0 |
6,219.5 |
0.5 |
0.0% |
6,219.0 |
Range |
114.0 |
93.5 |
-20.5 |
-18.0% |
196.0 |
ATR |
105.5 |
104.6 |
-0.9 |
-0.8% |
0.0 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,489.0 |
6,448.0 |
6,271.0 |
|
R3 |
6,395.5 |
6,354.5 |
6,245.0 |
|
R2 |
6,302.0 |
6,302.0 |
6,236.5 |
|
R1 |
6,261.0 |
6,261.0 |
6,228.0 |
6,281.5 |
PP |
6,208.5 |
6,208.5 |
6,208.5 |
6,219.0 |
S1 |
6,167.5 |
6,167.5 |
6,211.0 |
6,188.0 |
S2 |
6,115.0 |
6,115.0 |
6,202.5 |
|
S3 |
6,021.5 |
6,074.0 |
6,194.0 |
|
S4 |
5,928.0 |
5,980.5 |
6,168.0 |
|
|
Weekly Pivots for week ending 02-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,754.0 |
6,682.5 |
6,327.0 |
|
R3 |
6,558.0 |
6,486.5 |
6,273.0 |
|
R2 |
6,362.0 |
6,362.0 |
6,255.0 |
|
R1 |
6,290.5 |
6,290.5 |
6,237.0 |
6,326.0 |
PP |
6,166.0 |
6,166.0 |
6,166.0 |
6,184.0 |
S1 |
6,094.5 |
6,094.5 |
6,201.0 |
6,130.0 |
S2 |
5,970.0 |
5,970.0 |
6,183.0 |
|
S3 |
5,774.0 |
5,898.5 |
6,165.0 |
|
S4 |
5,578.0 |
5,702.5 |
6,111.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,250.0 |
6,041.5 |
208.5 |
3.4% |
100.5 |
1.6% |
85% |
True |
False |
26,213 |
10 |
6,250.0 |
5,960.5 |
289.5 |
4.7% |
96.5 |
1.6% |
89% |
True |
False |
65,136 |
20 |
6,250.0 |
5,832.0 |
418.0 |
6.7% |
98.0 |
1.6% |
93% |
True |
False |
82,522 |
40 |
6,250.0 |
5,424.5 |
825.5 |
13.3% |
101.5 |
1.6% |
96% |
True |
False |
89,574 |
60 |
6,250.0 |
5,424.5 |
825.5 |
13.3% |
102.0 |
1.6% |
96% |
True |
False |
59,985 |
80 |
6,263.5 |
5,325.0 |
938.5 |
15.1% |
109.5 |
1.8% |
95% |
False |
False |
45,059 |
100 |
6,622.0 |
5,325.0 |
1,297.0 |
20.9% |
96.5 |
1.6% |
69% |
False |
False |
36,068 |
120 |
6,643.5 |
5,325.0 |
1,318.5 |
21.2% |
83.0 |
1.3% |
68% |
False |
False |
30,077 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,647.5 |
2.618 |
6,495.0 |
1.618 |
6,401.5 |
1.000 |
6,343.5 |
0.618 |
6,308.0 |
HIGH |
6,250.0 |
0.618 |
6,214.5 |
0.500 |
6,203.0 |
0.382 |
6,192.0 |
LOW |
6,156.5 |
0.618 |
6,098.5 |
1.000 |
6,063.0 |
1.618 |
6,005.0 |
2.618 |
5,911.5 |
4.250 |
5,759.0 |
|
|
Fisher Pivots for day following 06-May-2008 |
Pivot |
1 day |
3 day |
R1 |
6,214.0 |
6,208.5 |
PP |
6,208.5 |
6,197.5 |
S1 |
6,203.0 |
6,187.0 |
|