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 |
12,553 |
12,588 |
35 |
0.3% |
12,986 |
High |
12,614 |
12,726 |
112 |
0.9% |
13,140 |
Low |
12,492 |
12,549 |
57 |
0.5% |
12,460 |
Close |
12,599 |
12,624 |
25 |
0.2% |
12,471 |
Range |
122 |
177 |
55 |
45.1% |
680 |
ATR |
176 |
176 |
0 |
0.1% |
0 |
Volume |
138,034 |
145,747 |
7,713 |
5.6% |
835,356 |
|
Daily Pivots for day following 29-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,164 |
13,071 |
12,721 |
|
R3 |
12,987 |
12,894 |
12,673 |
|
R2 |
12,810 |
12,810 |
12,657 |
|
R1 |
12,717 |
12,717 |
12,640 |
12,764 |
PP |
12,633 |
12,633 |
12,633 |
12,656 |
S1 |
12,540 |
12,540 |
12,608 |
12,587 |
S2 |
12,456 |
12,456 |
12,592 |
|
S3 |
12,279 |
12,363 |
12,575 |
|
S4 |
12,102 |
12,186 |
12,527 |
|
|
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 |
12,726 |
12,438 |
288 |
2.3% |
136 |
1.1% |
65% |
True |
False |
152,678 |
10 |
13,140 |
12,438 |
702 |
5.6% |
173 |
1.4% |
26% |
False |
False |
153,761 |
20 |
13,140 |
12,438 |
702 |
5.6% |
173 |
1.4% |
26% |
False |
False |
149,643 |
40 |
13,140 |
12,262 |
878 |
7.0% |
174 |
1.4% |
41% |
False |
False |
144,027 |
60 |
13,140 |
11,671 |
1,469 |
11.6% |
214 |
1.7% |
65% |
False |
False |
138,605 |
80 |
13,140 |
11,671 |
1,469 |
11.6% |
210 |
1.7% |
65% |
False |
False |
103,982 |
100 |
13,140 |
11,542 |
1,598 |
12.7% |
215 |
1.7% |
68% |
False |
False |
83,190 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,478 |
2.618 |
13,190 |
1.618 |
13,013 |
1.000 |
12,903 |
0.618 |
12,836 |
HIGH |
12,726 |
0.618 |
12,659 |
0.500 |
12,638 |
0.382 |
12,617 |
LOW |
12,549 |
0.618 |
12,440 |
1.000 |
12,372 |
1.618 |
12,263 |
2.618 |
12,086 |
4.250 |
11,797 |
|
|
Fisher Pivots for day following 29-May-2008 |
Pivot |
1 day |
3 day |
R1 |
12,638 |
12,610 |
PP |
12,633 |
12,596 |
S1 |
12,629 |
12,582 |
|