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 |
7,123.0 |
7,173.5 |
50.5 |
0.7% |
7,043.0 |
High |
7,193.5 |
7,217.0 |
23.5 |
0.3% |
7,217.0 |
Low |
7,097.5 |
7,169.0 |
71.5 |
1.0% |
7,004.0 |
Close |
7,156.0 |
7,183.0 |
27.0 |
0.4% |
7,183.0 |
Range |
96.0 |
48.0 |
-48.0 |
-50.0% |
213.0 |
ATR |
109.7 |
106.2 |
-3.5 |
-3.2% |
0.0 |
Volume |
1,108 |
862 |
-246 |
-22.2% |
3,330 |
|
Daily Pivots for day following 30-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,333.7 |
7,306.3 |
7,209.4 |
|
R3 |
7,285.7 |
7,258.3 |
7,196.2 |
|
R2 |
7,237.7 |
7,237.7 |
7,191.8 |
|
R1 |
7,210.3 |
7,210.3 |
7,187.4 |
7,224.0 |
PP |
7,189.7 |
7,189.7 |
7,189.7 |
7,196.5 |
S1 |
7,162.3 |
7,162.3 |
7,178.6 |
7,176.0 |
S2 |
7,141.7 |
7,141.7 |
7,174.2 |
|
S3 |
7,093.7 |
7,114.3 |
7,169.8 |
|
S4 |
7,045.7 |
7,066.3 |
7,156.6 |
|
|
Weekly Pivots for week ending 30-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,773.7 |
7,691.3 |
7,300.2 |
|
R3 |
7,560.7 |
7,478.3 |
7,241.6 |
|
R2 |
7,347.7 |
7,347.7 |
7,222.1 |
|
R1 |
7,265.3 |
7,265.3 |
7,202.5 |
7,306.5 |
PP |
7,134.7 |
7,134.7 |
7,134.7 |
7,155.3 |
S1 |
7,052.3 |
7,052.3 |
7,163.5 |
7,093.5 |
S2 |
6,921.7 |
6,921.7 |
7,144.0 |
|
S3 |
6,708.7 |
6,839.3 |
7,124.4 |
|
S4 |
6,495.7 |
6,626.3 |
7,065.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,217.0 |
7,004.0 |
213.0 |
3.0% |
81.3 |
1.1% |
84% |
True |
False |
666 |
10 |
7,340.0 |
7,004.0 |
336.0 |
4.7% |
96.7 |
1.3% |
53% |
False |
False |
592 |
20 |
7,340.0 |
7,004.0 |
336.0 |
4.7% |
88.8 |
1.2% |
53% |
False |
False |
462 |
40 |
7,340.0 |
6,649.0 |
691.0 |
9.6% |
97.1 |
1.4% |
77% |
False |
False |
432 |
60 |
7,340.0 |
6,306.5 |
1,033.5 |
14.4% |
110.0 |
1.5% |
85% |
False |
False |
1,040 |
80 |
7,340.0 |
6,306.5 |
1,033.5 |
14.4% |
113.4 |
1.6% |
85% |
False |
False |
886 |
100 |
8,070.0 |
6,306.5 |
1,763.5 |
24.6% |
124.3 |
1.7% |
50% |
False |
False |
758 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,421.0 |
2.618 |
7,342.7 |
1.618 |
7,294.7 |
1.000 |
7,265.0 |
0.618 |
7,246.7 |
HIGH |
7,217.0 |
0.618 |
7,198.7 |
0.500 |
7,193.0 |
0.382 |
7,187.3 |
LOW |
7,169.0 |
0.618 |
7,139.3 |
1.000 |
7,121.0 |
1.618 |
7,091.3 |
2.618 |
7,043.3 |
4.250 |
6,965.0 |
|
|
Fisher Pivots for day following 30-May-2008 |
Pivot |
1 day |
3 day |
R1 |
7,193.0 |
7,166.6 |
PP |
7,189.7 |
7,150.2 |
S1 |
7,186.3 |
7,133.8 |
|