Trading Metrics calculated at close of trading on 21-May-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2008 |
21-May-2008 |
Change |
Change % |
Previous Week |
Open |
7,228.0 |
7,228.0 |
0.0 |
0.0% |
7,060.0 |
High |
7,228.0 |
7,228.0 |
0.0 |
0.0% |
7,242.0 |
Low |
7,126.0 |
7,126.0 |
0.0 |
0.0% |
7,032.5 |
Close |
7,149.0 |
7,149.0 |
0.0 |
0.0% |
7,173.0 |
Range |
102.0 |
102.0 |
0.0 |
0.0% |
209.5 |
ATR |
114.7 |
113.8 |
-0.9 |
-0.8% |
0.0 |
Volume |
139,662 |
0 |
-139,662 |
-100.0% |
686,564 |
|
Daily Pivots for day following 21-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,473.7 |
7,413.3 |
7,205.1 |
|
R3 |
7,371.7 |
7,311.3 |
7,177.1 |
|
R2 |
7,269.7 |
7,269.7 |
7,167.7 |
|
R1 |
7,209.3 |
7,209.3 |
7,158.4 |
7,188.5 |
PP |
7,167.7 |
7,167.7 |
7,167.7 |
7,157.3 |
S1 |
7,107.3 |
7,107.3 |
7,139.7 |
7,086.5 |
S2 |
7,065.7 |
7,065.7 |
7,130.3 |
|
S3 |
6,963.7 |
7,005.3 |
7,121.0 |
|
S4 |
6,861.7 |
6,903.3 |
7,092.9 |
|
|
Weekly Pivots for week ending 16-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,777.7 |
7,684.8 |
7,288.2 |
|
R3 |
7,568.2 |
7,475.3 |
7,230.6 |
|
R2 |
7,358.7 |
7,358.7 |
7,211.4 |
|
R1 |
7,265.8 |
7,265.8 |
7,192.2 |
7,312.3 |
PP |
7,149.2 |
7,149.2 |
7,149.2 |
7,172.4 |
S1 |
7,056.3 |
7,056.3 |
7,153.8 |
7,102.8 |
S2 |
6,939.7 |
6,939.7 |
7,134.6 |
|
S3 |
6,730.2 |
6,846.8 |
7,115.4 |
|
S4 |
6,520.7 |
6,637.3 |
7,057.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,270.0 |
7,065.0 |
205.0 |
2.9% |
97.3 |
1.4% |
41% |
False |
False |
108,874 |
10 |
7,270.0 |
6,996.0 |
274.0 |
3.8% |
88.5 |
1.2% |
56% |
False |
False |
118,131 |
20 |
7,270.0 |
6,763.5 |
506.5 |
7.1% |
94.5 |
1.3% |
76% |
False |
False |
118,696 |
40 |
7,270.0 |
6,495.0 |
775.0 |
10.8% |
112.1 |
1.6% |
84% |
False |
False |
134,882 |
60 |
7,270.0 |
6,174.0 |
1,096.0 |
15.3% |
124.0 |
1.7% |
89% |
False |
False |
115,428 |
80 |
7,270.0 |
6,174.0 |
1,096.0 |
15.3% |
132.4 |
1.9% |
89% |
False |
False |
86,917 |
100 |
8,258.0 |
6,174.0 |
2,084.0 |
29.2% |
147.2 |
2.1% |
47% |
False |
False |
69,681 |
120 |
8,300.0 |
6,174.0 |
2,126.0 |
29.7% |
140.7 |
2.0% |
46% |
False |
False |
58,525 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,661.5 |
2.618 |
7,495.0 |
1.618 |
7,393.0 |
1.000 |
7,330.0 |
0.618 |
7,291.0 |
HIGH |
7,228.0 |
0.618 |
7,189.0 |
0.500 |
7,177.0 |
0.382 |
7,165.0 |
LOW |
7,126.0 |
0.618 |
7,063.0 |
1.000 |
7,024.0 |
1.618 |
6,961.0 |
2.618 |
6,859.0 |
4.250 |
6,692.5 |
|
|
Fisher Pivots for day following 21-May-2008 |
Pivot |
1 day |
3 day |
R1 |
7,177.0 |
7,198.0 |
PP |
7,167.7 |
7,181.7 |
S1 |
7,158.3 |
7,165.3 |
|