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 |
13,041 |
12,845 |
-196 |
-1.5% |
12,740 |
High |
13,047 |
12,880 |
-167 |
-1.3% |
13,033 |
Low |
12,775 |
12,571 |
-204 |
-1.6% |
12,730 |
Close |
12,850 |
12,619 |
-231 |
-1.8% |
12,983 |
Range |
272 |
309 |
37 |
13.6% |
303 |
ATR |
184 |
192 |
9 |
4.9% |
0 |
Volume |
158,435 |
184,955 |
26,520 |
16.7% |
674,810 |
|
Daily Pivots for day following 21-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,617 |
13,427 |
12,789 |
|
R3 |
13,308 |
13,118 |
12,704 |
|
R2 |
12,999 |
12,999 |
12,676 |
|
R1 |
12,809 |
12,809 |
12,647 |
12,750 |
PP |
12,690 |
12,690 |
12,690 |
12,660 |
S1 |
12,500 |
12,500 |
12,591 |
12,441 |
S2 |
12,381 |
12,381 |
12,562 |
|
S3 |
12,072 |
12,191 |
12,534 |
|
S4 |
11,763 |
11,882 |
12,449 |
|
|
Weekly Pivots for week ending 16-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,824 |
13,707 |
13,150 |
|
R3 |
13,521 |
13,404 |
13,066 |
|
R2 |
13,218 |
13,218 |
13,039 |
|
R1 |
13,101 |
13,101 |
13,011 |
13,160 |
PP |
12,915 |
12,915 |
12,915 |
12,945 |
S1 |
12,798 |
12,798 |
12,955 |
12,857 |
S2 |
12,612 |
12,612 |
12,928 |
|
S3 |
12,309 |
12,495 |
12,900 |
|
S4 |
12,006 |
12,192 |
12,816 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,140 |
12,571 |
569 |
4.5% |
209 |
1.7% |
8% |
False |
True |
154,844 |
10 |
13,140 |
12,571 |
569 |
4.5% |
179 |
1.4% |
8% |
False |
True |
146,711 |
20 |
13,140 |
12,571 |
569 |
4.5% |
181 |
1.4% |
8% |
False |
True |
145,774 |
40 |
13,140 |
12,158 |
982 |
7.8% |
186 |
1.5% |
47% |
False |
False |
144,706 |
60 |
13,140 |
11,671 |
1,469 |
11.6% |
219 |
1.7% |
65% |
False |
False |
125,897 |
80 |
13,140 |
11,671 |
1,469 |
11.6% |
218 |
1.7% |
65% |
False |
False |
94,441 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,193 |
2.618 |
13,689 |
1.618 |
13,380 |
1.000 |
13,189 |
0.618 |
13,071 |
HIGH |
12,880 |
0.618 |
12,762 |
0.500 |
12,726 |
0.382 |
12,689 |
LOW |
12,571 |
0.618 |
12,380 |
1.000 |
12,262 |
1.618 |
12,071 |
2.618 |
11,762 |
4.250 |
11,258 |
|
|
Fisher Pivots for day following 21-May-2008 |
Pivot |
1 day |
3 day |
R1 |
12,726 |
12,856 |
PP |
12,690 |
12,777 |
S1 |
12,655 |
12,698 |
|