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 |
6,081.0 |
6,114.5 |
33.5 |
0.6% |
6,330.0 |
High |
6,128.0 |
6,135.0 |
7.0 |
0.1% |
6,396.0 |
Low |
6,053.5 |
6,042.0 |
-11.5 |
-0.2% |
6,083.5 |
Close |
6,069.5 |
6,074.5 |
5.0 |
0.1% |
6,107.0 |
Range |
74.5 |
93.0 |
18.5 |
24.8% |
312.5 |
ATR |
100.2 |
99.7 |
-0.5 |
-0.5% |
0.0 |
Volume |
76,567 |
73,743 |
-2,824 |
-3.7% |
525,565 |
|
Daily Pivots for day following 29-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,363.0 |
6,311.5 |
6,125.5 |
|
R3 |
6,270.0 |
6,218.5 |
6,100.0 |
|
R2 |
6,177.0 |
6,177.0 |
6,091.5 |
|
R1 |
6,125.5 |
6,125.5 |
6,083.0 |
6,105.0 |
PP |
6,084.0 |
6,084.0 |
6,084.0 |
6,073.5 |
S1 |
6,032.5 |
6,032.5 |
6,066.0 |
6,012.0 |
S2 |
5,991.0 |
5,991.0 |
6,057.5 |
|
S3 |
5,898.0 |
5,939.5 |
6,049.0 |
|
S4 |
5,805.0 |
5,846.5 |
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 |
6,232.0 |
6,042.0 |
190.0 |
3.1% |
90.5 |
1.5% |
17% |
False |
True |
84,811 |
10 |
6,396.0 |
6,042.0 |
354.0 |
5.8% |
97.5 |
1.6% |
9% |
False |
True |
97,015 |
20 |
6,396.0 |
6,041.5 |
354.5 |
5.8% |
94.0 |
1.6% |
9% |
False |
False |
76,990 |
40 |
6,396.0 |
5,832.0 |
564.0 |
9.3% |
92.5 |
1.5% |
43% |
False |
False |
88,515 |
60 |
6,396.0 |
5,424.5 |
971.5 |
16.0% |
100.0 |
1.6% |
67% |
False |
False |
84,866 |
80 |
6,396.0 |
5,424.5 |
971.5 |
16.0% |
100.0 |
1.7% |
67% |
False |
False |
63,757 |
100 |
6,431.5 |
5,325.0 |
1,106.5 |
18.2% |
105.0 |
1.7% |
68% |
False |
False |
51,067 |
120 |
6,643.5 |
5,325.0 |
1,318.5 |
21.7% |
93.0 |
1.5% |
57% |
False |
False |
42,559 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,530.0 |
2.618 |
6,378.5 |
1.618 |
6,285.5 |
1.000 |
6,228.0 |
0.618 |
6,192.5 |
HIGH |
6,135.0 |
0.618 |
6,099.5 |
0.500 |
6,088.5 |
0.382 |
6,077.5 |
LOW |
6,042.0 |
0.618 |
5,984.5 |
1.000 |
5,949.0 |
1.618 |
5,891.5 |
2.618 |
5,798.5 |
4.250 |
5,647.0 |
|
|
Fisher Pivots for day following 29-May-2008 |
Pivot |
1 day |
3 day |
R1 |
6,088.5 |
6,093.0 |
PP |
6,084.0 |
6,087.0 |
S1 |
6,079.0 |
6,080.5 |
|