Trading Metrics calculated at close of trading on 28-May-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2008 |
28-May-2008 |
Change |
Change % |
Previous Week |
Open |
7,067.0 |
7,065.0 |
-2.0 |
0.0% |
7,314.0 |
High |
7,094.5 |
7,177.0 |
82.5 |
1.2% |
7,340.0 |
Low |
7,004.0 |
7,050.5 |
46.5 |
0.7% |
7,030.0 |
Close |
7,055.0 |
7,135.5 |
80.5 |
1.1% |
7,043.0 |
Range |
90.5 |
126.5 |
36.0 |
39.8% |
310.0 |
ATR |
109.5 |
110.7 |
1.2 |
1.1% |
0.0 |
Volume |
293 |
901 |
608 |
207.5% |
2,592 |
|
Daily Pivots for day following 28-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,500.5 |
7,444.5 |
7,205.1 |
|
R3 |
7,374.0 |
7,318.0 |
7,170.3 |
|
R2 |
7,247.5 |
7,247.5 |
7,158.7 |
|
R1 |
7,191.5 |
7,191.5 |
7,147.1 |
7,219.5 |
PP |
7,121.0 |
7,121.0 |
7,121.0 |
7,135.0 |
S1 |
7,065.0 |
7,065.0 |
7,123.9 |
7,093.0 |
S2 |
6,994.5 |
6,994.5 |
7,112.3 |
|
S3 |
6,868.0 |
6,938.5 |
7,100.7 |
|
S4 |
6,741.5 |
6,812.0 |
7,065.9 |
|
|
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 |
7,186.0 |
7,004.0 |
182.0 |
2.6% |
98.7 |
1.4% |
72% |
False |
False |
536 |
10 |
7,340.0 |
7,004.0 |
336.0 |
4.7% |
102.3 |
1.4% |
39% |
False |
False |
502 |
20 |
7,340.0 |
6,974.5 |
365.5 |
5.1% |
91.4 |
1.3% |
44% |
False |
False |
394 |
40 |
7,340.0 |
6,649.0 |
691.0 |
9.7% |
97.7 |
1.4% |
70% |
False |
False |
405 |
60 |
7,340.0 |
6,306.5 |
1,033.5 |
14.5% |
111.9 |
1.6% |
80% |
False |
False |
1,012 |
80 |
7,340.0 |
6,306.5 |
1,033.5 |
14.5% |
115.7 |
1.6% |
80% |
False |
False |
867 |
100 |
8,164.5 |
6,306.5 |
1,858.0 |
26.0% |
125.2 |
1.8% |
45% |
False |
False |
747 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,714.6 |
2.618 |
7,508.2 |
1.618 |
7,381.7 |
1.000 |
7,303.5 |
0.618 |
7,255.2 |
HIGH |
7,177.0 |
0.618 |
7,128.7 |
0.500 |
7,113.8 |
0.382 |
7,098.8 |
LOW |
7,050.5 |
0.618 |
6,972.3 |
1.000 |
6,924.0 |
1.618 |
6,845.8 |
2.618 |
6,719.3 |
4.250 |
6,512.9 |
|
|
Fisher Pivots for day following 28-May-2008 |
Pivot |
1 day |
3 day |
R1 |
7,128.3 |
7,120.5 |
PP |
7,121.0 |
7,105.5 |
S1 |
7,113.8 |
7,090.5 |
|