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 |
6,213.5 |
6,288.0 |
74.5 |
1.2% |
6,215.0 |
High |
6,268.0 |
6,359.5 |
91.5 |
1.5% |
6,359.5 |
Low |
6,177.5 |
6,272.5 |
95.0 |
1.5% |
6,139.5 |
Close |
6,247.0 |
6,293.0 |
46.0 |
0.7% |
6,293.0 |
Range |
90.5 |
87.0 |
-3.5 |
-3.9% |
220.0 |
ATR |
98.1 |
99.1 |
1.0 |
1.1% |
0.0 |
Volume |
113,410 |
97,961 |
-15,449 |
-13.6% |
474,053 |
|
Daily Pivots for day following 16-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,569.5 |
6,518.0 |
6,341.0 |
|
R3 |
6,482.5 |
6,431.0 |
6,317.0 |
|
R2 |
6,395.5 |
6,395.5 |
6,309.0 |
|
R1 |
6,344.0 |
6,344.0 |
6,301.0 |
6,370.0 |
PP |
6,308.5 |
6,308.5 |
6,308.5 |
6,321.0 |
S1 |
6,257.0 |
6,257.0 |
6,285.0 |
6,283.0 |
S2 |
6,221.5 |
6,221.5 |
6,277.0 |
|
S3 |
6,134.5 |
6,170.0 |
6,269.0 |
|
S4 |
6,047.5 |
6,083.0 |
6,245.0 |
|
|
Weekly Pivots for week ending 16-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,924.0 |
6,828.5 |
6,414.0 |
|
R3 |
6,704.0 |
6,608.5 |
6,353.5 |
|
R2 |
6,484.0 |
6,484.0 |
6,333.5 |
|
R1 |
6,388.5 |
6,388.5 |
6,313.0 |
6,436.0 |
PP |
6,264.0 |
6,264.0 |
6,264.0 |
6,288.0 |
S1 |
6,168.5 |
6,168.5 |
6,273.0 |
6,216.0 |
S2 |
6,044.0 |
6,044.0 |
6,252.5 |
|
S3 |
5,824.0 |
5,948.5 |
6,232.5 |
|
S4 |
5,604.0 |
5,728.5 |
6,172.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,359.5 |
6,139.5 |
220.0 |
3.5% |
94.5 |
1.5% |
70% |
True |
False |
94,810 |
10 |
6,359.5 |
6,123.5 |
236.0 |
3.8% |
88.5 |
1.4% |
72% |
True |
False |
74,134 |
20 |
6,359.5 |
5,960.5 |
399.0 |
6.3% |
89.0 |
1.4% |
83% |
True |
False |
79,077 |
40 |
6,359.5 |
5,473.0 |
886.5 |
14.1% |
93.0 |
1.5% |
92% |
True |
False |
94,198 |
60 |
6,359.5 |
5,424.5 |
935.0 |
14.9% |
99.0 |
1.6% |
93% |
True |
False |
72,275 |
80 |
6,359.5 |
5,424.5 |
935.0 |
14.9% |
99.5 |
1.6% |
93% |
True |
False |
54,316 |
100 |
6,559.5 |
5,325.0 |
1,234.5 |
19.6% |
102.0 |
1.6% |
78% |
False |
False |
43,480 |
120 |
6,643.5 |
5,325.0 |
1,318.5 |
21.0% |
87.0 |
1.4% |
73% |
False |
False |
36,240 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,729.0 |
2.618 |
6,587.5 |
1.618 |
6,500.5 |
1.000 |
6,446.5 |
0.618 |
6,413.5 |
HIGH |
6,359.5 |
0.618 |
6,326.5 |
0.500 |
6,316.0 |
0.382 |
6,305.5 |
LOW |
6,272.5 |
0.618 |
6,218.5 |
1.000 |
6,185.5 |
1.618 |
6,131.5 |
2.618 |
6,044.5 |
4.250 |
5,903.0 |
|
|
Fisher Pivots for day following 16-May-2008 |
Pivot |
1 day |
3 day |
R1 |
6,316.0 |
6,284.0 |
PP |
6,308.5 |
6,275.0 |
S1 |
6,300.5 |
6,266.0 |
|