Trading Metrics calculated at close of trading on 21-May-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2008 |
21-May-2008 |
Change |
Change % |
Previous Week |
Open |
6,362.0 |
6,223.0 |
-139.0 |
-2.2% |
6,215.0 |
High |
6,362.5 |
6,266.5 |
-96.0 |
-1.5% |
6,359.5 |
Low |
6,185.5 |
6,189.5 |
4.0 |
0.1% |
6,139.5 |
Close |
6,218.0 |
6,197.0 |
-21.0 |
-0.3% |
6,293.0 |
Range |
177.0 |
77.0 |
-100.0 |
-56.5% |
220.0 |
ATR |
106.0 |
103.9 |
-2.1 |
-2.0% |
0.0 |
Volume |
69,381 |
140,745 |
71,364 |
102.9% |
474,053 |
|
Daily Pivots for day following 21-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,448.5 |
6,400.0 |
6,239.5 |
|
R3 |
6,371.5 |
6,323.0 |
6,218.0 |
|
R2 |
6,294.5 |
6,294.5 |
6,211.0 |
|
R1 |
6,246.0 |
6,246.0 |
6,204.0 |
6,232.0 |
PP |
6,217.5 |
6,217.5 |
6,217.5 |
6,210.5 |
S1 |
6,169.0 |
6,169.0 |
6,190.0 |
6,155.0 |
S2 |
6,140.5 |
6,140.5 |
6,183.0 |
|
S3 |
6,063.5 |
6,092.0 |
6,176.0 |
|
S4 |
5,986.5 |
6,015.0 |
6,154.5 |
|
|
Weekly Pivots for week ending 16-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,924.0 |
6,828.5 |
6,414.0 |
|
R3 |
6,704.0 |
6,608.5 |
6,353.5 |
|
R2 |
6,484.0 |
6,484.0 |
6,333.5 |
|
R1 |
6,388.5 |
6,388.5 |
6,313.0 |
6,436.0 |
PP |
6,264.0 |
6,264.0 |
6,264.0 |
6,288.0 |
S1 |
6,168.5 |
6,168.5 |
6,273.0 |
6,216.0 |
S2 |
6,044.0 |
6,044.0 |
6,252.5 |
|
S3 |
5,824.0 |
5,948.5 |
6,232.5 |
|
S4 |
5,604.0 |
5,728.5 |
6,172.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,396.0 |
6,177.5 |
218.5 |
3.5% |
104.0 |
1.7% |
9% |
False |
False |
109,219 |
10 |
6,396.0 |
6,139.5 |
256.5 |
4.1% |
96.0 |
1.5% |
22% |
False |
False |
98,009 |
20 |
6,396.0 |
5,960.5 |
435.5 |
7.0% |
93.5 |
1.5% |
54% |
False |
False |
81,922 |
40 |
6,396.0 |
5,597.5 |
798.5 |
12.9% |
96.5 |
1.6% |
75% |
False |
False |
91,770 |
60 |
6,396.0 |
5,424.5 |
971.5 |
15.7% |
101.0 |
1.6% |
80% |
False |
False |
77,821 |
80 |
6,396.0 |
5,424.5 |
971.5 |
15.7% |
99.0 |
1.6% |
80% |
False |
False |
58,496 |
100 |
6,559.5 |
5,325.0 |
1,234.5 |
19.9% |
104.5 |
1.7% |
71% |
False |
False |
46,827 |
120 |
6,643.5 |
5,325.0 |
1,318.5 |
21.3% |
90.0 |
1.4% |
66% |
False |
False |
39,028 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,594.0 |
2.618 |
6,468.0 |
1.618 |
6,391.0 |
1.000 |
6,343.5 |
0.618 |
6,314.0 |
HIGH |
6,266.5 |
0.618 |
6,237.0 |
0.500 |
6,228.0 |
0.382 |
6,219.0 |
LOW |
6,189.5 |
0.618 |
6,142.0 |
1.000 |
6,112.5 |
1.618 |
6,065.0 |
2.618 |
5,988.0 |
4.250 |
5,862.0 |
|
|
Fisher Pivots for day following 21-May-2008 |
Pivot |
1 day |
3 day |
R1 |
6,228.0 |
6,291.0 |
PP |
6,217.5 |
6,259.5 |
S1 |
6,207.5 |
6,228.0 |
|