Trading Metrics calculated at close of trading on 19-May-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2008 |
19-May-2008 |
Change |
Change % |
Previous Week |
Open |
12,995 |
12,986 |
-9 |
-0.1% |
12,740 |
High |
13,033 |
13,140 |
107 |
0.8% |
13,033 |
Low |
12,892 |
12,962 |
70 |
0.5% |
12,730 |
Close |
12,983 |
13,045 |
62 |
0.5% |
12,983 |
Range |
141 |
178 |
37 |
26.2% |
303 |
ATR |
177 |
177 |
0 |
0.1% |
0 |
Volume |
140,233 |
140,721 |
488 |
0.3% |
674,810 |
|
Daily Pivots for day following 19-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,583 |
13,492 |
13,143 |
|
R3 |
13,405 |
13,314 |
13,094 |
|
R2 |
13,227 |
13,227 |
13,078 |
|
R1 |
13,136 |
13,136 |
13,061 |
13,182 |
PP |
13,049 |
13,049 |
13,049 |
13,072 |
S1 |
12,958 |
12,958 |
13,029 |
13,004 |
S2 |
12,871 |
12,871 |
13,012 |
|
S3 |
12,693 |
12,780 |
12,996 |
|
S4 |
12,515 |
12,602 |
12,947 |
|
|
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 |
13,140 |
12,775 |
365 |
2.8% |
163 |
1.2% |
74% |
True |
False |
137,134 |
10 |
13,140 |
12,705 |
435 |
3.3% |
166 |
1.3% |
78% |
True |
False |
137,849 |
20 |
13,140 |
12,653 |
487 |
3.7% |
169 |
1.3% |
80% |
True |
False |
140,409 |
40 |
13,140 |
12,158 |
982 |
7.5% |
179 |
1.4% |
90% |
True |
False |
143,381 |
60 |
13,140 |
11,671 |
1,469 |
11.3% |
214 |
1.6% |
94% |
True |
False |
120,179 |
80 |
13,140 |
11,671 |
1,469 |
11.3% |
217 |
1.7% |
94% |
True |
False |
90,150 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,897 |
2.618 |
13,606 |
1.618 |
13,428 |
1.000 |
13,318 |
0.618 |
13,250 |
HIGH |
13,140 |
0.618 |
13,072 |
0.500 |
13,051 |
0.382 |
13,030 |
LOW |
12,962 |
0.618 |
12,852 |
1.000 |
12,784 |
1.618 |
12,674 |
2.618 |
12,496 |
4.250 |
12,206 |
|
|
Fisher Pivots for day following 19-May-2008 |
Pivot |
1 day |
3 day |
R1 |
13,051 |
13,030 |
PP |
13,049 |
13,014 |
S1 |
13,047 |
12,999 |
|