Trading Metrics calculated at close of trading on 28-May-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2008 |
28-May-2008 |
Change |
Change % |
Previous Week |
Open |
5,736.0 |
5,730.0 |
-6.0 |
-0.1% |
5,975.0 |
High |
5,755.0 |
5,738.0 |
-17.0 |
-0.3% |
6,004.0 |
Low |
5,722.0 |
5,637.0 |
-85.0 |
-1.5% |
5,750.0 |
Close |
5,725.0 |
5,672.0 |
-53.0 |
-0.9% |
5,787.0 |
Range |
33.0 |
101.0 |
68.0 |
206.1% |
254.0 |
ATR |
93.0 |
93.6 |
0.6 |
0.6% |
0.0 |
Volume |
8,851 |
20,637 |
11,786 |
133.2% |
103,784 |
|
Daily Pivots for day following 28-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,985.3 |
5,929.7 |
5,727.6 |
|
R3 |
5,884.3 |
5,828.7 |
5,699.8 |
|
R2 |
5,783.3 |
5,783.3 |
5,690.5 |
|
R1 |
5,727.7 |
5,727.7 |
5,681.3 |
5,705.0 |
PP |
5,682.3 |
5,682.3 |
5,682.3 |
5,671.0 |
S1 |
5,626.7 |
5,626.7 |
5,662.7 |
5,604.0 |
S2 |
5,581.3 |
5,581.3 |
5,653.5 |
|
S3 |
5,480.3 |
5,525.7 |
5,644.2 |
|
S4 |
5,379.3 |
5,424.7 |
5,616.5 |
|
|
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 |
5,885.0 |
5,637.0 |
248.0 |
4.4% |
84.4 |
1.5% |
14% |
False |
True |
19,296 |
10 |
6,004.0 |
5,637.0 |
367.0 |
6.5% |
71.1 |
1.3% |
10% |
False |
True |
18,657 |
20 |
6,004.0 |
5,556.0 |
448.0 |
7.9% |
80.8 |
1.4% |
26% |
False |
False |
20,774 |
40 |
6,004.0 |
5,343.0 |
661.0 |
11.7% |
85.4 |
1.5% |
50% |
False |
False |
21,333 |
60 |
6,004.0 |
5,090.0 |
914.0 |
16.1% |
84.8 |
1.5% |
64% |
False |
False |
20,922 |
80 |
6,004.0 |
5,090.0 |
914.0 |
16.1% |
73.0 |
1.3% |
64% |
False |
False |
15,714 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,167.3 |
2.618 |
6,002.4 |
1.618 |
5,901.4 |
1.000 |
5,839.0 |
0.618 |
5,800.4 |
HIGH |
5,738.0 |
0.618 |
5,699.4 |
0.500 |
5,687.5 |
0.382 |
5,675.6 |
LOW |
5,637.0 |
0.618 |
5,574.6 |
1.000 |
5,536.0 |
1.618 |
5,473.6 |
2.618 |
5,372.6 |
4.250 |
5,207.8 |
|
|
Fisher Pivots for day following 28-May-2008 |
Pivot |
1 day |
3 day |
R1 |
5,687.5 |
5,703.0 |
PP |
5,682.3 |
5,692.7 |
S1 |
5,677.2 |
5,682.3 |
|