Trading Metrics calculated at close of trading on 27-May-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2008 |
27-May-2008 |
Change |
Change % |
Previous Week |
Open |
6,199.0 |
6,123.0 |
-76.0 |
-1.2% |
6,330.0 |
High |
6,199.0 |
6,144.0 |
-55.0 |
-0.9% |
6,396.0 |
Low |
6,083.5 |
6,050.0 |
-33.5 |
-0.6% |
6,083.5 |
Close |
6,107.0 |
6,075.0 |
-32.0 |
-0.5% |
6,107.0 |
Range |
115.5 |
94.0 |
-21.5 |
-18.6% |
312.5 |
ATR |
102.9 |
102.2 |
-0.6 |
-0.6% |
0.0 |
Volume |
95,127 |
82,908 |
-12,219 |
-12.8% |
525,565 |
|
Daily Pivots for day following 27-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,371.5 |
6,317.5 |
6,126.5 |
|
R3 |
6,277.5 |
6,223.5 |
6,101.0 |
|
R2 |
6,183.5 |
6,183.5 |
6,092.0 |
|
R1 |
6,129.5 |
6,129.5 |
6,083.5 |
6,109.5 |
PP |
6,089.5 |
6,089.5 |
6,089.5 |
6,080.0 |
S1 |
6,035.5 |
6,035.5 |
6,066.5 |
6,015.5 |
S2 |
5,995.5 |
5,995.5 |
6,058.0 |
|
S3 |
5,901.5 |
5,941.5 |
6,049.0 |
|
S4 |
5,807.5 |
5,847.5 |
6,023.5 |
|
|
Weekly Pivots for week ending 23-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,133.0 |
6,932.5 |
6,279.0 |
|
R3 |
6,820.5 |
6,620.0 |
6,193.0 |
|
R2 |
6,508.0 |
6,508.0 |
6,164.5 |
|
R1 |
6,307.5 |
6,307.5 |
6,135.5 |
6,251.5 |
PP |
6,195.5 |
6,195.5 |
6,195.5 |
6,167.5 |
S1 |
5,995.0 |
5,995.0 |
6,078.5 |
5,939.0 |
S2 |
5,883.0 |
5,883.0 |
6,049.5 |
|
S3 |
5,570.5 |
5,682.5 |
6,021.0 |
|
S4 |
5,258.0 |
5,370.0 |
5,935.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,362.5 |
6,050.0 |
312.5 |
5.1% |
108.0 |
1.8% |
8% |
False |
True |
96,774 |
10 |
6,396.0 |
6,050.0 |
346.0 |
5.7% |
103.0 |
1.7% |
7% |
False |
True |
99,337 |
20 |
6,396.0 |
6,041.5 |
354.5 |
5.8% |
95.0 |
1.6% |
9% |
False |
False |
77,761 |
40 |
6,396.0 |
5,680.0 |
716.0 |
11.8% |
96.0 |
1.6% |
55% |
False |
False |
91,433 |
60 |
6,396.0 |
5,424.5 |
971.5 |
16.0% |
100.5 |
1.7% |
67% |
False |
False |
82,371 |
80 |
6,396.0 |
5,424.5 |
971.5 |
16.0% |
99.5 |
1.6% |
67% |
False |
False |
61,879 |
100 |
6,559.5 |
5,325.0 |
1,234.5 |
20.3% |
105.5 |
1.7% |
61% |
False |
False |
49,564 |
120 |
6,643.5 |
5,325.0 |
1,318.5 |
21.7% |
91.5 |
1.5% |
57% |
False |
False |
41,309 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,543.5 |
2.618 |
6,390.0 |
1.618 |
6,296.0 |
1.000 |
6,238.0 |
0.618 |
6,202.0 |
HIGH |
6,144.0 |
0.618 |
6,108.0 |
0.500 |
6,097.0 |
0.382 |
6,086.0 |
LOW |
6,050.0 |
0.618 |
5,992.0 |
1.000 |
5,956.0 |
1.618 |
5,898.0 |
2.618 |
5,804.0 |
4.250 |
5,650.5 |
|
|
Fisher Pivots for day following 27-May-2008 |
Pivot |
1 day |
3 day |
R1 |
6,097.0 |
6,141.0 |
PP |
6,089.5 |
6,119.0 |
S1 |
6,082.5 |
6,097.0 |
|