Trading Metrics calculated at close of trading on 27-May-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2008 |
27-May-2008 |
Change |
Change % |
Previous Week |
Open |
12,620.90 |
12,479.63 |
-141.27 |
-1.1% |
12,985.41 |
High |
12,621.96 |
12,572.53 |
-49.43 |
-0.4% |
13,136.69 |
Low |
12,460.09 |
12,442.59 |
-17.50 |
-0.1% |
12,460.09 |
Close |
12,479.63 |
12,548.35 |
68.72 |
0.6% |
12,479.63 |
Range |
161.87 |
129.94 |
-31.93 |
-19.7% |
676.60 |
ATR |
169.97 |
167.11 |
-2.86 |
-1.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,910.98 |
12,859.60 |
12,619.82 |
|
R3 |
12,781.04 |
12,729.66 |
12,584.08 |
|
R2 |
12,651.10 |
12,651.10 |
12,572.17 |
|
R1 |
12,599.72 |
12,599.72 |
12,560.26 |
12,625.41 |
PP |
12,521.16 |
12,521.16 |
12,521.16 |
12,534.00 |
S1 |
12,469.78 |
12,469.78 |
12,536.44 |
12,495.47 |
S2 |
12,391.22 |
12,391.22 |
12,524.53 |
|
S3 |
12,261.28 |
12,339.84 |
12,512.62 |
|
S4 |
12,131.34 |
12,209.90 |
12,476.88 |
|
|
Weekly Pivots for week ending 23-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,721.94 |
14,277.38 |
12,851.76 |
|
R3 |
14,045.34 |
13,600.78 |
12,665.70 |
|
R2 |
13,368.74 |
13,368.74 |
12,603.67 |
|
R1 |
12,924.18 |
12,924.18 |
12,541.65 |
12,808.16 |
PP |
12,692.14 |
12,692.14 |
12,692.14 |
12,634.13 |
S1 |
12,247.58 |
12,247.58 |
12,417.61 |
12,131.56 |
S2 |
12,015.54 |
12,015.54 |
12,355.59 |
|
S3 |
11,338.94 |
11,570.98 |
12,293.57 |
|
S4 |
10,662.34 |
10,894.38 |
12,107.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,026.04 |
12,442.59 |
583.45 |
4.6% |
180.57 |
1.4% |
18% |
False |
True |
|
10 |
13,136.69 |
12,442.59 |
694.10 |
5.5% |
160.72 |
1.3% |
15% |
False |
True |
|
20 |
13,136.69 |
12,442.59 |
694.10 |
5.5% |
162.36 |
1.3% |
15% |
False |
True |
|
40 |
13,136.69 |
12,266.47 |
870.22 |
6.9% |
165.26 |
1.3% |
32% |
False |
False |
|
60 |
13,136.69 |
11,731.60 |
1,405.09 |
11.2% |
193.95 |
1.5% |
58% |
False |
False |
|
80 |
13,136.69 |
11,731.60 |
1,405.09 |
11.2% |
198.36 |
1.6% |
58% |
False |
False |
|
100 |
13,137.93 |
11,634.82 |
1,503.11 |
12.0% |
216.85 |
1.7% |
61% |
False |
False |
|
120 |
13,780.11 |
11,634.82 |
2,145.29 |
17.1% |
211.05 |
1.7% |
43% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,124.78 |
2.618 |
12,912.71 |
1.618 |
12,782.77 |
1.000 |
12,702.47 |
0.618 |
12,652.83 |
HIGH |
12,572.53 |
0.618 |
12,522.89 |
0.500 |
12,507.56 |
0.382 |
12,492.23 |
LOW |
12,442.59 |
0.618 |
12,362.29 |
1.000 |
12,312.65 |
1.618 |
12,232.35 |
2.618 |
12,102.41 |
4.250 |
11,890.35 |
|
|
Fisher Pivots for day following 27-May-2008 |
Pivot |
1 day |
3 day |
R1 |
12,534.75 |
12,555.97 |
PP |
12,521.16 |
12,553.43 |
S1 |
12,507.56 |
12,550.89 |
|