Trading Metrics calculated at close of trading on 23-May-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2008 |
23-May-2008 |
Change |
Change % |
Previous Week |
Open |
5,784.0 |
5,842.0 |
58.0 |
1.0% |
5,975.0 |
High |
5,885.0 |
5,855.0 |
-30.0 |
-0.5% |
6,004.0 |
Low |
5,750.0 |
5,760.0 |
10.0 |
0.2% |
5,750.0 |
Close |
5,860.0 |
5,787.0 |
-73.0 |
-1.2% |
5,787.0 |
Range |
135.0 |
95.0 |
-40.0 |
-29.6% |
254.0 |
ATR |
99.3 |
99.3 |
0.1 |
0.1% |
0.0 |
Volume |
31,023 |
19,779 |
-11,244 |
-36.2% |
103,784 |
|
Daily Pivots for day following 23-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,085.7 |
6,031.3 |
5,839.3 |
|
R3 |
5,990.7 |
5,936.3 |
5,813.1 |
|
R2 |
5,895.7 |
5,895.7 |
5,804.4 |
|
R1 |
5,841.3 |
5,841.3 |
5,795.7 |
5,821.0 |
PP |
5,800.7 |
5,800.7 |
5,800.7 |
5,790.5 |
S1 |
5,746.3 |
5,746.3 |
5,778.3 |
5,726.0 |
S2 |
5,705.7 |
5,705.7 |
5,769.6 |
|
S3 |
5,610.7 |
5,651.3 |
5,760.9 |
|
S4 |
5,515.7 |
5,556.3 |
5,734.8 |
|
|
Weekly Pivots for week ending 23-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,609.0 |
6,452.0 |
5,926.7 |
|
R3 |
6,355.0 |
6,198.0 |
5,856.9 |
|
R2 |
6,101.0 |
6,101.0 |
5,833.6 |
|
R1 |
5,944.0 |
5,944.0 |
5,810.3 |
5,895.5 |
PP |
5,847.0 |
5,847.0 |
5,847.0 |
5,822.8 |
S1 |
5,690.0 |
5,690.0 |
5,763.7 |
5,641.5 |
S2 |
5,593.0 |
5,593.0 |
5,740.4 |
|
S3 |
5,339.0 |
5,436.0 |
5,717.2 |
|
S4 |
5,085.0 |
5,182.0 |
5,647.3 |
|
|
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 |
4.4% |
82.2 |
1.4% |
15% |
False |
False |
20,756 |
10 |
6,004.0 |
5,750.0 |
254.0 |
4.4% |
78.8 |
1.4% |
15% |
False |
False |
20,579 |
20 |
6,004.0 |
5,548.0 |
456.0 |
7.9% |
85.7 |
1.5% |
52% |
False |
False |
21,774 |
40 |
6,004.0 |
5,328.0 |
676.0 |
11.7% |
86.8 |
1.5% |
68% |
False |
False |
21,845 |
60 |
6,004.0 |
5,090.0 |
914.0 |
15.8% |
85.0 |
1.5% |
76% |
False |
False |
20,170 |
80 |
6,004.0 |
5,090.0 |
914.0 |
15.8% |
76.8 |
1.3% |
76% |
False |
False |
15,147 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,258.8 |
2.618 |
6,103.7 |
1.618 |
6,008.7 |
1.000 |
5,950.0 |
0.618 |
5,913.7 |
HIGH |
5,855.0 |
0.618 |
5,818.7 |
0.500 |
5,807.5 |
0.382 |
5,796.3 |
LOW |
5,760.0 |
0.618 |
5,701.3 |
1.000 |
5,665.0 |
1.618 |
5,606.3 |
2.618 |
5,511.3 |
4.250 |
5,356.3 |
|
|
Fisher Pivots for day following 23-May-2008 |
Pivot |
1 day |
3 day |
R1 |
5,807.5 |
5,818.0 |
PP |
5,800.7 |
5,807.7 |
S1 |
5,793.8 |
5,797.3 |
|