Trading Metrics calculated at close of trading on 09-May-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2008 |
09-May-2008 |
Change |
Change % |
Previous Week |
Open |
12,828 |
12,817 |
-11 |
-0.1% |
13,043 |
High |
12,900 |
12,820 |
-80 |
-0.6% |
13,060 |
Low |
12,785 |
12,705 |
-80 |
-0.6% |
12,705 |
Close |
12,824 |
12,744 |
-80 |
-0.6% |
12,744 |
Range |
115 |
115 |
0 |
0.0% |
355 |
ATR |
189 |
184 |
-5 |
-2.6% |
0 |
Volume |
158,681 |
149,516 |
-9,165 |
-5.8% |
735,927 |
|
Daily Pivots for day following 09-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,101 |
13,038 |
12,807 |
|
R3 |
12,986 |
12,923 |
12,776 |
|
R2 |
12,871 |
12,871 |
12,765 |
|
R1 |
12,808 |
12,808 |
12,755 |
12,782 |
PP |
12,756 |
12,756 |
12,756 |
12,744 |
S1 |
12,693 |
12,693 |
12,734 |
12,667 |
S2 |
12,641 |
12,641 |
12,723 |
|
S3 |
12,526 |
12,578 |
12,713 |
|
S4 |
12,411 |
12,463 |
12,681 |
|
|
Weekly Pivots for week ending 09-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,901 |
13,678 |
12,939 |
|
R3 |
13,546 |
13,323 |
12,842 |
|
R2 |
13,191 |
13,191 |
12,809 |
|
R1 |
12,968 |
12,968 |
12,777 |
12,902 |
PP |
12,836 |
12,836 |
12,836 |
12,804 |
S1 |
12,613 |
12,613 |
12,712 |
12,547 |
S2 |
12,481 |
12,481 |
12,679 |
|
S3 |
12,126 |
12,258 |
12,647 |
|
S4 |
11,771 |
11,903 |
12,549 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,060 |
12,705 |
355 |
2.8% |
163 |
1.3% |
11% |
False |
True |
147,185 |
10 |
13,133 |
12,705 |
428 |
3.4% |
162 |
1.3% |
9% |
False |
True |
142,913 |
20 |
13,133 |
12,262 |
871 |
6.8% |
169 |
1.3% |
55% |
False |
False |
141,257 |
40 |
13,133 |
11,671 |
1,462 |
11.5% |
214 |
1.7% |
73% |
False |
False |
159,486 |
60 |
13,133 |
11,671 |
1,462 |
11.5% |
218 |
1.7% |
73% |
False |
False |
106,594 |
80 |
13,133 |
11,542 |
1,591 |
12.5% |
227 |
1.8% |
76% |
False |
False |
79,957 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,309 |
2.618 |
13,121 |
1.618 |
13,006 |
1.000 |
12,935 |
0.618 |
12,891 |
HIGH |
12,820 |
0.618 |
12,776 |
0.500 |
12,763 |
0.382 |
12,749 |
LOW |
12,705 |
0.618 |
12,634 |
1.000 |
12,590 |
1.618 |
12,519 |
2.618 |
12,404 |
4.250 |
12,216 |
|
|
Fisher Pivots for day following 09-May-2008 |
Pivot |
1 day |
3 day |
R1 |
12,763 |
12,877 |
PP |
12,756 |
12,833 |
S1 |
12,750 |
12,788 |
|