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 |
6,260.5 |
6,244.5 |
-16.0 |
-0.3% |
6,140.0 |
High |
6,271.0 |
6,263.5 |
-7.5 |
-0.1% |
6,278.0 |
Low |
6,139.5 |
6,173.0 |
33.5 |
0.5% |
6,123.5 |
Close |
6,212.0 |
6,222.5 |
10.5 |
0.2% |
6,215.0 |
Range |
131.5 |
90.5 |
-41.0 |
-31.2% |
154.5 |
ATR |
99.3 |
98.6 |
-0.6 |
-0.6% |
0.0 |
Volume |
64,356 |
109,172 |
44,816 |
69.6% |
267,291 |
|
Daily Pivots for day following 14-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,491.0 |
6,447.5 |
6,272.5 |
|
R3 |
6,400.5 |
6,357.0 |
6,247.5 |
|
R2 |
6,310.0 |
6,310.0 |
6,239.0 |
|
R1 |
6,266.5 |
6,266.5 |
6,231.0 |
6,243.0 |
PP |
6,219.5 |
6,219.5 |
6,219.5 |
6,208.0 |
S1 |
6,176.0 |
6,176.0 |
6,214.0 |
6,152.5 |
S2 |
6,129.0 |
6,129.0 |
6,206.0 |
|
S3 |
6,038.5 |
6,085.5 |
6,197.5 |
|
S4 |
5,948.0 |
5,995.0 |
6,172.5 |
|
|
Weekly Pivots for week ending 09-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,669.0 |
6,596.5 |
6,300.0 |
|
R3 |
6,514.5 |
6,442.0 |
6,257.5 |
|
R2 |
6,360.0 |
6,360.0 |
6,243.5 |
|
R1 |
6,287.5 |
6,287.5 |
6,229.0 |
6,324.0 |
PP |
6,205.5 |
6,205.5 |
6,205.5 |
6,223.5 |
S1 |
6,133.0 |
6,133.0 |
6,201.0 |
6,169.0 |
S2 |
6,051.0 |
6,051.0 |
6,186.5 |
|
S3 |
5,896.5 |
5,978.5 |
6,172.5 |
|
S4 |
5,742.0 |
5,824.0 |
6,130.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,278.0 |
6,139.5 |
138.5 |
2.2% |
87.5 |
1.4% |
60% |
False |
False |
86,799 |
10 |
6,278.0 |
6,041.5 |
236.5 |
3.8% |
91.0 |
1.5% |
77% |
False |
False |
56,965 |
20 |
6,278.0 |
5,960.5 |
317.5 |
5.1% |
91.5 |
1.5% |
83% |
False |
False |
79,614 |
40 |
6,278.0 |
5,473.0 |
805.0 |
12.9% |
95.5 |
1.5% |
93% |
False |
False |
98,322 |
60 |
6,278.0 |
5,424.5 |
853.5 |
13.7% |
99.5 |
1.6% |
93% |
False |
False |
68,800 |
80 |
6,278.0 |
5,325.0 |
953.0 |
15.3% |
106.5 |
1.7% |
94% |
False |
False |
51,677 |
100 |
6,559.5 |
5,325.0 |
1,234.5 |
19.8% |
100.5 |
1.6% |
73% |
False |
False |
41,367 |
120 |
6,643.5 |
5,325.0 |
1,318.5 |
21.2% |
85.5 |
1.4% |
68% |
False |
False |
34,479 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,648.0 |
2.618 |
6,500.5 |
1.618 |
6,410.0 |
1.000 |
6,354.0 |
0.618 |
6,319.5 |
HIGH |
6,263.5 |
0.618 |
6,229.0 |
0.500 |
6,218.0 |
0.382 |
6,207.5 |
LOW |
6,173.0 |
0.618 |
6,117.0 |
1.000 |
6,082.5 |
1.618 |
6,026.5 |
2.618 |
5,936.0 |
4.250 |
5,788.5 |
|
|
Fisher Pivots for day following 14-May-2008 |
Pivot |
1 day |
3 day |
R1 |
6,221.0 |
6,217.0 |
PP |
6,219.5 |
6,211.0 |
S1 |
6,218.0 |
6,205.0 |
|