Trading Metrics calculated at close of trading on 22-May-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2008 |
22-May-2008 |
Change |
Change % |
Previous Week |
Open |
12,824.94 |
12,597.69 |
-227.25 |
-1.8% |
12,745.55 |
High |
12,862.47 |
12,669.34 |
-193.13 |
-1.5% |
13,001.94 |
Low |
12,573.67 |
12,591.34 |
17.67 |
0.1% |
12,740.50 |
Close |
12,601.19 |
12,625.62 |
24.43 |
0.2% |
12,986.80 |
Range |
288.80 |
78.00 |
-210.80 |
-73.0% |
261.44 |
ATR |
177.41 |
170.31 |
-7.10 |
-4.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,862.77 |
12,822.19 |
12,668.52 |
|
R3 |
12,784.77 |
12,744.19 |
12,647.07 |
|
R2 |
12,706.77 |
12,706.77 |
12,639.92 |
|
R1 |
12,666.19 |
12,666.19 |
12,632.77 |
12,686.48 |
PP |
12,628.77 |
12,628.77 |
12,628.77 |
12,638.91 |
S1 |
12,588.19 |
12,588.19 |
12,618.47 |
12,608.48 |
S2 |
12,550.77 |
12,550.77 |
12,611.32 |
|
S3 |
12,472.77 |
12,510.19 |
12,604.17 |
|
S4 |
12,394.77 |
12,432.19 |
12,582.72 |
|
|
Weekly Pivots for week ending 16-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,694.07 |
13,601.87 |
13,130.59 |
|
R3 |
13,432.63 |
13,340.43 |
13,058.70 |
|
R2 |
13,171.19 |
13,171.19 |
13,034.73 |
|
R1 |
13,078.99 |
13,078.99 |
13,010.77 |
13,125.09 |
PP |
12,909.75 |
12,909.75 |
12,909.75 |
12,932.80 |
S1 |
12,817.55 |
12,817.55 |
12,962.83 |
12,863.65 |
S2 |
12,648.31 |
12,648.31 |
12,938.87 |
|
S3 |
12,386.87 |
12,556.11 |
12,914.90 |
|
S4 |
12,125.43 |
12,294.67 |
12,843.01 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,136.69 |
12,573.67 |
563.02 |
4.5% |
178.49 |
1.4% |
9% |
False |
False |
|
10 |
13,136.69 |
12,573.67 |
563.02 |
4.5% |
162.54 |
1.3% |
9% |
False |
False |
|
20 |
13,136.69 |
12,573.67 |
563.02 |
4.5% |
160.16 |
1.3% |
9% |
False |
False |
|
40 |
13,136.69 |
12,176.11 |
960.58 |
7.6% |
166.35 |
1.3% |
47% |
False |
False |
|
60 |
13,136.69 |
11,731.60 |
1,405.09 |
11.1% |
197.58 |
1.6% |
64% |
False |
False |
|
80 |
13,136.69 |
11,731.60 |
1,405.09 |
11.1% |
203.81 |
1.6% |
64% |
False |
False |
|
100 |
13,364.73 |
11,634.82 |
1,729.91 |
13.7% |
218.00 |
1.7% |
57% |
False |
False |
|
120 |
13,780.11 |
11,634.82 |
2,145.29 |
17.0% |
211.09 |
1.7% |
46% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,000.84 |
2.618 |
12,873.54 |
1.618 |
12,795.54 |
1.000 |
12,747.34 |
0.618 |
12,717.54 |
HIGH |
12,669.34 |
0.618 |
12,639.54 |
0.500 |
12,630.34 |
0.382 |
12,621.14 |
LOW |
12,591.34 |
0.618 |
12,543.14 |
1.000 |
12,513.34 |
1.618 |
12,465.14 |
2.618 |
12,387.14 |
4.250 |
12,259.84 |
|
|
Fisher Pivots for day following 22-May-2008 |
Pivot |
1 day |
3 day |
R1 |
12,630.34 |
12,799.86 |
PP |
12,628.77 |
12,741.78 |
S1 |
12,627.19 |
12,683.70 |
|