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 |
12,817 |
12,740 |
-77 |
-0.6% |
13,043 |
High |
12,820 |
12,897 |
77 |
0.6% |
13,060 |
Low |
12,705 |
12,730 |
25 |
0.2% |
12,705 |
Close |
12,744 |
12,864 |
120 |
0.9% |
12,744 |
Range |
115 |
167 |
52 |
45.2% |
355 |
ATR |
184 |
183 |
-1 |
-0.7% |
0 |
Volume |
149,516 |
129,857 |
-19,659 |
-13.1% |
735,927 |
|
Daily Pivots for day following 12-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,331 |
13,265 |
12,956 |
|
R3 |
13,164 |
13,098 |
12,910 |
|
R2 |
12,997 |
12,997 |
12,895 |
|
R1 |
12,931 |
12,931 |
12,879 |
12,964 |
PP |
12,830 |
12,830 |
12,830 |
12,847 |
S1 |
12,764 |
12,764 |
12,849 |
12,797 |
S2 |
12,663 |
12,663 |
12,834 |
|
S3 |
12,496 |
12,597 |
12,818 |
|
S4 |
12,329 |
12,430 |
12,772 |
|
|
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 |
13,049 |
12,705 |
344 |
2.7% |
169 |
1.3% |
46% |
False |
False |
138,563 |
10 |
13,133 |
12,705 |
428 |
3.3% |
170 |
1.3% |
37% |
False |
False |
140,943 |
20 |
13,133 |
12,264 |
869 |
6.8% |
173 |
1.3% |
69% |
False |
False |
140,126 |
40 |
13,133 |
11,671 |
1,462 |
11.4% |
206 |
1.6% |
82% |
False |
False |
157,921 |
60 |
13,133 |
11,671 |
1,462 |
11.4% |
218 |
1.7% |
82% |
False |
False |
108,758 |
80 |
13,133 |
11,542 |
1,591 |
12.4% |
226 |
1.8% |
83% |
False |
False |
81,580 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,607 |
2.618 |
13,334 |
1.618 |
13,167 |
1.000 |
13,064 |
0.618 |
13,000 |
HIGH |
12,897 |
0.618 |
12,833 |
0.500 |
12,814 |
0.382 |
12,794 |
LOW |
12,730 |
0.618 |
12,627 |
1.000 |
12,563 |
1.618 |
12,460 |
2.618 |
12,293 |
4.250 |
12,020 |
|
|
Fisher Pivots for day following 12-May-2008 |
Pivot |
1 day |
3 day |
R1 |
12,847 |
12,844 |
PP |
12,830 |
12,823 |
S1 |
12,814 |
12,803 |
|