| Trading Metrics calculated at close of trading on 06-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2008 |
06-May-2008 |
Change |
Change % |
Previous Week |
| Open |
13,043 |
12,970 |
-73 |
-0.6% |
12,880 |
| High |
13,060 |
13,037 |
-23 |
-0.2% |
13,133 |
| Low |
12,926 |
12,851 |
-75 |
-0.6% |
12,781 |
| Close |
12,967 |
13,028 |
61 |
0.5% |
13,060 |
| Range |
134 |
186 |
52 |
38.8% |
352 |
| ATR |
190 |
190 |
0 |
-0.1% |
0 |
| Volume |
172,966 |
106,581 |
-66,385 |
-38.4% |
693,211 |
|
| Daily Pivots for day following 06-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,530 |
13,465 |
13,130 |
|
| R3 |
13,344 |
13,279 |
13,079 |
|
| R2 |
13,158 |
13,158 |
13,062 |
|
| R1 |
13,093 |
13,093 |
13,045 |
13,126 |
| PP |
12,972 |
12,972 |
12,972 |
12,988 |
| S1 |
12,907 |
12,907 |
13,011 |
12,940 |
| S2 |
12,786 |
12,786 |
12,994 |
|
| S3 |
12,600 |
12,721 |
12,977 |
|
| S4 |
12,414 |
12,535 |
12,926 |
|
|
| Weekly Pivots for week ending 02-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,047 |
13,906 |
13,254 |
|
| R3 |
13,695 |
13,554 |
13,157 |
|
| R2 |
13,343 |
13,343 |
13,125 |
|
| R1 |
13,202 |
13,202 |
13,092 |
13,273 |
| PP |
12,991 |
12,991 |
12,991 |
13,027 |
| S1 |
12,850 |
12,850 |
13,028 |
12,921 |
| S2 |
12,639 |
12,639 |
12,996 |
|
| S3 |
12,287 |
12,498 |
12,963 |
|
| S4 |
11,935 |
12,146 |
12,867 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,133 |
12,781 |
352 |
2.7% |
190 |
1.5% |
70% |
False |
False |
145,237 |
| 10 |
13,133 |
12,673 |
460 |
3.5% |
172 |
1.3% |
77% |
False |
False |
143,897 |
| 20 |
13,133 |
12,262 |
871 |
6.7% |
179 |
1.4% |
88% |
False |
False |
138,752 |
| 40 |
13,133 |
11,671 |
1,462 |
11.2% |
227 |
1.7% |
93% |
False |
False |
148,375 |
| 60 |
13,133 |
11,671 |
1,462 |
11.2% |
221 |
1.7% |
93% |
False |
False |
98,992 |
| 80 |
13,133 |
11,542 |
1,591 |
12.2% |
224 |
1.7% |
93% |
False |
False |
74,253 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,828 |
|
2.618 |
13,524 |
|
1.618 |
13,338 |
|
1.000 |
13,223 |
|
0.618 |
13,152 |
|
HIGH |
13,037 |
|
0.618 |
12,966 |
|
0.500 |
12,944 |
|
0.382 |
12,922 |
|
LOW |
12,851 |
|
0.618 |
12,736 |
|
1.000 |
12,665 |
|
1.618 |
12,550 |
|
2.618 |
12,364 |
|
4.250 |
12,061 |
|
|
| Fisher Pivots for day following 06-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
13,000 |
13,016 |
| PP |
12,972 |
13,004 |
| S1 |
12,944 |
12,992 |
|