Trading Metrics calculated at close of trading on 07-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2008 |
07-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
13,046.56 |
12,801.15 |
-245.41 |
-1.9% |
13,364.16 |
High |
13,046.72 |
12,884.15 |
-162.57 |
-1.2% |
13,364.73 |
Low |
12,789.04 |
12,733.84 |
-55.20 |
-0.4% |
12,789.04 |
Close |
12,800.83 |
12,827.41 |
26.58 |
0.2% |
12,800.83 |
Range |
257.68 |
150.31 |
-107.37 |
-41.7% |
575.69 |
ATR |
188.17 |
185.46 |
-2.70 |
-1.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,266.06 |
13,197.05 |
12,910.08 |
|
R3 |
13,115.75 |
13,046.74 |
12,868.75 |
|
R2 |
12,965.44 |
12,965.44 |
12,854.97 |
|
R1 |
12,896.43 |
12,896.43 |
12,841.19 |
12,930.94 |
PP |
12,815.13 |
12,815.13 |
12,815.13 |
12,832.39 |
S1 |
12,746.12 |
12,746.12 |
12,813.63 |
12,780.63 |
S2 |
12,664.82 |
12,664.82 |
12,799.85 |
|
S3 |
12,514.51 |
12,595.81 |
12,786.07 |
|
S4 |
12,364.20 |
12,445.50 |
12,744.74 |
|
|
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 |
13,364.73 |
12,733.84 |
630.89 |
4.9% |
185.75 |
1.4% |
15% |
False |
True |
|
10 |
13,563.48 |
12,733.84 |
829.64 |
6.5% |
170.10 |
1.3% |
11% |
False |
True |
|
20 |
13,780.11 |
12,733.84 |
1,046.27 |
8.2% |
183.06 |
1.4% |
9% |
False |
True |
|
40 |
13,780.11 |
12,724.09 |
1,056.02 |
8.2% |
200.33 |
1.6% |
10% |
False |
False |
|
60 |
14,198.10 |
12,724.09 |
1,474.01 |
11.5% |
198.23 |
1.5% |
7% |
False |
False |
|
80 |
14,198.10 |
12,724.09 |
1,474.01 |
11.5% |
179.97 |
1.4% |
7% |
False |
False |
|
100 |
14,198.10 |
12,517.94 |
1,680.16 |
13.1% |
183.45 |
1.4% |
18% |
False |
False |
|
120 |
14,198.10 |
12,517.94 |
1,680.16 |
13.1% |
191.50 |
1.5% |
18% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,522.97 |
2.618 |
13,277.66 |
1.618 |
13,127.35 |
1.000 |
13,034.46 |
0.618 |
12,977.04 |
HIGH |
12,884.15 |
0.618 |
12,826.73 |
0.500 |
12,809.00 |
0.382 |
12,791.26 |
LOW |
12,733.84 |
0.618 |
12,640.95 |
1.000 |
12,583.53 |
1.618 |
12,490.64 |
2.618 |
12,340.33 |
4.250 |
12,095.02 |
|
|
Fisher Pivots for day following 07-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
12,821.27 |
12,935.89 |
PP |
12,815.13 |
12,899.73 |
S1 |
12,809.00 |
12,863.57 |
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