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 |
5,735.0 |
5,736.0 |
1.0 |
0.0% |
5,975.0 |
High |
5,769.0 |
5,755.0 |
-14.0 |
-0.2% |
6,004.0 |
Low |
5,711.0 |
5,722.0 |
11.0 |
0.2% |
5,750.0 |
Close |
5,730.0 |
5,725.0 |
-5.0 |
-0.1% |
5,787.0 |
Range |
58.0 |
33.0 |
-25.0 |
-43.1% |
254.0 |
ATR |
97.7 |
93.0 |
-4.6 |
-4.7% |
0.0 |
Volume |
16,190 |
8,851 |
-7,339 |
-45.3% |
103,784 |
|
Daily Pivots for day following 27-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,833.0 |
5,812.0 |
5,743.2 |
|
R3 |
5,800.0 |
5,779.0 |
5,734.1 |
|
R2 |
5,767.0 |
5,767.0 |
5,731.1 |
|
R1 |
5,746.0 |
5,746.0 |
5,728.0 |
5,740.0 |
PP |
5,734.0 |
5,734.0 |
5,734.0 |
5,731.0 |
S1 |
5,713.0 |
5,713.0 |
5,722.0 |
5,707.0 |
S2 |
5,701.0 |
5,701.0 |
5,719.0 |
|
S3 |
5,668.0 |
5,680.0 |
5,715.9 |
|
S4 |
5,635.0 |
5,647.0 |
5,706.9 |
|
|
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 |
5,886.0 |
5,711.0 |
175.0 |
3.1% |
77.0 |
1.3% |
8% |
False |
False |
19,229 |
10 |
6,004.0 |
5,711.0 |
293.0 |
5.1% |
70.2 |
1.2% |
5% |
False |
False |
18,526 |
20 |
6,004.0 |
5,548.0 |
456.0 |
8.0% |
81.0 |
1.4% |
39% |
False |
False |
21,007 |
40 |
6,004.0 |
5,343.0 |
661.0 |
11.5% |
85.0 |
1.5% |
58% |
False |
False |
21,391 |
60 |
6,004.0 |
5,090.0 |
914.0 |
16.0% |
84.0 |
1.5% |
69% |
False |
False |
20,584 |
80 |
6,004.0 |
5,090.0 |
914.0 |
16.0% |
72.9 |
1.3% |
69% |
False |
False |
15,458 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,895.3 |
2.618 |
5,841.4 |
1.618 |
5,808.4 |
1.000 |
5,788.0 |
0.618 |
5,775.4 |
HIGH |
5,755.0 |
0.618 |
5,742.4 |
0.500 |
5,738.5 |
0.382 |
5,734.6 |
LOW |
5,722.0 |
0.618 |
5,701.6 |
1.000 |
5,689.0 |
1.618 |
5,668.6 |
2.618 |
5,635.6 |
4.250 |
5,581.8 |
|
|
Fisher Pivots for day following 27-May-2008 |
Pivot |
1 day |
3 day |
R1 |
5,738.5 |
5,783.0 |
PP |
5,734.0 |
5,763.7 |
S1 |
5,729.5 |
5,744.3 |
|