Trading Metrics calculated at close of trading on 23-May-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2008 |
23-May-2008 |
Change |
Change % |
Previous Week |
Open |
12,597.69 |
12,620.90 |
23.21 |
0.2% |
12,985.41 |
High |
12,669.34 |
12,621.96 |
-47.38 |
-0.4% |
13,136.69 |
Low |
12,591.34 |
12,460.09 |
-131.25 |
-1.0% |
12,460.09 |
Close |
12,625.62 |
12,479.63 |
-145.99 |
-1.2% |
12,479.63 |
Range |
78.00 |
161.87 |
83.87 |
107.5% |
676.60 |
ATR |
170.31 |
169.97 |
-0.34 |
-0.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,006.17 |
12,904.77 |
12,568.66 |
|
R3 |
12,844.30 |
12,742.90 |
12,524.14 |
|
R2 |
12,682.43 |
12,682.43 |
12,509.31 |
|
R1 |
12,581.03 |
12,581.03 |
12,494.47 |
12,550.80 |
PP |
12,520.56 |
12,520.56 |
12,520.56 |
12,505.44 |
S1 |
12,419.16 |
12,419.16 |
12,464.79 |
12,388.93 |
S2 |
12,358.69 |
12,358.69 |
12,449.95 |
|
S3 |
12,196.82 |
12,257.29 |
12,435.12 |
|
S4 |
12,034.95 |
12,095.42 |
12,390.60 |
|
|
Weekly Pivots for week ending 23-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,721.94 |
14,277.38 |
12,851.76 |
|
R3 |
14,045.34 |
13,600.78 |
12,665.70 |
|
R2 |
13,368.74 |
13,368.74 |
12,603.67 |
|
R1 |
12,924.18 |
12,924.18 |
12,541.65 |
12,808.16 |
PP |
12,692.14 |
12,692.14 |
12,692.14 |
12,634.13 |
S1 |
12,247.58 |
12,247.58 |
12,417.61 |
12,131.56 |
S2 |
12,015.54 |
12,015.54 |
12,355.59 |
|
S3 |
11,338.94 |
11,570.98 |
12,293.57 |
|
S4 |
10,662.34 |
10,894.38 |
12,107.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,136.69 |
12,460.09 |
676.60 |
5.4% |
189.17 |
1.5% |
3% |
False |
True |
|
10 |
13,136.69 |
12,460.09 |
676.60 |
5.4% |
164.09 |
1.3% |
3% |
False |
True |
|
20 |
13,136.69 |
12,460.09 |
676.60 |
5.4% |
159.93 |
1.3% |
3% |
False |
True |
|
40 |
13,136.69 |
12,176.11 |
960.58 |
7.7% |
165.77 |
1.3% |
32% |
False |
False |
|
60 |
13,136.69 |
11,731.60 |
1,405.09 |
11.3% |
197.72 |
1.6% |
53% |
False |
False |
|
80 |
13,136.69 |
11,731.60 |
1,405.09 |
11.3% |
202.39 |
1.6% |
53% |
False |
False |
|
100 |
13,279.54 |
11,634.82 |
1,644.72 |
13.2% |
218.44 |
1.8% |
51% |
False |
False |
|
120 |
13,780.11 |
11,634.82 |
2,145.29 |
17.2% |
210.89 |
1.7% |
39% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,309.91 |
2.618 |
13,045.74 |
1.618 |
12,883.87 |
1.000 |
12,783.83 |
0.618 |
12,722.00 |
HIGH |
12,621.96 |
0.618 |
12,560.13 |
0.500 |
12,541.03 |
0.382 |
12,521.92 |
LOW |
12,460.09 |
0.618 |
12,360.05 |
1.000 |
12,298.22 |
1.618 |
12,198.18 |
2.618 |
12,036.31 |
4.250 |
11,772.14 |
|
|
Fisher Pivots for day following 23-May-2008 |
Pivot |
1 day |
3 day |
R1 |
12,541.03 |
12,661.28 |
PP |
12,520.56 |
12,600.73 |
S1 |
12,500.10 |
12,540.18 |
|