Trading Metrics calculated at close of trading on 27-May-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2008 |
27-May-2008 |
Change |
Change % |
Previous Week |
Open |
6,969.0 |
6,986.5 |
17.5 |
0.3% |
7,223.0 |
High |
6,988.0 |
7,028.5 |
40.5 |
0.6% |
7,270.0 |
Low |
6,937.0 |
6,926.5 |
-10.5 |
-0.2% |
6,954.5 |
Close |
6,980.5 |
6,981.0 |
0.5 |
0.0% |
6,969.0 |
Range |
51.0 |
102.0 |
51.0 |
100.0% |
315.5 |
ATR |
113.5 |
112.6 |
-0.8 |
-0.7% |
0.0 |
Volume |
35,832 |
156,264 |
120,432 |
336.1% |
520,393 |
|
Daily Pivots for day following 27-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,284.7 |
7,234.8 |
7,037.1 |
|
R3 |
7,182.7 |
7,132.8 |
7,009.1 |
|
R2 |
7,080.7 |
7,080.7 |
6,999.7 |
|
R1 |
7,030.8 |
7,030.8 |
6,990.4 |
7,004.8 |
PP |
6,978.7 |
6,978.7 |
6,978.7 |
6,965.6 |
S1 |
6,928.8 |
6,928.8 |
6,971.7 |
6,902.8 |
S2 |
6,876.7 |
6,876.7 |
6,962.3 |
|
S3 |
6,774.7 |
6,826.8 |
6,953.0 |
|
S4 |
6,672.7 |
6,724.8 |
6,924.9 |
|
|
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 |
6,926.5 |
301.5 |
4.3% |
103.0 |
1.5% |
18% |
False |
True |
94,204 |
10 |
7,270.0 |
6,926.5 |
343.5 |
4.9% |
100.4 |
1.4% |
16% |
False |
True |
116,788 |
20 |
7,270.0 |
6,895.0 |
375.0 |
5.4% |
95.3 |
1.4% |
23% |
False |
False |
114,123 |
40 |
7,270.0 |
6,572.5 |
697.5 |
10.0% |
104.4 |
1.5% |
59% |
False |
False |
130,856 |
60 |
7,270.0 |
6,174.0 |
1,096.0 |
15.7% |
121.3 |
1.7% |
74% |
False |
False |
123,235 |
80 |
7,270.0 |
6,174.0 |
1,096.0 |
15.7% |
129.8 |
1.9% |
74% |
False |
False |
92,771 |
100 |
8,079.5 |
6,174.0 |
1,905.5 |
27.3% |
146.1 |
2.1% |
42% |
False |
False |
74,370 |
120 |
8,300.0 |
6,174.0 |
2,126.0 |
30.5% |
140.6 |
2.0% |
38% |
False |
False |
62,437 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,462.0 |
2.618 |
7,295.5 |
1.618 |
7,193.5 |
1.000 |
7,130.5 |
0.618 |
7,091.5 |
HIGH |
7,028.5 |
0.618 |
6,989.5 |
0.500 |
6,977.5 |
0.382 |
6,965.5 |
LOW |
6,926.5 |
0.618 |
6,863.5 |
1.000 |
6,824.5 |
1.618 |
6,761.5 |
2.618 |
6,659.5 |
4.250 |
6,493.0 |
|
|
Fisher Pivots for day following 27-May-2008 |
Pivot |
1 day |
3 day |
R1 |
6,979.8 |
7,013.8 |
PP |
6,978.7 |
7,002.8 |
S1 |
6,977.5 |
6,991.9 |
|