Trading Metrics calculated at close of trading on 28-May-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2008 |
28-May-2008 |
Change |
Change % |
Previous Week |
Open |
3,762.0 |
3,748.0 |
-14.0 |
-0.4% |
3,870.0 |
High |
3,766.0 |
3,793.0 |
27.0 |
0.7% |
3,905.0 |
Low |
3,722.0 |
3,742.0 |
20.0 |
0.5% |
3,741.0 |
Close |
3,737.0 |
3,773.0 |
36.0 |
1.0% |
3,752.0 |
Range |
44.0 |
51.0 |
7.0 |
15.9% |
164.0 |
ATR |
57.9 |
57.7 |
-0.1 |
-0.2% |
0.0 |
Volume |
2,658 |
2,287 |
-371 |
-14.0% |
26,444 |
|
Daily Pivots for day following 28-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,922.3 |
3,898.7 |
3,801.1 |
|
R3 |
3,871.3 |
3,847.7 |
3,787.0 |
|
R2 |
3,820.3 |
3,820.3 |
3,782.4 |
|
R1 |
3,796.7 |
3,796.7 |
3,777.7 |
3,808.5 |
PP |
3,769.3 |
3,769.3 |
3,769.3 |
3,775.3 |
S1 |
3,745.7 |
3,745.7 |
3,768.3 |
3,757.5 |
S2 |
3,718.3 |
3,718.3 |
3,763.7 |
|
S3 |
3,667.3 |
3,694.7 |
3,759.0 |
|
S4 |
3,616.3 |
3,643.7 |
3,745.0 |
|
|
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 |
3,823.0 |
3,722.0 |
101.0 |
2.7% |
44.6 |
1.2% |
50% |
False |
False |
2,480 |
10 |
3,905.0 |
3,722.0 |
183.0 |
4.9% |
49.4 |
1.3% |
28% |
False |
False |
3,589 |
20 |
3,905.0 |
3,722.0 |
183.0 |
4.9% |
47.2 |
1.2% |
28% |
False |
False |
2,657 |
40 |
3,905.0 |
3,603.0 |
302.0 |
8.0% |
52.0 |
1.4% |
56% |
False |
False |
1,766 |
60 |
3,905.0 |
3,359.0 |
546.0 |
14.5% |
64.9 |
1.7% |
76% |
False |
False |
5,902 |
80 |
3,905.0 |
3,359.0 |
546.0 |
14.5% |
65.7 |
1.7% |
76% |
False |
False |
4,695 |
100 |
4,302.0 |
3,359.0 |
943.0 |
25.0% |
70.5 |
1.9% |
44% |
False |
False |
3,863 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,009.8 |
2.618 |
3,926.5 |
1.618 |
3,875.5 |
1.000 |
3,844.0 |
0.618 |
3,824.5 |
HIGH |
3,793.0 |
0.618 |
3,773.5 |
0.500 |
3,767.5 |
0.382 |
3,761.5 |
LOW |
3,742.0 |
0.618 |
3,710.5 |
1.000 |
3,691.0 |
1.618 |
3,659.5 |
2.618 |
3,608.5 |
4.250 |
3,525.3 |
|
|
Fisher Pivots for day following 28-May-2008 |
Pivot |
1 day |
3 day |
R1 |
3,771.2 |
3,767.8 |
PP |
3,769.3 |
3,762.7 |
S1 |
3,767.5 |
3,757.5 |
|