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 |
12,593.87 |
12,647.36 |
53.49 |
0.4% |
12,479.63 |
High |
12,726.66 |
12,689.70 |
-36.96 |
-0.3% |
12,726.66 |
Low |
12,554.70 |
12,617.40 |
62.70 |
0.5% |
12,442.59 |
Close |
12,646.22 |
12,638.32 |
-7.90 |
-0.1% |
12,638.32 |
Range |
171.96 |
72.30 |
-99.66 |
-58.0% |
284.07 |
ATR |
163.45 |
156.94 |
-6.51 |
-4.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,865.37 |
12,824.15 |
12,678.09 |
|
R3 |
12,793.07 |
12,751.85 |
12,658.20 |
|
R2 |
12,720.77 |
12,720.77 |
12,651.58 |
|
R1 |
12,679.55 |
12,679.55 |
12,644.95 |
12,664.01 |
PP |
12,648.47 |
12,648.47 |
12,648.47 |
12,640.71 |
S1 |
12,607.25 |
12,607.25 |
12,631.69 |
12,591.71 |
S2 |
12,576.17 |
12,576.17 |
12,625.07 |
|
S3 |
12,503.87 |
12,534.95 |
12,618.44 |
|
S4 |
12,431.57 |
12,462.65 |
12,598.56 |
|
|
Weekly Pivots for week ending 30-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,454.73 |
13,330.60 |
12,794.56 |
|
R3 |
13,170.66 |
13,046.53 |
12,716.44 |
|
R2 |
12,886.59 |
12,886.59 |
12,690.40 |
|
R1 |
12,762.46 |
12,762.46 |
12,664.36 |
12,824.53 |
PP |
12,602.52 |
12,602.52 |
12,602.52 |
12,633.56 |
S1 |
12,478.39 |
12,478.39 |
12,612.28 |
12,540.46 |
S2 |
12,318.45 |
12,318.45 |
12,586.24 |
|
S3 |
12,034.38 |
12,194.32 |
12,560.20 |
|
S4 |
11,750.31 |
11,910.25 |
12,482.08 |
|
|
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% |
128.55 |
1.0% |
69% |
False |
False |
|
10 |
13,136.69 |
12,442.59 |
694.10 |
5.5% |
153.52 |
1.2% |
28% |
False |
False |
|
20 |
13,136.69 |
12,442.59 |
694.10 |
5.5% |
153.80 |
1.2% |
28% |
False |
False |
|
40 |
13,136.69 |
12,269.81 |
866.88 |
6.9% |
156.98 |
1.2% |
43% |
False |
False |
|
60 |
13,136.69 |
11,731.60 |
1,405.09 |
11.1% |
190.52 |
1.5% |
65% |
False |
False |
|
80 |
13,136.69 |
11,731.60 |
1,405.09 |
11.1% |
194.48 |
1.5% |
65% |
False |
False |
|
100 |
13,136.69 |
11,634.82 |
1,501.87 |
11.9% |
215.14 |
1.7% |
67% |
False |
False |
|
120 |
13,780.11 |
11,634.82 |
2,145.29 |
17.0% |
209.79 |
1.7% |
47% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,996.98 |
2.618 |
12,878.98 |
1.618 |
12,806.68 |
1.000 |
12,762.00 |
0.618 |
12,734.38 |
HIGH |
12,689.70 |
0.618 |
12,662.08 |
0.500 |
12,653.55 |
0.382 |
12,645.02 |
LOW |
12,617.40 |
0.618 |
12,572.72 |
1.000 |
12,545.10 |
1.618 |
12,500.42 |
2.618 |
12,428.12 |
4.250 |
12,310.13 |
|
|
Fisher Pivots for day following 30-May-2008 |
Pivot |
1 day |
3 day |
R1 |
12,653.55 |
12,629.20 |
PP |
12,648.47 |
12,620.08 |
S1 |
12,643.40 |
12,610.97 |
|