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 |
1,393.00 |
1,393.75 |
0.75 |
0.1% |
1,425.25 |
High |
1,399.75 |
1,395.00 |
-4.75 |
-0.3% |
1,441.00 |
Low |
1,390.25 |
1,372.75 |
-17.50 |
-1.3% |
1,372.75 |
Close |
1,393.25 |
1,373.50 |
-19.75 |
-1.4% |
1,373.50 |
Range |
9.50 |
22.25 |
12.75 |
134.2% |
68.25 |
ATR |
20.81 |
20.91 |
0.10 |
0.5% |
0.00 |
Volume |
2,372,279 |
1,728,941 |
-643,338 |
-27.1% |
9,550,339 |
|
Daily Pivots for day following 23-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,447.25 |
1,432.50 |
1,385.75 |
|
R3 |
1,425.00 |
1,410.25 |
1,379.50 |
|
R2 |
1,402.75 |
1,402.75 |
1,377.50 |
|
R1 |
1,388.00 |
1,388.00 |
1,375.50 |
1,384.25 |
PP |
1,380.50 |
1,380.50 |
1,380.50 |
1,378.50 |
S1 |
1,365.75 |
1,365.75 |
1,371.50 |
1,362.00 |
S2 |
1,358.25 |
1,358.25 |
1,369.50 |
|
S3 |
1,336.00 |
1,343.50 |
1,367.50 |
|
S4 |
1,313.75 |
1,321.25 |
1,361.25 |
|
|
Weekly Pivots for week ending 23-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,600.50 |
1,555.25 |
1,411.00 |
|
R3 |
1,532.25 |
1,487.00 |
1,392.25 |
|
R2 |
1,464.00 |
1,464.00 |
1,386.00 |
|
R1 |
1,418.75 |
1,418.75 |
1,379.75 |
1,407.25 |
PP |
1,395.75 |
1,395.75 |
1,395.75 |
1,390.00 |
S1 |
1,350.50 |
1,350.50 |
1,367.25 |
1,339.00 |
S2 |
1,327.50 |
1,327.50 |
1,361.00 |
|
S3 |
1,259.25 |
1,282.25 |
1,354.75 |
|
S4 |
1,191.00 |
1,214.00 |
1,336.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,441.00 |
1,372.75 |
68.25 |
5.0% |
20.75 |
1.5% |
1% |
False |
True |
1,910,067 |
10 |
1,441.00 |
1,372.75 |
68.25 |
5.0% |
19.50 |
1.4% |
1% |
False |
True |
1,775,945 |
20 |
1,441.00 |
1,372.75 |
68.25 |
5.0% |
19.75 |
1.4% |
1% |
False |
True |
1,723,171 |
40 |
1,441.00 |
1,309.50 |
131.50 |
9.6% |
21.25 |
1.5% |
49% |
False |
False |
1,747,600 |
60 |
1,441.00 |
1,253.00 |
188.00 |
13.7% |
26.25 |
1.9% |
64% |
False |
False |
1,607,587 |
80 |
1,441.00 |
1,253.00 |
188.00 |
13.7% |
26.00 |
1.9% |
64% |
False |
False |
1,207,611 |
100 |
1,472.75 |
1,253.00 |
219.75 |
16.0% |
28.50 |
2.1% |
55% |
False |
False |
967,224 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,489.50 |
2.618 |
1,453.25 |
1.618 |
1,431.00 |
1.000 |
1,417.25 |
0.618 |
1,408.75 |
HIGH |
1,395.00 |
0.618 |
1,386.50 |
0.500 |
1,384.00 |
0.382 |
1,381.25 |
LOW |
1,372.75 |
0.618 |
1,359.00 |
1.000 |
1,350.50 |
1.618 |
1,336.75 |
2.618 |
1,314.50 |
4.250 |
1,278.25 |
|
|
Fisher Pivots for day following 23-May-2008 |
Pivot |
1 day |
3 day |
R1 |
1,384.00 |
1,397.00 |
PP |
1,380.50 |
1,389.00 |
S1 |
1,377.00 |
1,381.25 |
|