Trading Metrics calculated at close of trading on 22-May-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2008 |
22-May-2008 |
Change |
Change % |
Previous Week |
Open |
5,854.0 |
5,784.0 |
-70.0 |
-1.2% |
5,800.0 |
High |
5,886.0 |
5,885.0 |
-1.0 |
0.0% |
5,989.0 |
Low |
5,822.0 |
5,750.0 |
-72.0 |
-1.2% |
5,775.0 |
Close |
5,854.0 |
5,860.0 |
6.0 |
0.1% |
5,955.0 |
Range |
64.0 |
135.0 |
71.0 |
110.9% |
214.0 |
ATR |
96.5 |
99.3 |
2.7 |
2.8% |
0.0 |
Volume |
20,305 |
31,023 |
10,718 |
52.8% |
102,010 |
|
Daily Pivots for day following 22-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,236.7 |
6,183.3 |
5,934.3 |
|
R3 |
6,101.7 |
6,048.3 |
5,897.1 |
|
R2 |
5,966.7 |
5,966.7 |
5,884.8 |
|
R1 |
5,913.3 |
5,913.3 |
5,872.4 |
5,940.0 |
PP |
5,831.7 |
5,831.7 |
5,831.7 |
5,845.0 |
S1 |
5,778.3 |
5,778.3 |
5,847.6 |
5,805.0 |
S2 |
5,696.7 |
5,696.7 |
5,835.3 |
|
S3 |
5,561.7 |
5,643.3 |
5,822.9 |
|
S4 |
5,426.7 |
5,508.3 |
5,785.8 |
|
|
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 |
5,750.0 |
254.0 |
4.3% |
74.0 |
1.3% |
43% |
False |
True |
20,548 |
10 |
6,004.0 |
5,732.0 |
272.0 |
4.6% |
79.8 |
1.4% |
47% |
False |
False |
21,060 |
20 |
6,004.0 |
5,548.0 |
456.0 |
7.8% |
84.8 |
1.4% |
68% |
False |
False |
21,795 |
40 |
6,004.0 |
5,328.0 |
676.0 |
11.5% |
86.1 |
1.5% |
79% |
False |
False |
21,773 |
60 |
6,004.0 |
5,090.0 |
914.0 |
15.6% |
84.1 |
1.4% |
84% |
False |
False |
19,843 |
80 |
6,004.0 |
5,090.0 |
914.0 |
15.6% |
77.2 |
1.3% |
84% |
False |
False |
14,902 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,458.8 |
2.618 |
6,238.4 |
1.618 |
6,103.4 |
1.000 |
6,020.0 |
0.618 |
5,968.4 |
HIGH |
5,885.0 |
0.618 |
5,833.4 |
0.500 |
5,817.5 |
0.382 |
5,801.6 |
LOW |
5,750.0 |
0.618 |
5,666.6 |
1.000 |
5,615.0 |
1.618 |
5,531.6 |
2.618 |
5,396.6 |
4.250 |
5,176.3 |
|
|
Fisher Pivots for day following 22-May-2008 |
Pivot |
1 day |
3 day |
R1 |
5,845.8 |
5,861.0 |
PP |
5,831.7 |
5,860.7 |
S1 |
5,817.5 |
5,860.3 |
|