Trading Metrics calculated at close of trading on 27-May-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2008 |
27-May-2008 |
Change |
Change % |
Previous Week |
Open |
940.7 |
940.7 |
0.0 |
0.0% |
915.0 |
High |
941.8 |
942.8 |
1.0 |
0.1% |
948.1 |
Low |
936.9 |
917.3 |
-19.6 |
-2.1% |
913.7 |
Close |
941.8 |
921.2 |
-20.6 |
-2.2% |
938.8 |
Range |
4.9 |
25.5 |
20.6 |
420.4% |
34.4 |
ATR |
17.4 |
18.0 |
0.6 |
3.3% |
0.0 |
Volume |
3,149 |
1,455 |
-1,694 |
-53.8% |
12,157 |
|
Daily Pivots for day following 27-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,003.6 |
987.9 |
935.2 |
|
R3 |
978.1 |
962.4 |
928.2 |
|
R2 |
952.6 |
952.6 |
925.9 |
|
R1 |
936.9 |
936.9 |
923.5 |
932.0 |
PP |
927.1 |
927.1 |
927.1 |
924.7 |
S1 |
911.4 |
911.4 |
918.9 |
906.5 |
S2 |
901.6 |
901.6 |
916.5 |
|
S3 |
876.1 |
885.9 |
914.2 |
|
S4 |
850.6 |
860.4 |
907.2 |
|
|
Weekly Pivots for week ending 23-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,036.7 |
1,022.2 |
957.7 |
|
R3 |
1,002.3 |
987.8 |
948.3 |
|
R2 |
967.9 |
967.9 |
945.1 |
|
R1 |
953.4 |
953.4 |
942.0 |
960.7 |
PP |
933.5 |
933.5 |
933.5 |
937.2 |
S1 |
919.0 |
919.0 |
935.6 |
926.3 |
S2 |
899.1 |
899.1 |
932.5 |
|
S3 |
864.7 |
884.6 |
929.3 |
|
S4 |
830.3 |
850.2 |
919.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
948.1 |
917.3 |
30.8 |
3.3% |
15.4 |
1.7% |
13% |
False |
True |
2,618 |
10 |
948.1 |
874.6 |
73.5 |
8.0% |
16.6 |
1.8% |
63% |
False |
False |
2,204 |
20 |
948.1 |
858.8 |
89.3 |
9.7% |
17.1 |
1.9% |
70% |
False |
False |
2,148 |
40 |
968.4 |
858.8 |
109.6 |
11.9% |
18.1 |
2.0% |
57% |
False |
False |
1,743 |
60 |
1,048.0 |
858.8 |
189.2 |
20.5% |
21.2 |
2.3% |
33% |
False |
False |
1,609 |
80 |
1,048.0 |
858.8 |
189.2 |
20.5% |
20.0 |
2.2% |
33% |
False |
False |
1,447 |
100 |
1,048.0 |
858.8 |
189.2 |
20.5% |
20.0 |
2.2% |
33% |
False |
False |
1,344 |
120 |
1,048.0 |
818.9 |
229.1 |
24.9% |
18.6 |
2.0% |
45% |
False |
False |
1,266 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,051.2 |
2.618 |
1,009.6 |
1.618 |
984.1 |
1.000 |
968.3 |
0.618 |
958.6 |
HIGH |
942.8 |
0.618 |
933.1 |
0.500 |
930.1 |
0.382 |
927.0 |
LOW |
917.3 |
0.618 |
901.5 |
1.000 |
891.8 |
1.618 |
876.0 |
2.618 |
850.5 |
4.250 |
808.9 |
|
|
Fisher Pivots for day following 27-May-2008 |
Pivot |
1 day |
3 day |
R1 |
930.1 |
930.1 |
PP |
927.1 |
927.1 |
S1 |
924.2 |
924.2 |
|