Trading Metrics calculated at close of trading on 29-May-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2008 |
29-May-2008 |
Change |
Change % |
Previous Week |
Open |
3,748.0 |
3,800.0 |
52.0 |
1.4% |
3,870.0 |
High |
3,793.0 |
3,813.0 |
20.0 |
0.5% |
3,905.0 |
Low |
3,742.0 |
3,762.0 |
20.0 |
0.5% |
3,741.0 |
Close |
3,773.0 |
3,786.0 |
13.0 |
0.3% |
3,752.0 |
Range |
51.0 |
51.0 |
0.0 |
0.0% |
164.0 |
ATR |
57.7 |
57.2 |
-0.5 |
-0.8% |
0.0 |
Volume |
2,287 |
10,356 |
8,069 |
352.8% |
26,444 |
|
Daily Pivots for day following 29-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,940.0 |
3,914.0 |
3,814.1 |
|
R3 |
3,889.0 |
3,863.0 |
3,800.0 |
|
R2 |
3,838.0 |
3,838.0 |
3,795.4 |
|
R1 |
3,812.0 |
3,812.0 |
3,790.7 |
3,799.5 |
PP |
3,787.0 |
3,787.0 |
3,787.0 |
3,780.8 |
S1 |
3,761.0 |
3,761.0 |
3,781.3 |
3,748.5 |
S2 |
3,736.0 |
3,736.0 |
3,776.7 |
|
S3 |
3,685.0 |
3,710.0 |
3,772.0 |
|
S4 |
3,634.0 |
3,659.0 |
3,758.0 |
|
|
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 |
3,813.0 |
3,722.0 |
91.0 |
2.4% |
45.2 |
1.2% |
70% |
True |
False |
3,993 |
10 |
3,905.0 |
3,722.0 |
183.0 |
4.8% |
48.9 |
1.3% |
35% |
False |
False |
4,367 |
20 |
3,905.0 |
3,722.0 |
183.0 |
4.8% |
46.9 |
1.2% |
35% |
False |
False |
3,043 |
40 |
3,905.0 |
3,603.0 |
302.0 |
8.0% |
52.1 |
1.4% |
61% |
False |
False |
2,008 |
60 |
3,905.0 |
3,359.0 |
546.0 |
14.4% |
65.1 |
1.7% |
78% |
False |
False |
6,069 |
80 |
3,905.0 |
3,359.0 |
546.0 |
14.4% |
65.7 |
1.7% |
78% |
False |
False |
4,812 |
100 |
4,302.0 |
3,359.0 |
943.0 |
24.9% |
70.8 |
1.9% |
45% |
False |
False |
3,966 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,029.8 |
2.618 |
3,946.5 |
1.618 |
3,895.5 |
1.000 |
3,864.0 |
0.618 |
3,844.5 |
HIGH |
3,813.0 |
0.618 |
3,793.5 |
0.500 |
3,787.5 |
0.382 |
3,781.5 |
LOW |
3,762.0 |
0.618 |
3,730.5 |
1.000 |
3,711.0 |
1.618 |
3,679.5 |
2.618 |
3,628.5 |
4.250 |
3,545.3 |
|
|
Fisher Pivots for day following 29-May-2008 |
Pivot |
1 day |
3 day |
R1 |
3,787.5 |
3,779.8 |
PP |
3,787.0 |
3,773.7 |
S1 |
3,786.5 |
3,767.5 |
|