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 |
5,842.0 |
5,735.0 |
-107.0 |
-1.8% |
5,975.0 |
High |
5,855.0 |
5,769.0 |
-86.0 |
-1.5% |
6,004.0 |
Low |
5,760.0 |
5,711.0 |
-49.0 |
-0.9% |
5,750.0 |
Close |
5,787.0 |
5,730.0 |
-57.0 |
-1.0% |
5,787.0 |
Range |
95.0 |
58.0 |
-37.0 |
-38.9% |
254.0 |
ATR |
99.3 |
97.7 |
-1.7 |
-1.7% |
0.0 |
Volume |
19,779 |
16,190 |
-3,589 |
-18.1% |
103,784 |
|
Daily Pivots for day following 26-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,910.7 |
5,878.3 |
5,761.9 |
|
R3 |
5,852.7 |
5,820.3 |
5,746.0 |
|
R2 |
5,794.7 |
5,794.7 |
5,740.6 |
|
R1 |
5,762.3 |
5,762.3 |
5,735.3 |
5,749.5 |
PP |
5,736.7 |
5,736.7 |
5,736.7 |
5,730.3 |
S1 |
5,704.3 |
5,704.3 |
5,724.7 |
5,691.5 |
S2 |
5,678.7 |
5,678.7 |
5,719.4 |
|
S3 |
5,620.7 |
5,646.3 |
5,714.1 |
|
S4 |
5,562.7 |
5,588.3 |
5,698.1 |
|
|
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 |
5,972.0 |
5,711.0 |
261.0 |
4.6% |
82.8 |
1.4% |
7% |
False |
True |
20,906 |
10 |
6,004.0 |
5,711.0 |
293.0 |
5.1% |
74.1 |
1.3% |
6% |
False |
True |
20,036 |
20 |
6,004.0 |
5,548.0 |
456.0 |
8.0% |
82.8 |
1.4% |
40% |
False |
False |
21,437 |
40 |
6,004.0 |
5,343.0 |
661.0 |
11.5% |
85.6 |
1.5% |
59% |
False |
False |
21,740 |
60 |
6,004.0 |
5,090.0 |
914.0 |
16.0% |
84.9 |
1.5% |
70% |
False |
False |
20,438 |
80 |
6,004.0 |
5,090.0 |
914.0 |
16.0% |
74.8 |
1.3% |
70% |
False |
False |
15,349 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,015.5 |
2.618 |
5,920.8 |
1.618 |
5,862.8 |
1.000 |
5,827.0 |
0.618 |
5,804.8 |
HIGH |
5,769.0 |
0.618 |
5,746.8 |
0.500 |
5,740.0 |
0.382 |
5,733.2 |
LOW |
5,711.0 |
0.618 |
5,675.2 |
1.000 |
5,653.0 |
1.618 |
5,617.2 |
2.618 |
5,559.2 |
4.250 |
5,464.5 |
|
|
Fisher Pivots for day following 26-May-2008 |
Pivot |
1 day |
3 day |
R1 |
5,740.0 |
5,798.0 |
PP |
5,736.7 |
5,775.3 |
S1 |
5,733.3 |
5,752.7 |
|