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 |
7,106.0 |
7,145.0 |
39.0 |
0.5% |
7,314.0 |
High |
7,186.0 |
7,155.0 |
-31.0 |
-0.4% |
7,340.0 |
Low |
7,080.0 |
7,030.0 |
-50.0 |
-0.7% |
7,030.0 |
Close |
7,174.5 |
7,043.0 |
-131.5 |
-1.8% |
7,043.0 |
Range |
106.0 |
125.0 |
19.0 |
17.9% |
310.0 |
ATR |
113.8 |
116.0 |
2.2 |
1.9% |
0.0 |
Volume |
747 |
573 |
-174 |
-23.3% |
2,592 |
|
Daily Pivots for day following 23-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,451.0 |
7,372.0 |
7,111.8 |
|
R3 |
7,326.0 |
7,247.0 |
7,077.4 |
|
R2 |
7,201.0 |
7,201.0 |
7,065.9 |
|
R1 |
7,122.0 |
7,122.0 |
7,054.5 |
7,099.0 |
PP |
7,076.0 |
7,076.0 |
7,076.0 |
7,064.5 |
S1 |
6,997.0 |
6,997.0 |
7,031.5 |
6,974.0 |
S2 |
6,951.0 |
6,951.0 |
7,020.1 |
|
S3 |
6,826.0 |
6,872.0 |
7,008.6 |
|
S4 |
6,701.0 |
6,747.0 |
6,974.3 |
|
|
Weekly Pivots for week ending 23-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,067.7 |
7,865.3 |
7,213.5 |
|
R3 |
7,757.7 |
7,555.3 |
7,128.3 |
|
R2 |
7,447.7 |
7,447.7 |
7,099.8 |
|
R1 |
7,245.3 |
7,245.3 |
7,071.4 |
7,191.5 |
PP |
7,137.7 |
7,137.7 |
7,137.7 |
7,110.8 |
S1 |
6,935.3 |
6,935.3 |
7,014.6 |
6,881.5 |
S2 |
6,827.7 |
6,827.7 |
6,986.2 |
|
S3 |
6,517.7 |
6,625.3 |
6,957.8 |
|
S4 |
6,207.7 |
6,315.3 |
6,872.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,340.0 |
7,030.0 |
310.0 |
4.4% |
112.0 |
1.6% |
4% |
False |
True |
518 |
10 |
7,340.0 |
7,030.0 |
310.0 |
4.4% |
100.0 |
1.4% |
4% |
False |
True |
468 |
20 |
7,340.0 |
6,974.5 |
365.5 |
5.2% |
88.0 |
1.2% |
19% |
False |
False |
369 |
40 |
7,340.0 |
6,560.0 |
780.0 |
11.1% |
105.1 |
1.5% |
62% |
False |
False |
442 |
60 |
7,340.0 |
6,306.5 |
1,033.5 |
14.7% |
113.8 |
1.6% |
71% |
False |
False |
1,035 |
80 |
7,340.0 |
6,306.5 |
1,033.5 |
14.7% |
116.8 |
1.7% |
71% |
False |
False |
870 |
100 |
8,211.5 |
6,306.5 |
1,905.0 |
27.0% |
125.4 |
1.8% |
39% |
False |
False |
740 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,686.3 |
2.618 |
7,482.3 |
1.618 |
7,357.3 |
1.000 |
7,280.0 |
0.618 |
7,232.3 |
HIGH |
7,155.0 |
0.618 |
7,107.3 |
0.500 |
7,092.5 |
0.382 |
7,077.8 |
LOW |
7,030.0 |
0.618 |
6,952.8 |
1.000 |
6,905.0 |
1.618 |
6,827.8 |
2.618 |
6,702.8 |
4.250 |
6,498.8 |
|
|
Fisher Pivots for day following 23-May-2008 |
Pivot |
1 day |
3 day |
R1 |
7,092.5 |
7,142.0 |
PP |
7,076.0 |
7,109.0 |
S1 |
7,059.5 |
7,076.0 |
|