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 |
3,870.0 |
3,869.0 |
-1.0 |
0.0% |
3,800.0 |
High |
3,905.0 |
3,870.0 |
-35.0 |
-0.9% |
3,891.0 |
Low |
3,859.0 |
3,831.0 |
-28.0 |
-0.7% |
3,772.0 |
Close |
3,895.0 |
3,843.0 |
-52.0 |
-1.3% |
3,852.0 |
Range |
46.0 |
39.0 |
-7.0 |
-15.2% |
119.0 |
ATR |
59.8 |
60.1 |
0.3 |
0.5% |
0.0 |
Volume |
17,682 |
613 |
-17,069 |
-96.5% |
8,299 |
|
Daily Pivots for day following 20-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,965.0 |
3,943.0 |
3,864.5 |
|
R3 |
3,926.0 |
3,904.0 |
3,853.7 |
|
R2 |
3,887.0 |
3,887.0 |
3,850.2 |
|
R1 |
3,865.0 |
3,865.0 |
3,846.6 |
3,856.5 |
PP |
3,848.0 |
3,848.0 |
3,848.0 |
3,843.8 |
S1 |
3,826.0 |
3,826.0 |
3,839.4 |
3,817.5 |
S2 |
3,809.0 |
3,809.0 |
3,835.9 |
|
S3 |
3,770.0 |
3,787.0 |
3,832.3 |
|
S4 |
3,731.0 |
3,748.0 |
3,821.6 |
|
|
Weekly Pivots for week ending 16-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,195.3 |
4,142.7 |
3,917.5 |
|
R3 |
4,076.3 |
4,023.7 |
3,884.7 |
|
R2 |
3,957.3 |
3,957.3 |
3,873.8 |
|
R1 |
3,904.7 |
3,904.7 |
3,862.9 |
3,931.0 |
PP |
3,838.3 |
3,838.3 |
3,838.3 |
3,851.5 |
S1 |
3,785.7 |
3,785.7 |
3,841.1 |
3,812.0 |
S2 |
3,719.3 |
3,719.3 |
3,830.2 |
|
S3 |
3,600.3 |
3,666.7 |
3,819.3 |
|
S4 |
3,481.3 |
3,547.7 |
3,786.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,905.0 |
3,800.0 |
105.0 |
2.7% |
47.4 |
1.2% |
41% |
False |
False |
5,123 |
10 |
3,905.0 |
3,765.0 |
140.0 |
3.6% |
44.3 |
1.2% |
56% |
False |
False |
3,390 |
20 |
3,905.0 |
3,653.0 |
252.0 |
6.6% |
47.6 |
1.2% |
75% |
False |
False |
2,164 |
40 |
3,905.0 |
3,522.0 |
383.0 |
10.0% |
56.9 |
1.5% |
84% |
False |
False |
1,562 |
60 |
3,905.0 |
3,359.0 |
546.0 |
14.2% |
66.0 |
1.7% |
89% |
False |
False |
5,713 |
80 |
3,905.0 |
3,359.0 |
546.0 |
14.2% |
67.1 |
1.7% |
89% |
False |
False |
4,594 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,035.8 |
2.618 |
3,972.1 |
1.618 |
3,933.1 |
1.000 |
3,909.0 |
0.618 |
3,894.1 |
HIGH |
3,870.0 |
0.618 |
3,855.1 |
0.500 |
3,850.5 |
0.382 |
3,845.9 |
LOW |
3,831.0 |
0.618 |
3,806.9 |
1.000 |
3,792.0 |
1.618 |
3,767.9 |
2.618 |
3,728.9 |
4.250 |
3,665.3 |
|
|
Fisher Pivots for day following 20-May-2008 |
Pivot |
1 day |
3 day |
R1 |
3,850.5 |
3,868.0 |
PP |
3,848.0 |
3,859.7 |
S1 |
3,845.5 |
3,851.3 |
|