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 |
13,029 |
12,828 |
-201 |
-1.5% |
12,880 |
High |
13,049 |
12,900 |
-149 |
-1.1% |
13,133 |
Low |
12,787 |
12,785 |
-2 |
0.0% |
12,781 |
Close |
12,836 |
12,824 |
-12 |
-0.1% |
13,060 |
Range |
262 |
115 |
-147 |
-56.1% |
352 |
ATR |
195 |
189 |
-6 |
-2.9% |
0 |
Volume |
148,183 |
158,681 |
10,498 |
7.1% |
693,211 |
|
Daily Pivots for day following 08-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,181 |
13,118 |
12,887 |
|
R3 |
13,066 |
13,003 |
12,856 |
|
R2 |
12,951 |
12,951 |
12,845 |
|
R1 |
12,888 |
12,888 |
12,835 |
12,862 |
PP |
12,836 |
12,836 |
12,836 |
12,824 |
S1 |
12,773 |
12,773 |
12,814 |
12,747 |
S2 |
12,721 |
12,721 |
12,803 |
|
S3 |
12,606 |
12,658 |
12,793 |
|
S4 |
12,491 |
12,543 |
12,761 |
|
|
Weekly Pivots for week ending 02-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,047 |
13,906 |
13,254 |
|
R3 |
13,695 |
13,554 |
13,157 |
|
R2 |
13,343 |
13,343 |
13,125 |
|
R1 |
13,202 |
13,202 |
13,092 |
13,273 |
PP |
12,991 |
12,991 |
12,991 |
13,027 |
S1 |
12,850 |
12,850 |
13,028 |
12,921 |
S2 |
12,639 |
12,639 |
12,996 |
|
S3 |
12,287 |
12,498 |
12,963 |
|
S4 |
11,935 |
12,146 |
12,867 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,133 |
12,785 |
348 |
2.7% |
173 |
1.3% |
11% |
False |
True |
148,172 |
10 |
13,133 |
12,738 |
395 |
3.1% |
168 |
1.3% |
22% |
False |
False |
146,563 |
20 |
13,133 |
12,262 |
871 |
6.8% |
181 |
1.4% |
65% |
False |
False |
140,843 |
40 |
13,133 |
11,671 |
1,462 |
11.4% |
220 |
1.7% |
79% |
False |
False |
155,963 |
60 |
13,133 |
11,671 |
1,462 |
11.4% |
219 |
1.7% |
79% |
False |
False |
104,103 |
80 |
13,133 |
11,542 |
1,591 |
12.4% |
227 |
1.8% |
81% |
False |
False |
78,088 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,389 |
2.618 |
13,201 |
1.618 |
13,086 |
1.000 |
13,015 |
0.618 |
12,971 |
HIGH |
12,900 |
0.618 |
12,856 |
0.500 |
12,843 |
0.382 |
12,829 |
LOW |
12,785 |
0.618 |
12,714 |
1.000 |
12,670 |
1.618 |
12,599 |
2.618 |
12,484 |
4.250 |
12,296 |
|
|
Fisher Pivots for day following 08-May-2008 |
Pivot |
1 day |
3 day |
R1 |
12,843 |
12,917 |
PP |
12,836 |
12,886 |
S1 |
12,830 |
12,855 |
|