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 |
1,385.00 |
1,390.00 |
5.00 |
0.4% |
1,425.25 |
High |
1,393.25 |
1,407.00 |
13.75 |
1.0% |
1,441.00 |
Low |
1,377.75 |
1,386.75 |
9.00 |
0.7% |
1,372.75 |
Close |
1,391.50 |
1,397.75 |
6.25 |
0.4% |
1,373.50 |
Range |
15.50 |
20.25 |
4.75 |
30.6% |
68.25 |
ATR |
20.28 |
20.28 |
0.00 |
0.0% |
0.00 |
Volume |
1,572,828 |
1,703,573 |
130,745 |
8.3% |
9,550,339 |
|
Daily Pivots for day following 29-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,458.00 |
1,448.00 |
1,409.00 |
|
R3 |
1,437.75 |
1,427.75 |
1,403.25 |
|
R2 |
1,417.50 |
1,417.50 |
1,401.50 |
|
R1 |
1,407.50 |
1,407.50 |
1,399.50 |
1,412.50 |
PP |
1,397.25 |
1,397.25 |
1,397.25 |
1,399.50 |
S1 |
1,387.25 |
1,387.25 |
1,396.00 |
1,392.25 |
S2 |
1,377.00 |
1,377.00 |
1,394.00 |
|
S3 |
1,356.75 |
1,367.00 |
1,392.25 |
|
S4 |
1,336.50 |
1,346.75 |
1,386.50 |
|
|
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 |
1,407.00 |
1,370.50 |
36.50 |
2.6% |
17.00 |
1.2% |
75% |
True |
False |
1,780,034 |
10 |
1,441.00 |
1,370.50 |
70.50 |
5.0% |
19.25 |
1.4% |
39% |
False |
False |
1,783,584 |
20 |
1,441.00 |
1,370.50 |
70.50 |
5.0% |
20.00 |
1.4% |
39% |
False |
False |
1,754,533 |
40 |
1,441.00 |
1,325.00 |
116.00 |
8.3% |
20.00 |
1.4% |
63% |
False |
False |
1,730,718 |
60 |
1,441.00 |
1,253.00 |
188.00 |
13.5% |
25.50 |
1.8% |
77% |
False |
False |
1,686,443 |
80 |
1,441.00 |
1,253.00 |
188.00 |
13.5% |
25.50 |
1.8% |
77% |
False |
False |
1,267,272 |
100 |
1,444.75 |
1,253.00 |
191.75 |
13.7% |
28.25 |
2.0% |
75% |
False |
False |
1,015,140 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,493.00 |
2.618 |
1,460.00 |
1.618 |
1,439.75 |
1.000 |
1,427.25 |
0.618 |
1,419.50 |
HIGH |
1,407.00 |
0.618 |
1,399.25 |
0.500 |
1,397.00 |
0.382 |
1,394.50 |
LOW |
1,386.75 |
0.618 |
1,374.25 |
1.000 |
1,366.50 |
1.618 |
1,354.00 |
2.618 |
1,333.75 |
4.250 |
1,300.75 |
|
|
Fisher Pivots for day following 29-May-2008 |
Pivot |
1 day |
3 day |
R1 |
1,397.50 |
1,394.75 |
PP |
1,397.25 |
1,391.75 |
S1 |
1,397.00 |
1,388.75 |
|