Trading Metrics calculated at close of trading on 03-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2008 |
03-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
13,261.82 |
13,044.12 |
-217.70 |
-1.6% |
13,450.73 |
High |
13,279.54 |
13,137.93 |
-141.61 |
-1.1% |
13,563.48 |
Low |
12,991.37 |
13,023.56 |
32.19 |
0.2% |
13,298.15 |
Close |
13,043.96 |
13,056.48 |
12.52 |
0.1% |
13,365.87 |
Range |
288.17 |
114.37 |
-173.80 |
-60.3% |
265.33 |
ATR |
187.28 |
182.07 |
-5.21 |
-2.8% |
0.00 |
Volume |
|
|
|
|
|
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Daily Pivots for day following 03-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,415.77 |
13,350.49 |
13,119.38 |
|
R3 |
13,301.40 |
13,236.12 |
13,087.93 |
|
R2 |
13,187.03 |
13,187.03 |
13,077.45 |
|
R1 |
13,121.75 |
13,121.75 |
13,066.96 |
13,154.39 |
PP |
13,072.66 |
13,072.66 |
13,072.66 |
13,088.98 |
S1 |
13,007.38 |
13,007.38 |
13,046.00 |
13,040.02 |
S2 |
12,958.29 |
12,958.29 |
13,035.51 |
|
S3 |
12,843.92 |
12,893.01 |
13,025.03 |
|
S4 |
12,729.55 |
12,778.64 |
12,993.58 |
|
|
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 |
13,551.04 |
12,991.37 |
559.67 |
4.3% |
175.15 |
1.3% |
12% |
False |
False |
|
10 |
13,563.48 |
12,991.37 |
572.11 |
4.4% |
158.14 |
1.2% |
11% |
False |
False |
|
20 |
13,780.11 |
12,991.37 |
788.74 |
6.0% |
183.81 |
1.4% |
8% |
False |
False |
|
40 |
13,780.11 |
12,724.09 |
1,056.02 |
8.1% |
203.12 |
1.6% |
31% |
False |
False |
|
60 |
14,198.10 |
12,724.09 |
1,474.01 |
11.3% |
196.23 |
1.5% |
23% |
False |
False |
|
80 |
14,198.10 |
12,724.09 |
1,474.01 |
11.3% |
178.54 |
1.4% |
23% |
False |
False |
|
100 |
14,198.10 |
12,517.94 |
1,680.16 |
12.9% |
183.07 |
1.4% |
32% |
False |
False |
|
120 |
14,198.10 |
12,517.94 |
1,680.16 |
12.9% |
189.54 |
1.5% |
32% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,624.00 |
2.618 |
13,437.35 |
1.618 |
13,322.98 |
1.000 |
13,252.30 |
0.618 |
13,208.61 |
HIGH |
13,137.93 |
0.618 |
13,094.24 |
0.500 |
13,080.75 |
0.382 |
13,067.25 |
LOW |
13,023.56 |
0.618 |
12,952.88 |
1.000 |
12,909.19 |
1.618 |
12,838.51 |
2.618 |
12,724.14 |
4.250 |
12,537.49 |
|
|
Fisher Pivots for day following 03-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
13,080.75 |
13,178.05 |
PP |
13,072.66 |
13,137.53 |
S1 |
13,064.57 |
13,097.00 |
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