Trading Metrics calculated at close of trading on 13-May-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2008 |
13-May-2008 |
Change |
Change % |
Previous Week |
Open |
6,215.0 |
6,260.5 |
45.5 |
0.7% |
6,140.0 |
High |
6,255.5 |
6,271.0 |
15.5 |
0.2% |
6,278.0 |
Low |
6,182.5 |
6,139.5 |
-43.0 |
-0.7% |
6,123.5 |
Close |
6,221.5 |
6,212.0 |
-9.5 |
-0.2% |
6,215.0 |
Range |
73.0 |
131.5 |
58.5 |
80.1% |
154.5 |
ATR |
96.8 |
99.3 |
2.5 |
2.6% |
0.0 |
Volume |
89,154 |
64,356 |
-24,798 |
-27.8% |
267,291 |
|
Daily Pivots for day following 13-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,602.0 |
6,538.5 |
6,284.5 |
|
R3 |
6,470.5 |
6,407.0 |
6,248.0 |
|
R2 |
6,339.0 |
6,339.0 |
6,236.0 |
|
R1 |
6,275.5 |
6,275.5 |
6,224.0 |
6,241.5 |
PP |
6,207.5 |
6,207.5 |
6,207.5 |
6,190.5 |
S1 |
6,144.0 |
6,144.0 |
6,200.0 |
6,110.0 |
S2 |
6,076.0 |
6,076.0 |
6,188.0 |
|
S3 |
5,944.5 |
6,012.5 |
6,176.0 |
|
S4 |
5,813.0 |
5,881.0 |
6,139.5 |
|
|
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 |
6,139.5 |
138.5 |
2.2% |
82.0 |
1.3% |
52% |
False |
True |
84,160 |
10 |
6,278.0 |
6,041.5 |
236.5 |
3.8% |
91.0 |
1.5% |
72% |
False |
False |
55,186 |
20 |
6,278.0 |
5,941.5 |
336.5 |
5.4% |
93.0 |
1.5% |
80% |
False |
False |
79,498 |
40 |
6,278.0 |
5,424.5 |
853.5 |
13.7% |
96.5 |
1.6% |
92% |
False |
False |
97,264 |
60 |
6,278.0 |
5,424.5 |
853.5 |
13.7% |
99.5 |
1.6% |
92% |
False |
False |
66,984 |
80 |
6,278.0 |
5,325.0 |
953.0 |
15.3% |
107.5 |
1.7% |
93% |
False |
False |
50,314 |
100 |
6,559.5 |
5,325.0 |
1,234.5 |
19.9% |
99.5 |
1.6% |
72% |
False |
False |
40,275 |
120 |
6,643.5 |
5,325.0 |
1,318.5 |
21.2% |
85.0 |
1.4% |
67% |
False |
False |
33,570 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,830.0 |
2.618 |
6,615.5 |
1.618 |
6,484.0 |
1.000 |
6,402.5 |
0.618 |
6,352.5 |
HIGH |
6,271.0 |
0.618 |
6,221.0 |
0.500 |
6,205.0 |
0.382 |
6,189.5 |
LOW |
6,139.5 |
0.618 |
6,058.0 |
1.000 |
6,008.0 |
1.618 |
5,926.5 |
2.618 |
5,795.0 |
4.250 |
5,580.5 |
|
|
Fisher Pivots for day following 13-May-2008 |
Pivot |
1 day |
3 day |
R1 |
6,210.0 |
6,210.0 |
PP |
6,207.5 |
6,207.5 |
S1 |
6,205.0 |
6,205.0 |
|