Trading Metrics calculated at close of trading on 12-May-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2008 |
12-May-2008 |
Change |
Change % |
Previous Week |
Open |
6,247.5 |
6,215.0 |
-32.5 |
-0.5% |
6,140.0 |
High |
6,252.0 |
6,255.5 |
3.5 |
0.1% |
6,278.0 |
Low |
6,167.0 |
6,182.5 |
15.5 |
0.3% |
6,123.5 |
Close |
6,215.0 |
6,221.5 |
6.5 |
0.1% |
6,215.0 |
Range |
85.0 |
73.0 |
-12.0 |
-14.1% |
154.5 |
ATR |
98.6 |
96.8 |
-1.8 |
-1.9% |
0.0 |
Volume |
80,431 |
89,154 |
8,723 |
10.8% |
267,291 |
|
Daily Pivots for day following 12-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,439.0 |
6,403.0 |
6,261.5 |
|
R3 |
6,366.0 |
6,330.0 |
6,241.5 |
|
R2 |
6,293.0 |
6,293.0 |
6,235.0 |
|
R1 |
6,257.0 |
6,257.0 |
6,228.0 |
6,275.0 |
PP |
6,220.0 |
6,220.0 |
6,220.0 |
6,229.0 |
S1 |
6,184.0 |
6,184.0 |
6,215.0 |
6,202.0 |
S2 |
6,147.0 |
6,147.0 |
6,208.0 |
|
S3 |
6,074.0 |
6,111.0 |
6,201.5 |
|
S4 |
6,001.0 |
6,038.0 |
6,181.5 |
|
|
Weekly Pivots for week ending 09-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,669.0 |
6,596.5 |
6,300.0 |
|
R3 |
6,514.5 |
6,442.0 |
6,257.5 |
|
R2 |
6,360.0 |
6,360.0 |
6,243.5 |
|
R1 |
6,287.5 |
6,287.5 |
6,229.0 |
6,324.0 |
PP |
6,205.5 |
6,205.5 |
6,205.5 |
6,223.5 |
S1 |
6,133.0 |
6,133.0 |
6,201.0 |
6,169.0 |
S2 |
6,051.0 |
6,051.0 |
6,186.5 |
|
S3 |
5,896.5 |
5,978.5 |
6,172.5 |
|
S4 |
5,742.0 |
5,824.0 |
6,130.0 |
|
|
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 |
6,156.5 |
121.5 |
2.0% |
74.0 |
1.2% |
53% |
False |
False |
71,289 |
10 |
6,278.0 |
6,041.5 |
236.5 |
3.8% |
87.0 |
1.4% |
76% |
False |
False |
56,186 |
20 |
6,278.0 |
5,871.5 |
406.5 |
6.5% |
91.0 |
1.5% |
86% |
False |
False |
80,186 |
40 |
6,278.0 |
5,424.5 |
853.5 |
13.7% |
98.0 |
1.6% |
93% |
False |
False |
97,016 |
60 |
6,278.0 |
5,424.5 |
853.5 |
13.7% |
99.5 |
1.6% |
93% |
False |
False |
65,917 |
80 |
6,278.0 |
5,325.0 |
953.0 |
15.3% |
107.5 |
1.7% |
94% |
False |
False |
49,512 |
100 |
6,559.5 |
5,325.0 |
1,234.5 |
19.8% |
98.0 |
1.6% |
73% |
False |
False |
39,631 |
120 |
6,643.5 |
5,325.0 |
1,318.5 |
21.2% |
85.0 |
1.4% |
68% |
False |
False |
33,034 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,566.0 |
2.618 |
6,446.5 |
1.618 |
6,373.5 |
1.000 |
6,328.5 |
0.618 |
6,300.5 |
HIGH |
6,255.5 |
0.618 |
6,227.5 |
0.500 |
6,219.0 |
0.382 |
6,210.5 |
LOW |
6,182.5 |
0.618 |
6,137.5 |
1.000 |
6,109.5 |
1.618 |
6,064.5 |
2.618 |
5,991.5 |
4.250 |
5,872.0 |
|
|
Fisher Pivots for day following 12-May-2008 |
Pivot |
1 day |
3 day |
R1 |
6,220.5 |
6,222.5 |
PP |
6,220.0 |
6,222.0 |
S1 |
6,219.0 |
6,222.0 |
|