Trading Metrics calculated at close of trading on 26-May-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2008 |
26-May-2008 |
Change |
Change % |
Previous Week |
Open |
3,803.0 |
3,753.0 |
-50.0 |
-1.3% |
3,870.0 |
High |
3,803.0 |
3,755.0 |
-48.0 |
-1.3% |
3,905.0 |
Low |
3,741.0 |
3,737.0 |
-4.0 |
-0.1% |
3,741.0 |
Close |
3,752.0 |
3,752.0 |
0.0 |
0.0% |
3,752.0 |
Range |
62.0 |
18.0 |
-44.0 |
-71.0% |
164.0 |
ATR |
62.1 |
58.9 |
-3.1 |
-5.1% |
0.0 |
Volume |
3,569 |
1,098 |
-2,471 |
-69.2% |
26,444 |
|
Daily Pivots for day following 26-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,802.0 |
3,795.0 |
3,761.9 |
|
R3 |
3,784.0 |
3,777.0 |
3,757.0 |
|
R2 |
3,766.0 |
3,766.0 |
3,755.3 |
|
R1 |
3,759.0 |
3,759.0 |
3,753.7 |
3,753.5 |
PP |
3,748.0 |
3,748.0 |
3,748.0 |
3,745.3 |
S1 |
3,741.0 |
3,741.0 |
3,750.4 |
3,735.5 |
S2 |
3,730.0 |
3,730.0 |
3,748.7 |
|
S3 |
3,712.0 |
3,723.0 |
3,747.1 |
|
S4 |
3,694.0 |
3,705.0 |
3,742.1 |
|
|
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 |
3,870.0 |
3,737.0 |
133.0 |
3.5% |
51.2 |
1.4% |
11% |
False |
True |
1,972 |
10 |
3,905.0 |
3,737.0 |
168.0 |
4.5% |
49.6 |
1.3% |
9% |
False |
True |
3,555 |
20 |
3,905.0 |
3,737.0 |
168.0 |
4.5% |
45.2 |
1.2% |
9% |
False |
True |
2,418 |
40 |
3,905.0 |
3,522.0 |
383.0 |
10.2% |
56.4 |
1.5% |
60% |
False |
False |
1,691 |
60 |
3,905.0 |
3,359.0 |
546.0 |
14.6% |
65.9 |
1.8% |
72% |
False |
False |
5,833 |
80 |
3,905.0 |
3,359.0 |
546.0 |
14.6% |
66.4 |
1.8% |
72% |
False |
False |
4,672 |
100 |
4,336.0 |
3,359.0 |
977.0 |
26.0% |
69.7 |
1.9% |
40% |
False |
False |
3,824 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,831.5 |
2.618 |
3,802.1 |
1.618 |
3,784.1 |
1.000 |
3,773.0 |
0.618 |
3,766.1 |
HIGH |
3,755.0 |
0.618 |
3,748.1 |
0.500 |
3,746.0 |
0.382 |
3,743.9 |
LOW |
3,737.0 |
0.618 |
3,725.9 |
1.000 |
3,719.0 |
1.618 |
3,707.9 |
2.618 |
3,689.9 |
4.250 |
3,660.5 |
|
|
Fisher Pivots for day following 26-May-2008 |
Pivot |
1 day |
3 day |
R1 |
3,750.0 |
3,780.0 |
PP |
3,748.0 |
3,770.7 |
S1 |
3,746.0 |
3,761.3 |
|