Trading Metrics calculated at close of trading on 07-May-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2008 |
07-May-2008 |
Change |
Change % |
Previous Week |
Open |
6,207.0 |
6,232.5 |
25.5 |
0.4% |
6,133.0 |
High |
6,250.0 |
6,277.0 |
27.0 |
0.4% |
6,237.5 |
Low |
6,156.5 |
6,215.0 |
58.5 |
1.0% |
6,041.5 |
Close |
6,219.5 |
6,266.0 |
46.5 |
0.7% |
6,219.0 |
Range |
93.5 |
62.0 |
-31.5 |
-33.7% |
196.0 |
ATR |
104.6 |
101.6 |
-3.0 |
-2.9% |
0.0 |
Volume |
0 |
95,978 |
95,978 |
|
314,193 |
|
Daily Pivots for day following 07-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,438.5 |
6,414.5 |
6,300.0 |
|
R3 |
6,376.5 |
6,352.5 |
6,283.0 |
|
R2 |
6,314.5 |
6,314.5 |
6,277.5 |
|
R1 |
6,290.5 |
6,290.5 |
6,271.5 |
6,302.5 |
PP |
6,252.5 |
6,252.5 |
6,252.5 |
6,259.0 |
S1 |
6,228.5 |
6,228.5 |
6,260.5 |
6,240.5 |
S2 |
6,190.5 |
6,190.5 |
6,254.5 |
|
S3 |
6,128.5 |
6,166.5 |
6,249.0 |
|
S4 |
6,066.5 |
6,104.5 |
6,232.0 |
|
|
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 |
6,277.0 |
6,041.5 |
235.5 |
3.8% |
94.5 |
1.5% |
95% |
True |
False |
27,131 |
10 |
6,277.0 |
5,960.5 |
316.5 |
5.1% |
91.0 |
1.5% |
97% |
True |
False |
65,836 |
20 |
6,277.0 |
5,832.0 |
445.0 |
7.1% |
97.0 |
1.5% |
98% |
True |
False |
83,137 |
40 |
6,277.0 |
5,424.5 |
852.5 |
13.6% |
100.5 |
1.6% |
99% |
True |
False |
91,884 |
60 |
6,277.0 |
5,424.5 |
852.5 |
13.6% |
102.0 |
1.6% |
99% |
True |
False |
61,583 |
80 |
6,277.0 |
5,325.0 |
952.0 |
15.2% |
110.0 |
1.8% |
99% |
True |
False |
46,259 |
100 |
6,559.5 |
5,325.0 |
1,234.5 |
19.7% |
97.0 |
1.6% |
76% |
False |
False |
37,028 |
120 |
6,643.5 |
5,325.0 |
1,318.5 |
21.0% |
83.5 |
1.3% |
71% |
False |
False |
30,868 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,540.5 |
2.618 |
6,439.5 |
1.618 |
6,377.5 |
1.000 |
6,339.0 |
0.618 |
6,315.5 |
HIGH |
6,277.0 |
0.618 |
6,253.5 |
0.500 |
6,246.0 |
0.382 |
6,238.5 |
LOW |
6,215.0 |
0.618 |
6,176.5 |
1.000 |
6,153.0 |
1.618 |
6,114.5 |
2.618 |
6,052.5 |
4.250 |
5,951.5 |
|
|
Fisher Pivots for day following 07-May-2008 |
Pivot |
1 day |
3 day |
R1 |
6,259.5 |
6,244.0 |
PP |
6,252.5 |
6,222.0 |
S1 |
6,246.0 |
6,200.0 |
|