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 |
12,479.63 |
12,542.90 |
63.27 |
0.5% |
12,985.41 |
High |
12,572.53 |
12,601.93 |
29.40 |
0.2% |
13,136.69 |
Low |
12,442.59 |
12,495.27 |
52.68 |
0.4% |
12,460.09 |
Close |
12,548.35 |
12,594.03 |
45.68 |
0.4% |
12,479.63 |
Range |
129.94 |
106.66 |
-23.28 |
-17.9% |
676.60 |
ATR |
167.11 |
162.79 |
-4.32 |
-2.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,883.72 |
12,845.54 |
12,652.69 |
|
R3 |
12,777.06 |
12,738.88 |
12,623.36 |
|
R2 |
12,670.40 |
12,670.40 |
12,613.58 |
|
R1 |
12,632.22 |
12,632.22 |
12,603.81 |
12,651.31 |
PP |
12,563.74 |
12,563.74 |
12,563.74 |
12,573.29 |
S1 |
12,525.56 |
12,525.56 |
12,584.25 |
12,544.65 |
S2 |
12,457.08 |
12,457.08 |
12,574.48 |
|
S3 |
12,350.42 |
12,418.90 |
12,564.70 |
|
S4 |
12,243.76 |
12,312.24 |
12,535.37 |
|
|
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 |
12,862.47 |
12,442.59 |
419.88 |
3.3% |
153.05 |
1.2% |
36% |
False |
False |
|
10 |
13,136.69 |
12,442.59 |
694.10 |
5.5% |
160.35 |
1.3% |
22% |
False |
False |
|
20 |
13,136.69 |
12,442.59 |
694.10 |
5.5% |
163.44 |
1.3% |
22% |
False |
False |
|
40 |
13,136.69 |
12,269.81 |
866.88 |
6.9% |
158.09 |
1.3% |
37% |
False |
False |
|
60 |
13,136.69 |
11,731.60 |
1,405.09 |
11.2% |
193.72 |
1.5% |
61% |
False |
False |
|
80 |
13,136.69 |
11,731.60 |
1,405.09 |
11.2% |
197.63 |
1.6% |
61% |
False |
False |
|
100 |
13,136.69 |
11,634.82 |
1,501.87 |
11.9% |
216.78 |
1.7% |
64% |
False |
False |
|
120 |
13,780.11 |
11,634.82 |
2,145.29 |
17.0% |
211.28 |
1.7% |
45% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,055.24 |
2.618 |
12,881.17 |
1.618 |
12,774.51 |
1.000 |
12,708.59 |
0.618 |
12,667.85 |
HIGH |
12,601.93 |
0.618 |
12,561.19 |
0.500 |
12,548.60 |
0.382 |
12,536.01 |
LOW |
12,495.27 |
0.618 |
12,429.35 |
1.000 |
12,388.61 |
1.618 |
12,322.69 |
2.618 |
12,216.03 |
4.250 |
12,041.97 |
|
|
Fisher Pivots for day following 28-May-2008 |
Pivot |
1 day |
3 day |
R1 |
12,578.89 |
12,573.45 |
PP |
12,563.74 |
12,552.86 |
S1 |
12,548.60 |
12,532.28 |
|