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 |
5,969.0 |
5,854.0 |
-115.0 |
-1.9% |
5,800.0 |
High |
5,972.0 |
5,886.0 |
-86.0 |
-1.4% |
5,989.0 |
Low |
5,910.0 |
5,822.0 |
-88.0 |
-1.5% |
5,775.0 |
Close |
5,929.0 |
5,854.0 |
-75.0 |
-1.3% |
5,955.0 |
Range |
62.0 |
64.0 |
2.0 |
3.2% |
214.0 |
ATR |
95.7 |
96.5 |
0.8 |
0.8% |
0.0 |
Volume |
17,236 |
20,305 |
3,069 |
17.8% |
102,010 |
|
Daily Pivots for day following 21-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,046.0 |
6,014.0 |
5,889.2 |
|
R3 |
5,982.0 |
5,950.0 |
5,871.6 |
|
R2 |
5,918.0 |
5,918.0 |
5,865.7 |
|
R1 |
5,886.0 |
5,886.0 |
5,859.9 |
5,886.0 |
PP |
5,854.0 |
5,854.0 |
5,854.0 |
5,854.0 |
S1 |
5,822.0 |
5,822.0 |
5,848.1 |
5,822.0 |
S2 |
5,790.0 |
5,790.0 |
5,842.3 |
|
S3 |
5,726.0 |
5,758.0 |
5,836.4 |
|
S4 |
5,662.0 |
5,694.0 |
5,818.8 |
|
|
Weekly Pivots for week ending 16-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,548.3 |
6,465.7 |
6,072.7 |
|
R3 |
6,334.3 |
6,251.7 |
6,013.9 |
|
R2 |
6,120.3 |
6,120.3 |
5,994.2 |
|
R1 |
6,037.7 |
6,037.7 |
5,974.6 |
6,079.0 |
PP |
5,906.3 |
5,906.3 |
5,906.3 |
5,927.0 |
S1 |
5,823.7 |
5,823.7 |
5,935.4 |
5,865.0 |
S2 |
5,692.3 |
5,692.3 |
5,915.8 |
|
S3 |
5,478.3 |
5,609.7 |
5,896.2 |
|
S4 |
5,264.3 |
5,395.7 |
5,837.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,004.0 |
5,822.0 |
182.0 |
3.1% |
57.8 |
1.0% |
18% |
False |
True |
18,018 |
10 |
6,004.0 |
5,583.0 |
421.0 |
7.2% |
84.1 |
1.4% |
64% |
False |
False |
21,419 |
20 |
6,004.0 |
5,548.0 |
456.0 |
7.8% |
84.6 |
1.4% |
67% |
False |
False |
21,386 |
40 |
6,004.0 |
5,328.0 |
676.0 |
11.5% |
84.7 |
1.4% |
78% |
False |
False |
21,578 |
60 |
6,004.0 |
5,090.0 |
914.0 |
15.6% |
82.8 |
1.4% |
84% |
False |
False |
19,326 |
80 |
6,004.0 |
5,090.0 |
914.0 |
15.6% |
77.1 |
1.3% |
84% |
False |
False |
14,519 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,158.0 |
2.618 |
6,053.6 |
1.618 |
5,989.6 |
1.000 |
5,950.0 |
0.618 |
5,925.6 |
HIGH |
5,886.0 |
0.618 |
5,861.6 |
0.500 |
5,854.0 |
0.382 |
5,846.4 |
LOW |
5,822.0 |
0.618 |
5,782.4 |
1.000 |
5,758.0 |
1.618 |
5,718.4 |
2.618 |
5,654.4 |
4.250 |
5,550.0 |
|
|
Fisher Pivots for day following 21-May-2008 |
Pivot |
1 day |
3 day |
R1 |
5,854.0 |
5,913.0 |
PP |
5,854.0 |
5,893.3 |
S1 |
5,854.0 |
5,873.7 |
|