Trading Metrics calculated at close of trading on 30-May-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2008 |
30-May-2008 |
Change |
Change % |
Previous Week |
Open |
5,704.0 |
5,697.0 |
-7.0 |
-0.1% |
5,735.0 |
High |
5,734.0 |
5,713.0 |
-21.0 |
-0.4% |
5,769.0 |
Low |
5,671.0 |
5,653.0 |
-18.0 |
-0.3% |
5,637.0 |
Close |
5,727.0 |
5,706.0 |
-21.0 |
-0.4% |
5,706.0 |
Range |
63.0 |
60.0 |
-3.0 |
-4.8% |
132.0 |
ATR |
91.4 |
90.2 |
-1.2 |
-1.4% |
0.0 |
Volume |
17,489 |
23,376 |
5,887 |
33.7% |
86,543 |
|
Daily Pivots for day following 30-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,870.7 |
5,848.3 |
5,739.0 |
|
R3 |
5,810.7 |
5,788.3 |
5,722.5 |
|
R2 |
5,750.7 |
5,750.7 |
5,717.0 |
|
R1 |
5,728.3 |
5,728.3 |
5,711.5 |
5,739.5 |
PP |
5,690.7 |
5,690.7 |
5,690.7 |
5,696.3 |
S1 |
5,668.3 |
5,668.3 |
5,700.5 |
5,679.5 |
S2 |
5,630.7 |
5,630.7 |
5,695.0 |
|
S3 |
5,570.7 |
5,608.3 |
5,689.5 |
|
S4 |
5,510.7 |
5,548.3 |
5,673.0 |
|
|
Weekly Pivots for week ending 30-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,100.0 |
6,035.0 |
5,778.6 |
|
R3 |
5,968.0 |
5,903.0 |
5,742.3 |
|
R2 |
5,836.0 |
5,836.0 |
5,730.2 |
|
R1 |
5,771.0 |
5,771.0 |
5,718.1 |
5,737.5 |
PP |
5,704.0 |
5,704.0 |
5,704.0 |
5,687.3 |
S1 |
5,639.0 |
5,639.0 |
5,693.9 |
5,605.5 |
S2 |
5,572.0 |
5,572.0 |
5,681.8 |
|
S3 |
5,440.0 |
5,507.0 |
5,669.7 |
|
S4 |
5,308.0 |
5,375.0 |
5,633.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,769.0 |
5,637.0 |
132.0 |
2.3% |
63.0 |
1.1% |
52% |
False |
False |
17,308 |
10 |
6,004.0 |
5,637.0 |
367.0 |
6.4% |
72.6 |
1.3% |
19% |
False |
False |
19,032 |
20 |
6,004.0 |
5,583.0 |
421.0 |
7.4% |
80.1 |
1.4% |
29% |
False |
False |
20,684 |
40 |
6,004.0 |
5,343.0 |
661.0 |
11.6% |
83.9 |
1.5% |
55% |
False |
False |
21,059 |
60 |
6,004.0 |
5,090.0 |
914.0 |
16.0% |
84.4 |
1.5% |
67% |
False |
False |
21,596 |
80 |
6,004.0 |
5,090.0 |
914.0 |
16.0% |
74.5 |
1.3% |
67% |
False |
False |
16,223 |
100 |
6,150.0 |
5,090.0 |
1,060.0 |
18.6% |
76.2 |
1.3% |
58% |
False |
False |
13,020 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,968.0 |
2.618 |
5,870.1 |
1.618 |
5,810.1 |
1.000 |
5,773.0 |
0.618 |
5,750.1 |
HIGH |
5,713.0 |
0.618 |
5,690.1 |
0.500 |
5,683.0 |
0.382 |
5,675.9 |
LOW |
5,653.0 |
0.618 |
5,615.9 |
1.000 |
5,593.0 |
1.618 |
5,555.9 |
2.618 |
5,495.9 |
4.250 |
5,398.0 |
|
|
Fisher Pivots for day following 30-May-2008 |
Pivot |
1 day |
3 day |
R1 |
5,698.3 |
5,699.8 |
PP |
5,690.7 |
5,693.7 |
S1 |
5,683.0 |
5,687.5 |
|