Trading Metrics calculated at close of trading on 20-May-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2008 |
20-May-2008 |
Change |
Change % |
Previous Week |
Open |
12,986 |
13,041 |
55 |
0.4% |
12,740 |
High |
13,140 |
13,047 |
-93 |
-0.7% |
13,033 |
Low |
12,962 |
12,775 |
-187 |
-1.4% |
12,730 |
Close |
13,045 |
12,850 |
-195 |
-1.5% |
12,983 |
Range |
178 |
272 |
94 |
52.8% |
303 |
ATR |
177 |
184 |
7 |
3.9% |
0 |
Volume |
140,721 |
158,435 |
17,714 |
12.6% |
674,810 |
|
Daily Pivots for day following 20-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,707 |
13,550 |
13,000 |
|
R3 |
13,435 |
13,278 |
12,925 |
|
R2 |
13,163 |
13,163 |
12,900 |
|
R1 |
13,006 |
13,006 |
12,875 |
12,949 |
PP |
12,891 |
12,891 |
12,891 |
12,862 |
S1 |
12,734 |
12,734 |
12,825 |
12,677 |
S2 |
12,619 |
12,619 |
12,800 |
|
S3 |
12,347 |
12,462 |
12,775 |
|
S4 |
12,075 |
12,190 |
12,701 |
|
|
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% |
190 |
1.5% |
21% |
False |
True |
144,100 |
10 |
13,140 |
12,705 |
435 |
3.4% |
175 |
1.4% |
33% |
False |
False |
143,034 |
20 |
13,140 |
12,673 |
467 |
3.6% |
173 |
1.3% |
38% |
False |
False |
143,466 |
40 |
13,140 |
12,158 |
982 |
7.6% |
182 |
1.4% |
70% |
False |
False |
143,967 |
60 |
13,140 |
11,671 |
1,469 |
11.4% |
218 |
1.7% |
80% |
False |
False |
122,817 |
80 |
13,140 |
11,671 |
1,469 |
11.4% |
216 |
1.7% |
80% |
False |
False |
92,130 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,203 |
2.618 |
13,759 |
1.618 |
13,487 |
1.000 |
13,319 |
0.618 |
13,215 |
HIGH |
13,047 |
0.618 |
12,943 |
0.500 |
12,911 |
0.382 |
12,879 |
LOW |
12,775 |
0.618 |
12,607 |
1.000 |
12,503 |
1.618 |
12,335 |
2.618 |
12,063 |
4.250 |
11,619 |
|
|
Fisher Pivots for day following 20-May-2008 |
Pivot |
1 day |
3 day |
R1 |
12,911 |
12,958 |
PP |
12,891 |
12,922 |
S1 |
12,870 |
12,886 |
|