Trading Metrics calculated at close of trading on 08-Jan-2008 |
Day Change Summary |
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Previous |
Current |
|
|
|
|
07-Jan-2008 |
08-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
12,801.15 |
12,820.90 |
19.75 |
0.2% |
13,364.16 |
High |
12,884.15 |
12,906.42 |
22.27 |
0.2% |
13,364.73 |
Low |
12,733.84 |
12,565.41 |
-168.43 |
-1.3% |
12,789.04 |
Close |
12,827.41 |
12,596.55 |
-230.86 |
-1.8% |
12,800.83 |
Range |
150.31 |
341.01 |
190.70 |
126.9% |
575.69 |
ATR |
185.46 |
196.57 |
11.11 |
6.0% |
0.00 |
Volume |
|
|
|
|
|
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Daily Pivots for day following 08-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,712.49 |
13,495.53 |
12,784.11 |
|
R3 |
13,371.48 |
13,154.52 |
12,690.33 |
|
R2 |
13,030.47 |
13,030.47 |
12,659.07 |
|
R1 |
12,813.51 |
12,813.51 |
12,627.81 |
12,751.49 |
PP |
12,689.46 |
12,689.46 |
12,689.46 |
12,658.45 |
S1 |
12,472.50 |
12,472.50 |
12,565.29 |
12,410.48 |
S2 |
12,348.45 |
12,348.45 |
12,534.03 |
|
S3 |
12,007.44 |
12,131.49 |
12,502.77 |
|
S4 |
11,666.43 |
11,790.48 |
12,408.99 |
|
|
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 |
13,279.54 |
12,565.41 |
714.13 |
5.7% |
230.31 |
1.8% |
4% |
False |
True |
|
10 |
13,563.48 |
12,565.41 |
998.07 |
7.9% |
180.96 |
1.4% |
3% |
False |
True |
|
20 |
13,780.11 |
12,565.41 |
1,214.70 |
9.6% |
196.78 |
1.6% |
3% |
False |
True |
|
40 |
13,780.11 |
12,565.41 |
1,214.70 |
9.6% |
201.99 |
1.6% |
3% |
False |
True |
|
60 |
14,118.52 |
12,565.41 |
1,553.11 |
12.3% |
199.78 |
1.6% |
2% |
False |
True |
|
80 |
14,198.10 |
12,565.41 |
1,632.69 |
13.0% |
182.02 |
1.4% |
2% |
False |
True |
|
100 |
14,198.10 |
12,517.94 |
1,680.16 |
13.3% |
184.01 |
1.5% |
5% |
False |
False |
|
120 |
14,198.10 |
12,517.94 |
1,680.16 |
13.3% |
193.15 |
1.5% |
5% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,355.71 |
2.618 |
13,799.18 |
1.618 |
13,458.17 |
1.000 |
13,247.43 |
0.618 |
13,117.16 |
HIGH |
12,906.42 |
0.618 |
12,776.15 |
0.500 |
12,735.92 |
0.382 |
12,695.68 |
LOW |
12,565.41 |
0.618 |
12,354.67 |
1.000 |
12,224.40 |
1.618 |
12,013.66 |
2.618 |
11,672.65 |
4.250 |
11,116.12 |
|
|
Fisher Pivots for day following 08-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
12,735.92 |
12,806.07 |
PP |
12,689.46 |
12,736.23 |
S1 |
12,643.01 |
12,666.39 |
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