Trading Metrics calculated at close of trading on 08-May-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2008 |
08-May-2008 |
Change |
Change % |
Previous Week |
Open |
6,232.5 |
6,227.0 |
-5.5 |
-0.1% |
6,133.0 |
High |
6,277.0 |
6,278.0 |
1.0 |
0.0% |
6,237.5 |
Low |
6,215.0 |
6,220.5 |
5.5 |
0.1% |
6,041.5 |
Close |
6,266.0 |
6,268.0 |
2.0 |
0.0% |
6,219.0 |
Range |
62.0 |
57.5 |
-4.5 |
-7.3% |
196.0 |
ATR |
101.6 |
98.4 |
-3.1 |
-3.1% |
0.0 |
Volume |
95,978 |
90,882 |
-5,096 |
-5.3% |
314,193 |
|
Daily Pivots for day following 08-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,428.0 |
6,405.5 |
6,299.5 |
|
R3 |
6,370.5 |
6,348.0 |
6,284.0 |
|
R2 |
6,313.0 |
6,313.0 |
6,278.5 |
|
R1 |
6,290.5 |
6,290.5 |
6,273.5 |
6,302.0 |
PP |
6,255.5 |
6,255.5 |
6,255.5 |
6,261.0 |
S1 |
6,233.0 |
6,233.0 |
6,262.5 |
6,244.0 |
S2 |
6,198.0 |
6,198.0 |
6,257.5 |
|
S3 |
6,140.5 |
6,175.5 |
6,252.0 |
|
S4 |
6,083.0 |
6,118.0 |
6,236.5 |
|
|
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 |
6,278.0 |
6,123.5 |
154.5 |
2.5% |
88.0 |
1.4% |
94% |
True |
False |
45,307 |
10 |
6,278.0 |
6,041.5 |
236.5 |
3.8% |
83.0 |
1.3% |
96% |
True |
False |
63,938 |
20 |
6,278.0 |
5,832.0 |
446.0 |
7.1% |
93.5 |
1.5% |
98% |
True |
False |
83,548 |
40 |
6,278.0 |
5,424.5 |
853.5 |
13.6% |
98.5 |
1.6% |
99% |
True |
False |
93,890 |
60 |
6,278.0 |
5,424.5 |
853.5 |
13.6% |
99.5 |
1.6% |
99% |
True |
False |
63,095 |
80 |
6,278.0 |
5,325.0 |
953.0 |
15.2% |
108.5 |
1.7% |
99% |
True |
False |
47,394 |
100 |
6,559.5 |
5,325.0 |
1,234.5 |
19.7% |
97.5 |
1.6% |
76% |
False |
False |
37,937 |
120 |
6,643.5 |
5,325.0 |
1,318.5 |
21.0% |
84.0 |
1.3% |
72% |
False |
False |
31,625 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,522.5 |
2.618 |
6,428.5 |
1.618 |
6,371.0 |
1.000 |
6,335.5 |
0.618 |
6,313.5 |
HIGH |
6,278.0 |
0.618 |
6,256.0 |
0.500 |
6,249.0 |
0.382 |
6,242.5 |
LOW |
6,220.5 |
0.618 |
6,185.0 |
1.000 |
6,163.0 |
1.618 |
6,127.5 |
2.618 |
6,070.0 |
4.250 |
5,976.0 |
|
|
Fisher Pivots for day following 08-May-2008 |
Pivot |
1 day |
3 day |
R1 |
6,262.0 |
6,251.0 |
PP |
6,255.5 |
6,234.0 |
S1 |
6,249.0 |
6,217.0 |
|