Trading Metrics calculated at close of trading on 22-May-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2008 |
22-May-2008 |
Change |
Change % |
Previous Week |
Open |
3,839.0 |
3,782.0 |
-57.0 |
-1.5% |
3,800.0 |
High |
3,854.0 |
3,823.0 |
-31.0 |
-0.8% |
3,891.0 |
Low |
3,765.0 |
3,775.0 |
10.0 |
0.3% |
3,772.0 |
Close |
3,811.0 |
3,815.0 |
4.0 |
0.1% |
3,852.0 |
Range |
89.0 |
48.0 |
-41.0 |
-46.1% |
119.0 |
ATR |
62.2 |
61.2 |
-1.0 |
-1.6% |
0.0 |
Volume |
1,792 |
2,788 |
996 |
55.6% |
8,299 |
|
Daily Pivots for day following 22-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,948.3 |
3,929.7 |
3,841.4 |
|
R3 |
3,900.3 |
3,881.7 |
3,828.2 |
|
R2 |
3,852.3 |
3,852.3 |
3,823.8 |
|
R1 |
3,833.7 |
3,833.7 |
3,819.4 |
3,843.0 |
PP |
3,804.3 |
3,804.3 |
3,804.3 |
3,809.0 |
S1 |
3,785.7 |
3,785.7 |
3,810.6 |
3,795.0 |
S2 |
3,756.3 |
3,756.3 |
3,806.2 |
|
S3 |
3,708.3 |
3,737.7 |
3,801.8 |
|
S4 |
3,660.3 |
3,689.7 |
3,788.6 |
|
|
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 |
3,765.0 |
140.0 |
3.7% |
52.6 |
1.4% |
36% |
False |
False |
4,741 |
10 |
3,905.0 |
3,765.0 |
140.0 |
3.7% |
48.9 |
1.3% |
36% |
False |
False |
3,408 |
20 |
3,905.0 |
3,674.0 |
231.0 |
6.1% |
47.6 |
1.2% |
61% |
False |
False |
2,272 |
40 |
3,905.0 |
3,522.0 |
383.0 |
10.0% |
57.7 |
1.5% |
77% |
False |
False |
1,621 |
60 |
3,905.0 |
3,359.0 |
546.0 |
14.3% |
66.6 |
1.7% |
84% |
False |
False |
5,768 |
80 |
3,905.0 |
3,359.0 |
546.0 |
14.3% |
66.2 |
1.7% |
84% |
False |
False |
4,631 |
100 |
4,423.0 |
3,359.0 |
1,064.0 |
27.9% |
70.2 |
1.8% |
43% |
False |
False |
3,786 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,027.0 |
2.618 |
3,948.7 |
1.618 |
3,900.7 |
1.000 |
3,871.0 |
0.618 |
3,852.7 |
HIGH |
3,823.0 |
0.618 |
3,804.7 |
0.500 |
3,799.0 |
0.382 |
3,793.3 |
LOW |
3,775.0 |
0.618 |
3,745.3 |
1.000 |
3,727.0 |
1.618 |
3,697.3 |
2.618 |
3,649.3 |
4.250 |
3,571.0 |
|
|
Fisher Pivots for day following 22-May-2008 |
Pivot |
1 day |
3 day |
R1 |
3,809.7 |
3,817.5 |
PP |
3,804.3 |
3,816.7 |
S1 |
3,799.0 |
3,815.8 |
|