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 |
12,860.68 |
12,745.55 |
-115.13 |
-0.9% |
13,056.57 |
High |
12,861.41 |
12,904.16 |
42.75 |
0.3% |
13,058.45 |
Low |
12,715.02 |
12,740.50 |
25.48 |
0.2% |
12,715.02 |
Close |
12,745.88 |
12,876.31 |
130.43 |
1.0% |
12,745.88 |
Range |
146.39 |
163.66 |
17.27 |
11.8% |
343.43 |
ATR |
172.99 |
172.32 |
-0.67 |
-0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,331.30 |
13,267.47 |
12,966.32 |
|
R3 |
13,167.64 |
13,103.81 |
12,921.32 |
|
R2 |
13,003.98 |
13,003.98 |
12,906.31 |
|
R1 |
12,940.15 |
12,940.15 |
12,891.31 |
12,972.07 |
PP |
12,840.32 |
12,840.32 |
12,840.32 |
12,856.28 |
S1 |
12,776.49 |
12,776.49 |
12,861.31 |
12,808.41 |
S2 |
12,676.66 |
12,676.66 |
12,846.31 |
|
S3 |
12,513.00 |
12,612.83 |
12,831.30 |
|
S4 |
12,349.34 |
12,449.17 |
12,786.30 |
|
|
Weekly Pivots for week ending 09-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,870.07 |
13,651.41 |
12,934.77 |
|
R3 |
13,526.64 |
13,307.98 |
12,840.32 |
|
R2 |
13,183.21 |
13,183.21 |
12,808.84 |
|
R1 |
12,964.55 |
12,964.55 |
12,777.36 |
12,902.17 |
PP |
12,839.78 |
12,839.78 |
12,839.78 |
12,808.59 |
S1 |
12,621.12 |
12,621.12 |
12,714.40 |
12,558.74 |
S2 |
12,496.35 |
12,496.35 |
12,682.92 |
|
S3 |
12,152.92 |
12,277.69 |
12,651.44 |
|
S4 |
11,809.49 |
11,934.26 |
12,556.99 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,046.15 |
12,715.02 |
331.13 |
2.6% |
169.71 |
1.3% |
49% |
False |
False |
|
10 |
13,132.46 |
12,715.02 |
417.44 |
3.2% |
164.01 |
1.3% |
39% |
False |
False |
|
20 |
13,132.46 |
12,269.81 |
862.65 |
6.7% |
162.95 |
1.3% |
70% |
False |
False |
|
40 |
13,132.46 |
11,756.60 |
1,375.86 |
10.7% |
186.10 |
1.4% |
81% |
False |
False |
|
60 |
13,132.46 |
11,731.60 |
1,400.86 |
10.9% |
203.10 |
1.6% |
82% |
False |
False |
|
80 |
13,132.46 |
11,634.82 |
1,497.64 |
11.6% |
221.01 |
1.7% |
83% |
False |
False |
|
100 |
13,563.48 |
11,634.82 |
1,928.66 |
15.0% |
217.33 |
1.7% |
64% |
False |
False |
|
120 |
13,780.11 |
11,634.82 |
2,145.29 |
16.7% |
216.56 |
1.7% |
58% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,599.72 |
2.618 |
13,332.62 |
1.618 |
13,168.96 |
1.000 |
13,067.82 |
0.618 |
13,005.30 |
HIGH |
12,904.16 |
0.618 |
12,841.64 |
0.500 |
12,822.33 |
0.382 |
12,803.02 |
LOW |
12,740.50 |
0.618 |
12,639.36 |
1.000 |
12,576.84 |
1.618 |
12,475.70 |
2.618 |
12,312.04 |
4.250 |
12,044.95 |
|
|
Fisher Pivots for day following 12-May-2008 |
Pivot |
1 day |
3 day |
R1 |
12,858.32 |
12,855.02 |
PP |
12,840.32 |
12,833.73 |
S1 |
12,822.33 |
12,812.44 |
|