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 |
12,616 |
12,480 |
-136 |
-1.1% |
12,986 |
High |
12,626 |
12,572 |
-54 |
-0.4% |
13,140 |
Low |
12,460 |
12,438 |
-22 |
-0.2% |
12,460 |
Close |
12,471 |
12,553 |
82 |
0.7% |
12,471 |
Range |
166 |
134 |
-32 |
-19.3% |
680 |
ATR |
183 |
180 |
-4 |
-1.9% |
0 |
Volume |
146,081 |
128,368 |
-17,713 |
-12.1% |
835,356 |
|
Daily Pivots for day following 27-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,923 |
12,872 |
12,627 |
|
R3 |
12,789 |
12,738 |
12,590 |
|
R2 |
12,655 |
12,655 |
12,578 |
|
R1 |
12,604 |
12,604 |
12,565 |
12,630 |
PP |
12,521 |
12,521 |
12,521 |
12,534 |
S1 |
12,470 |
12,470 |
12,541 |
12,496 |
S2 |
12,387 |
12,387 |
12,529 |
|
S3 |
12,253 |
12,336 |
12,516 |
|
S4 |
12,119 |
12,202 |
12,479 |
|
|
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 |
13,047 |
12,438 |
609 |
4.9% |
193 |
1.5% |
19% |
False |
True |
164,600 |
10 |
13,140 |
12,438 |
702 |
5.6% |
178 |
1.4% |
16% |
False |
True |
150,867 |
20 |
13,140 |
12,438 |
702 |
5.6% |
174 |
1.4% |
16% |
False |
True |
145,905 |
40 |
13,140 |
12,195 |
945 |
7.5% |
181 |
1.4% |
38% |
False |
False |
145,103 |
60 |
13,140 |
11,671 |
1,469 |
11.7% |
215 |
1.7% |
60% |
False |
False |
133,885 |
80 |
13,140 |
11,671 |
1,469 |
11.7% |
212 |
1.7% |
60% |
False |
False |
100,435 |
100 |
13,250 |
11,542 |
1,708 |
13.6% |
216 |
1.7% |
59% |
False |
False |
80,353 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,142 |
2.618 |
12,923 |
1.618 |
12,789 |
1.000 |
12,706 |
0.618 |
12,655 |
HIGH |
12,572 |
0.618 |
12,521 |
0.500 |
12,505 |
0.382 |
12,489 |
LOW |
12,438 |
0.618 |
12,355 |
1.000 |
12,304 |
1.618 |
12,221 |
2.618 |
12,087 |
4.250 |
11,869 |
|
|
Fisher Pivots for day following 27-May-2008 |
Pivot |
1 day |
3 day |
R1 |
12,537 |
12,556 |
PP |
12,521 |
12,555 |
S1 |
12,505 |
12,554 |
|