Trading Metrics calculated at close of trading on 26-May-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2008 |
26-May-2008 |
Change |
Change % |
Previous Week |
Open |
7,145.0 |
7,043.0 |
-102.0 |
-1.4% |
7,314.0 |
High |
7,155.0 |
7,059.5 |
-95.5 |
-1.3% |
7,340.0 |
Low |
7,030.0 |
7,014.0 |
-16.0 |
-0.2% |
7,030.0 |
Close |
7,043.0 |
7,054.5 |
11.5 |
0.2% |
7,043.0 |
Range |
125.0 |
45.5 |
-79.5 |
-63.6% |
310.0 |
ATR |
116.0 |
111.0 |
-5.0 |
-4.3% |
0.0 |
Volume |
573 |
166 |
-407 |
-71.0% |
2,592 |
|
Daily Pivots for day following 26-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,179.2 |
7,162.3 |
7,079.5 |
|
R3 |
7,133.7 |
7,116.8 |
7,067.0 |
|
R2 |
7,088.2 |
7,088.2 |
7,062.8 |
|
R1 |
7,071.3 |
7,071.3 |
7,058.7 |
7,079.8 |
PP |
7,042.7 |
7,042.7 |
7,042.7 |
7,046.9 |
S1 |
7,025.8 |
7,025.8 |
7,050.3 |
7,034.3 |
S2 |
6,997.2 |
6,997.2 |
7,046.2 |
|
S3 |
6,951.7 |
6,980.3 |
7,042.0 |
|
S4 |
6,906.2 |
6,934.8 |
7,029.5 |
|
|
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 |
7,285.0 |
7,014.0 |
271.0 |
3.8% |
108.1 |
1.5% |
15% |
False |
True |
507 |
10 |
7,340.0 |
7,014.0 |
326.0 |
4.6% |
98.3 |
1.4% |
12% |
False |
True |
461 |
20 |
7,340.0 |
6,974.5 |
365.5 |
5.2% |
85.7 |
1.2% |
22% |
False |
False |
360 |
40 |
7,340.0 |
6,560.0 |
780.0 |
11.1% |
103.4 |
1.5% |
63% |
False |
False |
438 |
60 |
7,340.0 |
6,306.5 |
1,033.5 |
14.7% |
113.0 |
1.6% |
72% |
False |
False |
1,034 |
80 |
7,340.0 |
6,306.5 |
1,033.5 |
14.7% |
116.2 |
1.6% |
72% |
False |
False |
870 |
100 |
8,192.0 |
6,306.5 |
1,885.5 |
26.7% |
125.3 |
1.8% |
40% |
False |
False |
741 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,252.9 |
2.618 |
7,178.6 |
1.618 |
7,133.1 |
1.000 |
7,105.0 |
0.618 |
7,087.6 |
HIGH |
7,059.5 |
0.618 |
7,042.1 |
0.500 |
7,036.8 |
0.382 |
7,031.4 |
LOW |
7,014.0 |
0.618 |
6,985.9 |
1.000 |
6,968.5 |
1.618 |
6,940.4 |
2.618 |
6,894.9 |
4.250 |
6,820.6 |
|
|
Fisher Pivots for day following 26-May-2008 |
Pivot |
1 day |
3 day |
R1 |
7,048.6 |
7,100.0 |
PP |
7,042.7 |
7,084.8 |
S1 |
7,036.8 |
7,069.7 |
|