Trading Metrics calculated at close of trading on 23-May-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2008 |
23-May-2008 |
Change |
Change % |
Previous Week |
Open |
3,782.0 |
3,803.0 |
21.0 |
0.6% |
3,870.0 |
High |
3,823.0 |
3,803.0 |
-20.0 |
-0.5% |
3,905.0 |
Low |
3,775.0 |
3,741.0 |
-34.0 |
-0.9% |
3,741.0 |
Close |
3,815.0 |
3,752.0 |
-63.0 |
-1.7% |
3,752.0 |
Range |
48.0 |
62.0 |
14.0 |
29.2% |
164.0 |
ATR |
61.2 |
62.1 |
0.9 |
1.5% |
0.0 |
Volume |
2,788 |
3,569 |
781 |
28.0% |
26,444 |
|
Daily Pivots for day following 23-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,951.3 |
3,913.7 |
3,786.1 |
|
R3 |
3,889.3 |
3,851.7 |
3,769.1 |
|
R2 |
3,827.3 |
3,827.3 |
3,763.4 |
|
R1 |
3,789.7 |
3,789.7 |
3,757.7 |
3,777.5 |
PP |
3,765.3 |
3,765.3 |
3,765.3 |
3,759.3 |
S1 |
3,727.7 |
3,727.7 |
3,746.3 |
3,715.5 |
S2 |
3,703.3 |
3,703.3 |
3,740.6 |
|
S3 |
3,641.3 |
3,665.7 |
3,735.0 |
|
S4 |
3,579.3 |
3,603.7 |
3,717.9 |
|
|
Weekly Pivots for week ending 23-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,291.3 |
4,185.7 |
3,842.2 |
|
R3 |
4,127.3 |
4,021.7 |
3,797.1 |
|
R2 |
3,963.3 |
3,963.3 |
3,782.1 |
|
R1 |
3,857.7 |
3,857.7 |
3,767.0 |
3,828.5 |
PP |
3,799.3 |
3,799.3 |
3,799.3 |
3,784.8 |
S1 |
3,693.7 |
3,693.7 |
3,737.0 |
3,664.5 |
S2 |
3,635.3 |
3,635.3 |
3,721.9 |
|
S3 |
3,471.3 |
3,529.7 |
3,706.9 |
|
S4 |
3,307.3 |
3,365.7 |
3,661.8 |
|
|
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 |
3,741.0 |
164.0 |
4.4% |
56.8 |
1.5% |
7% |
False |
True |
5,288 |
10 |
3,905.0 |
3,741.0 |
164.0 |
4.4% |
51.5 |
1.4% |
7% |
False |
True |
3,474 |
20 |
3,905.0 |
3,741.0 |
164.0 |
4.4% |
46.5 |
1.2% |
7% |
False |
True |
2,383 |
40 |
3,905.0 |
3,522.0 |
383.0 |
10.2% |
57.6 |
1.5% |
60% |
False |
False |
1,682 |
60 |
3,905.0 |
3,359.0 |
546.0 |
14.6% |
66.7 |
1.8% |
72% |
False |
False |
5,821 |
80 |
3,905.0 |
3,359.0 |
546.0 |
14.6% |
66.6 |
1.8% |
72% |
False |
False |
4,676 |
100 |
4,411.0 |
3,359.0 |
1,052.0 |
28.0% |
70.5 |
1.9% |
37% |
False |
False |
3,820 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,066.5 |
2.618 |
3,965.3 |
1.618 |
3,903.3 |
1.000 |
3,865.0 |
0.618 |
3,841.3 |
HIGH |
3,803.0 |
0.618 |
3,779.3 |
0.500 |
3,772.0 |
0.382 |
3,764.7 |
LOW |
3,741.0 |
0.618 |
3,702.7 |
1.000 |
3,679.0 |
1.618 |
3,640.7 |
2.618 |
3,578.7 |
4.250 |
3,477.5 |
|
|
Fisher Pivots for day following 23-May-2008 |
Pivot |
1 day |
3 day |
R1 |
3,772.0 |
3,797.5 |
PP |
3,765.3 |
3,782.3 |
S1 |
3,758.7 |
3,767.2 |
|