Trading Metrics calculated at close of trading on 30-May-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2008 |
30-May-2008 |
Change |
Change % |
Previous Week |
Open |
12,588 |
12,623 |
35 |
0.3% |
12,480 |
High |
12,726 |
12,687 |
-39 |
-0.3% |
12,726 |
Low |
12,549 |
12,585 |
36 |
0.3% |
12,438 |
Close |
12,624 |
12,637 |
13 |
0.1% |
12,637 |
Range |
177 |
102 |
-75 |
-42.4% |
288 |
ATR |
176 |
170 |
-5 |
-3.0% |
0 |
Volume |
145,747 |
152,201 |
6,454 |
4.4% |
564,350 |
|
Daily Pivots for day following 30-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,942 |
12,892 |
12,693 |
|
R3 |
12,840 |
12,790 |
12,665 |
|
R2 |
12,738 |
12,738 |
12,656 |
|
R1 |
12,688 |
12,688 |
12,646 |
12,713 |
PP |
12,636 |
12,636 |
12,636 |
12,649 |
S1 |
12,586 |
12,586 |
12,628 |
12,611 |
S2 |
12,534 |
12,534 |
12,618 |
|
S3 |
12,432 |
12,484 |
12,609 |
|
S4 |
12,330 |
12,382 |
12,581 |
|
|
Weekly Pivots for week ending 30-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,464 |
13,339 |
12,796 |
|
R3 |
13,176 |
13,051 |
12,716 |
|
R2 |
12,888 |
12,888 |
12,690 |
|
R1 |
12,763 |
12,763 |
12,664 |
12,826 |
PP |
12,600 |
12,600 |
12,600 |
12,632 |
S1 |
12,475 |
12,475 |
12,611 |
12,538 |
S2 |
12,312 |
12,312 |
12,584 |
|
S3 |
12,024 |
12,187 |
12,558 |
|
S4 |
11,736 |
11,899 |
12,479 |
|
|
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% |
140 |
1.1% |
69% |
False |
False |
142,086 |
10 |
13,140 |
12,438 |
702 |
5.6% |
168 |
1.3% |
28% |
False |
False |
153,993 |
20 |
13,140 |
12,438 |
702 |
5.6% |
166 |
1.3% |
28% |
False |
False |
148,244 |
40 |
13,140 |
12,262 |
878 |
6.9% |
173 |
1.4% |
43% |
False |
False |
143,691 |
60 |
13,140 |
11,671 |
1,469 |
11.6% |
212 |
1.7% |
66% |
False |
False |
141,136 |
80 |
13,140 |
11,671 |
1,469 |
11.6% |
209 |
1.7% |
66% |
False |
False |
105,883 |
100 |
13,140 |
11,542 |
1,598 |
12.6% |
215 |
1.7% |
69% |
False |
False |
84,712 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,121 |
2.618 |
12,954 |
1.618 |
12,852 |
1.000 |
12,789 |
0.618 |
12,750 |
HIGH |
12,687 |
0.618 |
12,648 |
0.500 |
12,636 |
0.382 |
12,624 |
LOW |
12,585 |
0.618 |
12,522 |
1.000 |
12,483 |
1.618 |
12,420 |
2.618 |
12,318 |
4.250 |
12,152 |
|
|
Fisher Pivots for day following 30-May-2008 |
Pivot |
1 day |
3 day |
R1 |
12,637 |
12,628 |
PP |
12,636 |
12,618 |
S1 |
12,636 |
12,609 |
|