Trading Metrics calculated at close of trading on 16-May-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2008 |
16-May-2008 |
Change |
Change % |
Previous Week |
Open |
12,876 |
12,995 |
119 |
0.9% |
12,740 |
High |
13,002 |
13,033 |
31 |
0.2% |
13,033 |
Low |
12,858 |
12,892 |
34 |
0.3% |
12,730 |
Close |
12,996 |
12,983 |
-13 |
-0.1% |
12,983 |
Range |
144 |
141 |
-3 |
-2.1% |
303 |
ATR |
179 |
177 |
-3 |
-1.5% |
0 |
Volume |
149,877 |
140,233 |
-9,644 |
-6.4% |
674,810 |
|
Daily Pivots for day following 16-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,392 |
13,329 |
13,061 |
|
R3 |
13,251 |
13,188 |
13,022 |
|
R2 |
13,110 |
13,110 |
13,009 |
|
R1 |
13,047 |
13,047 |
12,996 |
13,008 |
PP |
12,969 |
12,969 |
12,969 |
12,950 |
S1 |
12,906 |
12,906 |
12,970 |
12,867 |
S2 |
12,828 |
12,828 |
12,957 |
|
S3 |
12,687 |
12,765 |
12,944 |
|
S4 |
12,546 |
12,624 |
12,906 |
|
|
Weekly Pivots for week ending 16-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,824 |
13,707 |
13,150 |
|
R3 |
13,521 |
13,404 |
13,066 |
|
R2 |
13,218 |
13,218 |
13,039 |
|
R1 |
13,101 |
13,101 |
13,011 |
13,160 |
PP |
12,915 |
12,915 |
12,915 |
12,945 |
S1 |
12,798 |
12,798 |
12,955 |
12,857 |
S2 |
12,612 |
12,612 |
12,928 |
|
S3 |
12,309 |
12,495 |
12,900 |
|
S4 |
12,006 |
12,192 |
12,816 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,033 |
12,730 |
303 |
2.3% |
161 |
1.2% |
83% |
True |
False |
134,962 |
10 |
13,060 |
12,705 |
355 |
2.7% |
162 |
1.2% |
78% |
False |
False |
141,073 |
20 |
13,133 |
12,653 |
480 |
3.7% |
165 |
1.3% |
69% |
False |
False |
140,285 |
40 |
13,133 |
12,158 |
975 |
7.5% |
182 |
1.4% |
85% |
False |
False |
144,426 |
60 |
13,133 |
11,671 |
1,462 |
11.3% |
215 |
1.7% |
90% |
False |
False |
117,836 |
80 |
13,133 |
11,671 |
1,462 |
11.3% |
218 |
1.7% |
90% |
False |
False |
88,391 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,632 |
2.618 |
13,402 |
1.618 |
13,261 |
1.000 |
13,174 |
0.618 |
13,120 |
HIGH |
13,033 |
0.618 |
12,979 |
0.500 |
12,963 |
0.382 |
12,946 |
LOW |
12,892 |
0.618 |
12,805 |
1.000 |
12,751 |
1.618 |
12,664 |
2.618 |
12,523 |
4.250 |
12,293 |
|
|
Fisher Pivots for day following 16-May-2008 |
Pivot |
1 day |
3 day |
R1 |
12,976 |
12,958 |
PP |
12,969 |
12,933 |
S1 |
12,963 |
12,908 |
|