Trading Metrics calculated at close of trading on 22-May-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2008 |
22-May-2008 |
Change |
Change % |
Previous Week |
Open |
6,223.0 |
6,173.5 |
-49.5 |
-0.8% |
6,215.0 |
High |
6,266.5 |
6,232.0 |
-34.5 |
-0.6% |
6,359.5 |
Low |
6,189.5 |
6,156.5 |
-33.0 |
-0.5% |
6,139.5 |
Close |
6,197.0 |
6,177.0 |
-20.0 |
-0.3% |
6,293.0 |
Range |
77.0 |
75.5 |
-1.5 |
-1.9% |
220.0 |
ATR |
103.9 |
101.9 |
-2.0 |
-2.0% |
0.0 |
Volume |
140,745 |
95,713 |
-45,032 |
-32.0% |
474,053 |
|
Daily Pivots for day following 22-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,415.0 |
6,371.5 |
6,218.5 |
|
R3 |
6,339.5 |
6,296.0 |
6,198.0 |
|
R2 |
6,264.0 |
6,264.0 |
6,191.0 |
|
R1 |
6,220.5 |
6,220.5 |
6,184.0 |
6,242.0 |
PP |
6,188.5 |
6,188.5 |
6,188.5 |
6,199.5 |
S1 |
6,145.0 |
6,145.0 |
6,170.0 |
6,167.0 |
S2 |
6,113.0 |
6,113.0 |
6,163.0 |
|
S3 |
6,037.5 |
6,069.5 |
6,156.0 |
|
S4 |
5,962.0 |
5,994.0 |
6,135.5 |
|
|
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 |
6,156.5 |
239.5 |
3.9% |
101.0 |
1.6% |
9% |
False |
True |
105,679 |
10 |
6,396.0 |
6,139.5 |
256.5 |
4.2% |
97.5 |
1.6% |
15% |
False |
False |
98,492 |
20 |
6,396.0 |
6,041.5 |
354.5 |
5.7% |
90.0 |
1.5% |
38% |
False |
False |
81,215 |
40 |
6,396.0 |
5,597.5 |
798.5 |
12.9% |
96.0 |
1.6% |
73% |
False |
False |
91,946 |
60 |
6,396.0 |
5,424.5 |
971.5 |
15.7% |
100.5 |
1.6% |
77% |
False |
False |
79,415 |
80 |
6,396.0 |
5,424.5 |
971.5 |
15.7% |
99.5 |
1.6% |
77% |
False |
False |
59,658 |
100 |
6,559.5 |
5,325.0 |
1,234.5 |
20.0% |
105.5 |
1.7% |
69% |
False |
False |
47,784 |
120 |
6,643.5 |
5,325.0 |
1,318.5 |
21.3% |
90.5 |
1.5% |
65% |
False |
False |
39,826 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,553.0 |
2.618 |
6,429.5 |
1.618 |
6,354.0 |
1.000 |
6,307.5 |
0.618 |
6,278.5 |
HIGH |
6,232.0 |
0.618 |
6,203.0 |
0.500 |
6,194.0 |
0.382 |
6,185.5 |
LOW |
6,156.5 |
0.618 |
6,110.0 |
1.000 |
6,081.0 |
1.618 |
6,034.5 |
2.618 |
5,959.0 |
4.250 |
5,835.5 |
|
|
Fisher Pivots for day following 22-May-2008 |
Pivot |
1 day |
3 day |
R1 |
6,194.0 |
6,259.5 |
PP |
6,188.5 |
6,232.0 |
S1 |
6,183.0 |
6,204.5 |
|