Trading Metrics calculated at close of trading on 23-May-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2008 |
23-May-2008 |
Change |
Change % |
Previous Week |
Open |
12,626 |
12,616 |
-10 |
-0.1% |
12,986 |
High |
12,673 |
12,626 |
-47 |
-0.4% |
13,140 |
Low |
12,592 |
12,460 |
-132 |
-1.0% |
12,460 |
Close |
12,616 |
12,471 |
-145 |
-1.1% |
12,471 |
Range |
81 |
166 |
85 |
104.9% |
680 |
ATR |
185 |
183 |
-1 |
-0.7% |
0 |
Volume |
205,164 |
146,081 |
-59,083 |
-28.8% |
835,356 |
|
Daily Pivots for day following 23-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,017 |
12,910 |
12,562 |
|
R3 |
12,851 |
12,744 |
12,517 |
|
R2 |
12,685 |
12,685 |
12,502 |
|
R1 |
12,578 |
12,578 |
12,486 |
12,549 |
PP |
12,519 |
12,519 |
12,519 |
12,504 |
S1 |
12,412 |
12,412 |
12,456 |
12,383 |
S2 |
12,353 |
12,353 |
12,441 |
|
S3 |
12,187 |
12,246 |
12,425 |
|
S4 |
12,021 |
12,080 |
12,380 |
|
|
Weekly Pivots for week ending 23-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,730 |
14,281 |
12,845 |
|
R3 |
14,050 |
13,601 |
12,658 |
|
R2 |
13,370 |
13,370 |
12,596 |
|
R1 |
12,921 |
12,921 |
12,533 |
12,806 |
PP |
12,690 |
12,690 |
12,690 |
12,633 |
S1 |
12,241 |
12,241 |
12,409 |
12,126 |
S2 |
12,010 |
12,010 |
12,346 |
|
S3 |
11,330 |
11,561 |
12,284 |
|
S4 |
10,650 |
10,881 |
12,097 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,140 |
12,460 |
680 |
5.5% |
201 |
1.6% |
2% |
False |
True |
167,071 |
10 |
13,140 |
12,460 |
680 |
5.5% |
181 |
1.5% |
2% |
False |
True |
151,016 |
20 |
13,140 |
12,460 |
680 |
5.5% |
171 |
1.4% |
2% |
False |
True |
146,965 |
40 |
13,140 |
12,158 |
982 |
7.9% |
182 |
1.5% |
32% |
False |
False |
145,341 |
60 |
13,140 |
11,671 |
1,469 |
11.8% |
218 |
1.8% |
54% |
False |
False |
131,748 |
80 |
13,140 |
11,671 |
1,469 |
11.8% |
213 |
1.7% |
54% |
False |
False |
98,831 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,332 |
2.618 |
13,061 |
1.618 |
12,895 |
1.000 |
12,792 |
0.618 |
12,729 |
HIGH |
12,626 |
0.618 |
12,563 |
0.500 |
12,543 |
0.382 |
12,524 |
LOW |
12,460 |
0.618 |
12,358 |
1.000 |
12,294 |
1.618 |
12,192 |
2.618 |
12,026 |
4.250 |
11,755 |
|
|
Fisher Pivots for day following 23-May-2008 |
Pivot |
1 day |
3 day |
R1 |
12,543 |
12,670 |
PP |
12,519 |
12,604 |
S1 |
12,495 |
12,537 |
|