Trading Metrics calculated at close of trading on 29-May-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2008 |
29-May-2008 |
Change |
Change % |
Previous Week |
Open |
5,730.0 |
5,704.0 |
-26.0 |
-0.5% |
5,975.0 |
High |
5,738.0 |
5,734.0 |
-4.0 |
-0.1% |
6,004.0 |
Low |
5,637.0 |
5,671.0 |
34.0 |
0.6% |
5,750.0 |
Close |
5,672.0 |
5,727.0 |
55.0 |
1.0% |
5,787.0 |
Range |
101.0 |
63.0 |
-38.0 |
-37.6% |
254.0 |
ATR |
93.6 |
91.4 |
-2.2 |
-2.3% |
0.0 |
Volume |
20,637 |
17,489 |
-3,148 |
-15.3% |
103,784 |
|
Daily Pivots for day following 29-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,899.7 |
5,876.3 |
5,761.7 |
|
R3 |
5,836.7 |
5,813.3 |
5,744.3 |
|
R2 |
5,773.7 |
5,773.7 |
5,738.6 |
|
R1 |
5,750.3 |
5,750.3 |
5,732.8 |
5,762.0 |
PP |
5,710.7 |
5,710.7 |
5,710.7 |
5,716.5 |
S1 |
5,687.3 |
5,687.3 |
5,721.2 |
5,699.0 |
S2 |
5,647.7 |
5,647.7 |
5,715.5 |
|
S3 |
5,584.7 |
5,624.3 |
5,709.7 |
|
S4 |
5,521.7 |
5,561.3 |
5,692.4 |
|
|
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 |
5,855.0 |
5,637.0 |
218.0 |
3.8% |
70.0 |
1.2% |
41% |
False |
False |
16,589 |
10 |
6,004.0 |
5,637.0 |
367.0 |
6.4% |
72.0 |
1.3% |
25% |
False |
False |
18,568 |
20 |
6,004.0 |
5,583.0 |
421.0 |
7.4% |
81.2 |
1.4% |
34% |
False |
False |
20,851 |
40 |
6,004.0 |
5,343.0 |
661.0 |
11.5% |
85.3 |
1.5% |
58% |
False |
False |
21,123 |
60 |
6,004.0 |
5,090.0 |
914.0 |
16.0% |
85.2 |
1.5% |
70% |
False |
False |
21,210 |
80 |
6,004.0 |
5,090.0 |
914.0 |
16.0% |
73.8 |
1.3% |
70% |
False |
False |
15,931 |
100 |
6,195.0 |
5,090.0 |
1,105.0 |
19.3% |
75.6 |
1.3% |
58% |
False |
False |
12,787 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,001.8 |
2.618 |
5,898.9 |
1.618 |
5,835.9 |
1.000 |
5,797.0 |
0.618 |
5,772.9 |
HIGH |
5,734.0 |
0.618 |
5,709.9 |
0.500 |
5,702.5 |
0.382 |
5,695.1 |
LOW |
5,671.0 |
0.618 |
5,632.1 |
1.000 |
5,608.0 |
1.618 |
5,569.1 |
2.618 |
5,506.1 |
4.250 |
5,403.3 |
|
|
Fisher Pivots for day following 29-May-2008 |
Pivot |
1 day |
3 day |
R1 |
5,718.8 |
5,716.7 |
PP |
5,710.7 |
5,706.3 |
S1 |
5,702.5 |
5,696.0 |
|