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 |
7,065.0 |
7,123.0 |
58.0 |
0.8% |
7,314.0 |
High |
7,177.0 |
7,193.5 |
16.5 |
0.2% |
7,340.0 |
Low |
7,050.5 |
7,097.5 |
47.0 |
0.7% |
7,030.0 |
Close |
7,135.5 |
7,156.0 |
20.5 |
0.3% |
7,043.0 |
Range |
126.5 |
96.0 |
-30.5 |
-24.1% |
310.0 |
ATR |
110.7 |
109.7 |
-1.1 |
-1.0% |
0.0 |
Volume |
901 |
1,108 |
207 |
23.0% |
2,592 |
|
Daily Pivots for day following 29-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,437.0 |
7,392.5 |
7,208.8 |
|
R3 |
7,341.0 |
7,296.5 |
7,182.4 |
|
R2 |
7,245.0 |
7,245.0 |
7,173.6 |
|
R1 |
7,200.5 |
7,200.5 |
7,164.8 |
7,222.8 |
PP |
7,149.0 |
7,149.0 |
7,149.0 |
7,160.1 |
S1 |
7,104.5 |
7,104.5 |
7,147.2 |
7,126.8 |
S2 |
7,053.0 |
7,053.0 |
7,138.4 |
|
S3 |
6,957.0 |
7,008.5 |
7,129.6 |
|
S4 |
6,861.0 |
6,912.5 |
7,103.2 |
|
|
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 |
7,193.5 |
7,004.0 |
189.5 |
2.6% |
96.7 |
1.4% |
80% |
True |
False |
608 |
10 |
7,340.0 |
7,004.0 |
336.0 |
4.7% |
102.1 |
1.4% |
45% |
False |
False |
563 |
20 |
7,340.0 |
7,004.0 |
336.0 |
4.7% |
91.0 |
1.3% |
45% |
False |
False |
430 |
40 |
7,340.0 |
6,649.0 |
691.0 |
9.7% |
98.2 |
1.4% |
73% |
False |
False |
419 |
60 |
7,340.0 |
6,306.5 |
1,033.5 |
14.4% |
112.2 |
1.6% |
82% |
False |
False |
1,027 |
80 |
7,340.0 |
6,306.5 |
1,033.5 |
14.4% |
115.7 |
1.6% |
82% |
False |
False |
878 |
100 |
8,164.5 |
6,306.5 |
1,858.0 |
26.0% |
125.5 |
1.8% |
46% |
False |
False |
755 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,601.5 |
2.618 |
7,444.8 |
1.618 |
7,348.8 |
1.000 |
7,289.5 |
0.618 |
7,252.8 |
HIGH |
7,193.5 |
0.618 |
7,156.8 |
0.500 |
7,145.5 |
0.382 |
7,134.2 |
LOW |
7,097.5 |
0.618 |
7,038.2 |
1.000 |
7,001.5 |
1.618 |
6,942.2 |
2.618 |
6,846.2 |
4.250 |
6,689.5 |
|
|
Fisher Pivots for day following 29-May-2008 |
Pivot |
1 day |
3 day |
R1 |
7,152.5 |
7,136.9 |
PP |
7,149.0 |
7,117.8 |
S1 |
7,145.5 |
7,098.8 |
|