Trading Metrics calculated at close of trading on 02-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2007 |
02-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
13,364.16 |
13,261.82 |
-102.34 |
-0.8% |
13,450.73 |
High |
13,364.73 |
13,279.54 |
-85.19 |
-0.6% |
13,563.48 |
Low |
13,246.53 |
12,991.37 |
-255.16 |
-1.9% |
13,298.15 |
Close |
13,264.82 |
13,043.96 |
-220.86 |
-1.7% |
13,365.87 |
Range |
118.20 |
288.17 |
169.97 |
143.8% |
265.33 |
ATR |
179.52 |
187.28 |
7.76 |
4.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,969.47 |
13,794.88 |
13,202.45 |
|
R3 |
13,681.30 |
13,506.71 |
13,123.21 |
|
R2 |
13,393.13 |
13,393.13 |
13,096.79 |
|
R1 |
13,218.54 |
13,218.54 |
13,070.38 |
13,161.75 |
PP |
13,104.96 |
13,104.96 |
13,104.96 |
13,076.56 |
S1 |
12,930.37 |
12,930.37 |
13,017.54 |
12,873.58 |
S2 |
12,816.79 |
12,816.79 |
12,991.13 |
|
S3 |
12,528.62 |
12,642.20 |
12,964.71 |
|
S4 |
12,240.45 |
12,354.03 |
12,885.47 |
|
|
Weekly Pivots for week ending 28-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,205.16 |
14,050.84 |
13,511.80 |
|
R3 |
13,939.83 |
13,785.51 |
13,438.84 |
|
R2 |
13,674.50 |
13,674.50 |
13,414.51 |
|
R1 |
13,520.18 |
13,520.18 |
13,390.19 |
13,464.68 |
PP |
13,409.17 |
13,409.17 |
13,409.17 |
13,381.41 |
S1 |
13,254.85 |
13,254.85 |
13,341.55 |
13,199.35 |
S2 |
13,143.84 |
13,143.84 |
13,317.23 |
|
S3 |
12,878.51 |
12,989.52 |
13,292.90 |
|
S4 |
12,613.18 |
12,724.19 |
13,219.94 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,563.32 |
12,991.37 |
571.95 |
4.4% |
166.40 |
1.3% |
9% |
False |
True |
|
10 |
13,563.48 |
12,991.37 |
572.11 |
4.4% |
165.45 |
1.3% |
9% |
False |
True |
|
20 |
13,780.11 |
12,991.37 |
788.74 |
6.0% |
182.03 |
1.4% |
7% |
False |
True |
|
40 |
13,780.11 |
12,724.09 |
1,056.02 |
8.1% |
204.54 |
1.6% |
30% |
False |
False |
|
60 |
14,198.10 |
12,724.09 |
1,474.01 |
11.3% |
195.30 |
1.5% |
22% |
False |
False |
|
80 |
14,198.10 |
12,724.09 |
1,474.01 |
11.3% |
179.42 |
1.4% |
22% |
False |
False |
|
100 |
14,198.10 |
12,517.94 |
1,680.16 |
12.9% |
184.42 |
1.4% |
31% |
False |
False |
|
120 |
14,198.10 |
12,517.94 |
1,680.16 |
12.9% |
189.31 |
1.5% |
31% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,504.26 |
2.618 |
14,033.97 |
1.618 |
13,745.80 |
1.000 |
13,567.71 |
0.618 |
13,457.63 |
HIGH |
13,279.54 |
0.618 |
13,169.46 |
0.500 |
13,135.46 |
0.382 |
13,101.45 |
LOW |
12,991.37 |
0.618 |
12,813.28 |
1.000 |
12,703.20 |
1.618 |
12,525.11 |
2.618 |
12,236.94 |
4.250 |
11,766.65 |
|
|
Fisher Pivots for day following 02-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
13,135.46 |
13,221.38 |
PP |
13,104.96 |
13,162.24 |
S1 |
13,074.46 |
13,103.10 |
|