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 |
12,542.90 |
12,593.87 |
50.97 |
0.4% |
12,985.41 |
High |
12,601.93 |
12,726.66 |
124.73 |
1.0% |
13,136.69 |
Low |
12,495.27 |
12,554.70 |
59.43 |
0.5% |
12,460.09 |
Close |
12,594.03 |
12,646.22 |
52.19 |
0.4% |
12,479.63 |
Range |
106.66 |
171.96 |
65.30 |
61.2% |
676.60 |
ATR |
162.79 |
163.45 |
0.65 |
0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,158.41 |
13,074.27 |
12,740.80 |
|
R3 |
12,986.45 |
12,902.31 |
12,693.51 |
|
R2 |
12,814.49 |
12,814.49 |
12,677.75 |
|
R1 |
12,730.35 |
12,730.35 |
12,661.98 |
12,772.42 |
PP |
12,642.53 |
12,642.53 |
12,642.53 |
12,663.56 |
S1 |
12,558.39 |
12,558.39 |
12,630.46 |
12,600.46 |
S2 |
12,470.57 |
12,470.57 |
12,614.69 |
|
S3 |
12,298.61 |
12,386.43 |
12,598.93 |
|
S4 |
12,126.65 |
12,214.47 |
12,551.64 |
|
|
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 |
12,726.66 |
12,442.59 |
284.07 |
2.2% |
129.69 |
1.0% |
72% |
True |
False |
|
10 |
13,136.69 |
12,442.59 |
694.10 |
5.5% |
160.74 |
1.3% |
29% |
False |
False |
|
20 |
13,136.69 |
12,442.59 |
694.10 |
5.5% |
161.98 |
1.3% |
29% |
False |
False |
|
40 |
13,136.69 |
12,269.81 |
866.88 |
6.9% |
158.86 |
1.3% |
43% |
False |
False |
|
60 |
13,136.69 |
11,731.60 |
1,405.09 |
11.1% |
192.80 |
1.5% |
65% |
False |
False |
|
80 |
13,136.69 |
11,731.60 |
1,405.09 |
11.1% |
198.18 |
1.6% |
65% |
False |
False |
|
100 |
13,136.69 |
11,634.82 |
1,501.87 |
11.9% |
215.92 |
1.7% |
67% |
False |
False |
|
120 |
13,780.11 |
11,634.82 |
2,145.29 |
17.0% |
210.91 |
1.7% |
47% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,457.49 |
2.618 |
13,176.85 |
1.618 |
13,004.89 |
1.000 |
12,898.62 |
0.618 |
12,832.93 |
HIGH |
12,726.66 |
0.618 |
12,660.97 |
0.500 |
12,640.68 |
0.382 |
12,620.39 |
LOW |
12,554.70 |
0.618 |
12,448.43 |
1.000 |
12,382.74 |
1.618 |
12,276.47 |
2.618 |
12,104.51 |
4.250 |
11,823.87 |
|
|
Fisher Pivots for day following 29-May-2008 |
Pivot |
1 day |
3 day |
R1 |
12,644.37 |
12,625.69 |
PP |
12,642.53 |
12,605.16 |
S1 |
12,640.68 |
12,584.63 |
|