Trading Metrics calculated at close of trading on 04-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2008 |
04-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
13,044.12 |
13,046.56 |
2.44 |
0.0% |
13,364.16 |
High |
13,137.93 |
13,046.72 |
-91.21 |
-0.7% |
13,364.73 |
Low |
13,023.56 |
12,789.04 |
-234.52 |
-1.8% |
12,789.04 |
Close |
13,056.48 |
12,800.83 |
-255.65 |
-2.0% |
12,800.83 |
Range |
114.37 |
257.68 |
143.31 |
125.3% |
575.69 |
ATR |
182.07 |
188.17 |
6.10 |
3.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,651.90 |
13,484.05 |
12,942.55 |
|
R3 |
13,394.22 |
13,226.37 |
12,871.69 |
|
R2 |
13,136.54 |
13,136.54 |
12,848.07 |
|
R1 |
12,968.69 |
12,968.69 |
12,824.45 |
12,923.78 |
PP |
12,878.86 |
12,878.86 |
12,878.86 |
12,856.41 |
S1 |
12,711.01 |
12,711.01 |
12,777.21 |
12,666.10 |
S2 |
12,621.18 |
12,621.18 |
12,753.59 |
|
S3 |
12,363.50 |
12,453.33 |
12,729.97 |
|
S4 |
12,105.82 |
12,195.65 |
12,659.11 |
|
|
Weekly Pivots for week ending 04-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,711.94 |
14,332.07 |
13,117.46 |
|
R3 |
14,136.25 |
13,756.38 |
12,959.14 |
|
R2 |
13,560.56 |
13,560.56 |
12,906.37 |
|
R1 |
13,180.69 |
13,180.69 |
12,853.60 |
13,082.78 |
PP |
12,984.87 |
12,984.87 |
12,984.87 |
12,935.91 |
S1 |
12,605.00 |
12,605.00 |
12,748.06 |
12,507.09 |
S2 |
12,409.18 |
12,409.18 |
12,695.29 |
|
S3 |
11,833.49 |
12,029.31 |
12,642.52 |
|
S4 |
11,257.80 |
11,453.62 |
12,484.20 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,451.38 |
12,789.04 |
662.34 |
5.2% |
186.33 |
1.5% |
2% |
False |
True |
|
10 |
13,563.48 |
12,789.04 |
774.44 |
6.0% |
168.55 |
1.3% |
2% |
False |
True |
|
20 |
13,780.11 |
12,789.04 |
991.07 |
7.7% |
185.89 |
1.5% |
1% |
False |
True |
|
40 |
13,780.11 |
12,724.09 |
1,056.02 |
8.2% |
205.62 |
1.6% |
7% |
False |
False |
|
60 |
14,198.10 |
12,724.09 |
1,474.01 |
11.5% |
198.32 |
1.5% |
5% |
False |
False |
|
80 |
14,198.10 |
12,724.09 |
1,474.01 |
11.5% |
179.30 |
1.4% |
5% |
False |
False |
|
100 |
14,198.10 |
12,517.94 |
1,680.16 |
13.1% |
184.46 |
1.4% |
17% |
False |
False |
|
120 |
14,198.10 |
12,517.94 |
1,680.16 |
13.1% |
190.90 |
1.5% |
17% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,141.86 |
2.618 |
13,721.33 |
1.618 |
13,463.65 |
1.000 |
13,304.40 |
0.618 |
13,205.97 |
HIGH |
13,046.72 |
0.618 |
12,948.29 |
0.500 |
12,917.88 |
0.382 |
12,887.47 |
LOW |
12,789.04 |
0.618 |
12,629.79 |
1.000 |
12,531.36 |
1.618 |
12,372.11 |
2.618 |
12,114.43 |
4.250 |
11,693.90 |
|
|
Fisher Pivots for day following 04-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
12,917.88 |
13,034.29 |
PP |
12,878.86 |
12,956.47 |
S1 |
12,839.85 |
12,878.65 |
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