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 |
1,390.00 |
1,397.75 |
7.75 |
0.6% |
1,374.25 |
High |
1,407.00 |
1,405.00 |
-2.00 |
-0.1% |
1,407.00 |
Low |
1,386.75 |
1,395.00 |
8.25 |
0.6% |
1,370.50 |
Close |
1,397.75 |
1,400.50 |
2.75 |
0.2% |
1,400.50 |
Range |
20.25 |
10.00 |
-10.25 |
-50.6% |
36.50 |
ATR |
20.28 |
19.55 |
-0.73 |
-3.6% |
0.00 |
Volume |
1,703,573 |
1,722,211 |
18,638 |
1.1% |
6,521,162 |
|
Daily Pivots for day following 30-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,430.25 |
1,425.25 |
1,406.00 |
|
R3 |
1,420.25 |
1,415.25 |
1,403.25 |
|
R2 |
1,410.25 |
1,410.25 |
1,402.25 |
|
R1 |
1,405.25 |
1,405.25 |
1,401.50 |
1,407.75 |
PP |
1,400.25 |
1,400.25 |
1,400.25 |
1,401.50 |
S1 |
1,395.25 |
1,395.25 |
1,399.50 |
1,397.75 |
S2 |
1,390.25 |
1,390.25 |
1,398.75 |
|
S3 |
1,380.25 |
1,385.25 |
1,397.75 |
|
S4 |
1,370.25 |
1,375.25 |
1,395.00 |
|
|
Weekly Pivots for week ending 30-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,502.25 |
1,487.75 |
1,420.50 |
|
R3 |
1,465.75 |
1,451.25 |
1,410.50 |
|
R2 |
1,429.25 |
1,429.25 |
1,407.25 |
|
R1 |
1,414.75 |
1,414.75 |
1,403.75 |
1,422.00 |
PP |
1,392.75 |
1,392.75 |
1,392.75 |
1,396.25 |
S1 |
1,378.25 |
1,378.25 |
1,397.25 |
1,385.50 |
S2 |
1,356.25 |
1,356.25 |
1,393.75 |
|
S3 |
1,319.75 |
1,341.75 |
1,390.50 |
|
S4 |
1,283.25 |
1,305.25 |
1,380.50 |
|
|
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% |
82% |
False |
False |
1,650,020 |
10 |
1,441.00 |
1,370.50 |
70.50 |
5.0% |
18.25 |
1.3% |
43% |
False |
False |
1,781,747 |
20 |
1,441.00 |
1,370.50 |
70.50 |
5.0% |
19.00 |
1.4% |
43% |
False |
False |
1,744,805 |
40 |
1,441.00 |
1,325.00 |
116.00 |
8.3% |
20.00 |
1.4% |
65% |
False |
False |
1,727,720 |
60 |
1,441.00 |
1,253.00 |
188.00 |
13.4% |
25.25 |
1.8% |
78% |
False |
False |
1,714,394 |
80 |
1,441.00 |
1,253.00 |
188.00 |
13.4% |
25.25 |
1.8% |
78% |
False |
False |
1,288,672 |
100 |
1,442.50 |
1,253.00 |
189.50 |
13.5% |
27.75 |
2.0% |
78% |
False |
False |
1,032,315 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,447.50 |
2.618 |
1,431.25 |
1.618 |
1,421.25 |
1.000 |
1,415.00 |
0.618 |
1,411.25 |
HIGH |
1,405.00 |
0.618 |
1,401.25 |
0.500 |
1,400.00 |
0.382 |
1,398.75 |
LOW |
1,395.00 |
0.618 |
1,388.75 |
1.000 |
1,385.00 |
1.618 |
1,378.75 |
2.618 |
1,368.75 |
4.250 |
1,352.50 |
|
|
Fisher Pivots for day following 30-May-2008 |
Pivot |
1 day |
3 day |
R1 |
1,400.25 |
1,397.75 |
PP |
1,400.25 |
1,395.00 |
S1 |
1,400.00 |
1,392.50 |
|