Trading Metrics calculated at close of trading on 30-May-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2008 |
30-May-2008 |
Change |
Change % |
Previous Week |
Open |
3,800.0 |
3,799.0 |
-1.0 |
0.0% |
3,753.0 |
High |
3,813.0 |
3,822.0 |
9.0 |
0.2% |
3,822.0 |
Low |
3,762.0 |
3,797.0 |
35.0 |
0.9% |
3,722.0 |
Close |
3,786.0 |
3,805.0 |
19.0 |
0.5% |
3,805.0 |
Range |
51.0 |
25.0 |
-26.0 |
-51.0% |
100.0 |
ATR |
57.2 |
55.7 |
-1.5 |
-2.7% |
0.0 |
Volume |
10,356 |
6,261 |
-4,095 |
-39.5% |
22,660 |
|
Daily Pivots for day following 30-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,883.0 |
3,869.0 |
3,818.8 |
|
R3 |
3,858.0 |
3,844.0 |
3,811.9 |
|
R2 |
3,833.0 |
3,833.0 |
3,809.6 |
|
R1 |
3,819.0 |
3,819.0 |
3,807.3 |
3,826.0 |
PP |
3,808.0 |
3,808.0 |
3,808.0 |
3,811.5 |
S1 |
3,794.0 |
3,794.0 |
3,802.7 |
3,801.0 |
S2 |
3,783.0 |
3,783.0 |
3,800.4 |
|
S3 |
3,758.0 |
3,769.0 |
3,798.1 |
|
S4 |
3,733.0 |
3,744.0 |
3,791.3 |
|
|
Weekly Pivots for week ending 30-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,083.0 |
4,044.0 |
3,860.0 |
|
R3 |
3,983.0 |
3,944.0 |
3,832.5 |
|
R2 |
3,883.0 |
3,883.0 |
3,823.3 |
|
R1 |
3,844.0 |
3,844.0 |
3,814.2 |
3,863.5 |
PP |
3,783.0 |
3,783.0 |
3,783.0 |
3,792.8 |
S1 |
3,744.0 |
3,744.0 |
3,795.8 |
3,763.5 |
S2 |
3,683.0 |
3,683.0 |
3,786.7 |
|
S3 |
3,583.0 |
3,644.0 |
3,777.5 |
|
S4 |
3,483.0 |
3,544.0 |
3,750.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,822.0 |
3,722.0 |
100.0 |
2.6% |
37.8 |
1.0% |
83% |
True |
False |
4,532 |
10 |
3,905.0 |
3,722.0 |
183.0 |
4.8% |
47.3 |
1.2% |
45% |
False |
False |
4,910 |
20 |
3,905.0 |
3,722.0 |
183.0 |
4.8% |
45.5 |
1.2% |
45% |
False |
False |
3,329 |
40 |
3,905.0 |
3,603.0 |
302.0 |
7.9% |
51.3 |
1.3% |
67% |
False |
False |
2,146 |
60 |
3,905.0 |
3,359.0 |
546.0 |
14.3% |
63.9 |
1.7% |
82% |
False |
False |
6,159 |
80 |
3,905.0 |
3,359.0 |
546.0 |
14.3% |
64.0 |
1.7% |
82% |
False |
False |
4,835 |
100 |
4,280.0 |
3,359.0 |
921.0 |
24.2% |
70.4 |
1.8% |
48% |
False |
False |
4,028 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,928.3 |
2.618 |
3,887.5 |
1.618 |
3,862.5 |
1.000 |
3,847.0 |
0.618 |
3,837.5 |
HIGH |
3,822.0 |
0.618 |
3,812.5 |
0.500 |
3,809.5 |
0.382 |
3,806.6 |
LOW |
3,797.0 |
0.618 |
3,781.6 |
1.000 |
3,772.0 |
1.618 |
3,756.6 |
2.618 |
3,731.6 |
4.250 |
3,690.8 |
|
|
Fisher Pivots for day following 30-May-2008 |
Pivot |
1 day |
3 day |
R1 |
3,809.5 |
3,797.3 |
PP |
3,808.0 |
3,789.7 |
S1 |
3,806.5 |
3,782.0 |
|