Trading Metrics calculated at close of trading on 26-May-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2008 |
26-May-2008 |
Change |
Change % |
Previous Week |
Open |
7,095.0 |
6,969.0 |
-126.0 |
-1.8% |
7,223.0 |
High |
7,101.0 |
6,988.0 |
-113.0 |
-1.6% |
7,270.0 |
Low |
6,954.5 |
6,937.0 |
-17.5 |
-0.3% |
6,954.5 |
Close |
6,969.0 |
6,980.5 |
11.5 |
0.2% |
6,969.0 |
Range |
146.5 |
51.0 |
-95.5 |
-65.2% |
315.5 |
ATR |
118.3 |
113.5 |
-4.8 |
-4.1% |
0.0 |
Volume |
136,765 |
35,832 |
-100,933 |
-73.8% |
520,393 |
|
Daily Pivots for day following 26-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,121.5 |
7,102.0 |
7,008.6 |
|
R3 |
7,070.5 |
7,051.0 |
6,994.5 |
|
R2 |
7,019.5 |
7,019.5 |
6,989.9 |
|
R1 |
7,000.0 |
7,000.0 |
6,985.2 |
7,009.8 |
PP |
6,968.5 |
6,968.5 |
6,968.5 |
6,973.4 |
S1 |
6,949.0 |
6,949.0 |
6,975.8 |
6,958.8 |
S2 |
6,917.5 |
6,917.5 |
6,971.2 |
|
S3 |
6,866.5 |
6,898.0 |
6,966.5 |
|
S4 |
6,815.5 |
6,847.0 |
6,952.5 |
|
|
Weekly Pivots for week ending 23-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,011.0 |
7,805.5 |
7,142.5 |
|
R3 |
7,695.5 |
7,490.0 |
7,055.8 |
|
R2 |
7,380.0 |
7,380.0 |
7,026.8 |
|
R1 |
7,174.5 |
7,174.5 |
6,997.9 |
7,119.5 |
PP |
7,064.5 |
7,064.5 |
7,064.5 |
7,037.0 |
S1 |
6,859.0 |
6,859.0 |
6,940.1 |
6,804.0 |
S2 |
6,749.0 |
6,749.0 |
6,911.2 |
|
S3 |
6,433.5 |
6,543.5 |
6,882.2 |
|
S4 |
6,118.0 |
6,228.0 |
6,795.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,228.0 |
6,937.0 |
291.0 |
4.2% |
103.0 |
1.5% |
15% |
False |
True |
90,884 |
10 |
7,270.0 |
6,937.0 |
333.0 |
4.8% |
98.2 |
1.4% |
13% |
False |
True |
115,757 |
20 |
7,270.0 |
6,895.0 |
375.0 |
5.4% |
94.1 |
1.3% |
23% |
False |
False |
112,077 |
40 |
7,270.0 |
6,555.5 |
714.5 |
10.2% |
109.6 |
1.6% |
59% |
False |
False |
131,942 |
60 |
7,270.0 |
6,174.0 |
1,096.0 |
15.7% |
122.7 |
1.8% |
74% |
False |
False |
120,647 |
80 |
7,270.0 |
6,174.0 |
1,096.0 |
15.7% |
130.1 |
1.9% |
74% |
False |
False |
90,826 |
100 |
8,079.5 |
6,174.0 |
1,905.5 |
27.3% |
146.6 |
2.1% |
42% |
False |
False |
72,813 |
120 |
8,300.0 |
6,174.0 |
2,126.0 |
30.5% |
140.3 |
2.0% |
38% |
False |
False |
61,136 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,204.8 |
2.618 |
7,121.5 |
1.618 |
7,070.5 |
1.000 |
7,039.0 |
0.618 |
7,019.5 |
HIGH |
6,988.0 |
0.618 |
6,968.5 |
0.500 |
6,962.5 |
0.382 |
6,956.5 |
LOW |
6,937.0 |
0.618 |
6,905.5 |
1.000 |
6,886.0 |
1.618 |
6,854.5 |
2.618 |
6,803.5 |
4.250 |
6,720.3 |
|
|
Fisher Pivots for day following 26-May-2008 |
Pivot |
1 day |
3 day |
R1 |
6,974.5 |
7,026.8 |
PP |
6,968.5 |
7,011.3 |
S1 |
6,962.5 |
6,995.9 |
|