Trading Metrics calculated at close of trading on 14-May-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2008 |
14-May-2008 |
Change |
Change % |
Previous Week |
Open |
12,859 |
12,825 |
-34 |
-0.3% |
13,043 |
High |
12,915 |
12,994 |
79 |
0.6% |
13,060 |
Low |
12,775 |
12,782 |
7 |
0.1% |
12,705 |
Close |
12,826 |
12,879 |
53 |
0.4% |
12,744 |
Range |
140 |
212 |
72 |
51.4% |
355 |
ATR |
180 |
182 |
2 |
1.3% |
0 |
Volume |
123,605 |
131,238 |
7,633 |
6.2% |
735,927 |
|
Daily Pivots for day following 14-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,521 |
13,412 |
12,996 |
|
R3 |
13,309 |
13,200 |
12,937 |
|
R2 |
13,097 |
13,097 |
12,918 |
|
R1 |
12,988 |
12,988 |
12,899 |
13,043 |
PP |
12,885 |
12,885 |
12,885 |
12,912 |
S1 |
12,776 |
12,776 |
12,860 |
12,831 |
S2 |
12,673 |
12,673 |
12,840 |
|
S3 |
12,461 |
12,564 |
12,821 |
|
S4 |
12,249 |
12,352 |
12,763 |
|
|
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 |
12,994 |
12,705 |
289 |
2.2% |
150 |
1.2% |
60% |
True |
False |
138,579 |
10 |
13,133 |
12,705 |
428 |
3.3% |
174 |
1.3% |
41% |
False |
False |
145,525 |
20 |
13,133 |
12,562 |
571 |
4.4% |
169 |
1.3% |
56% |
False |
False |
140,250 |
40 |
13,133 |
12,046 |
1,087 |
8.4% |
193 |
1.5% |
77% |
False |
False |
148,778 |
60 |
13,133 |
11,671 |
1,462 |
11.4% |
218 |
1.7% |
83% |
False |
False |
113,003 |
80 |
13,133 |
11,542 |
1,591 |
12.4% |
223 |
1.7% |
84% |
False |
False |
84,765 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,895 |
2.618 |
13,549 |
1.618 |
13,337 |
1.000 |
13,206 |
0.618 |
13,125 |
HIGH |
12,994 |
0.618 |
12,913 |
0.500 |
12,888 |
0.382 |
12,863 |
LOW |
12,782 |
0.618 |
12,651 |
1.000 |
12,570 |
1.618 |
12,439 |
2.618 |
12,227 |
4.250 |
11,881 |
|
|
Fisher Pivots for day following 14-May-2008 |
Pivot |
1 day |
3 day |
R1 |
12,888 |
12,873 |
PP |
12,885 |
12,868 |
S1 |
12,882 |
12,862 |
|