Trading Metrics calculated at close of trading on 09-Jan-2008 |
Day Change Summary |
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Previous |
Current |
|
|
|
|
08-Jan-2008 |
09-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
12,820.90 |
12,590.21 |
-230.69 |
-1.8% |
13,364.16 |
High |
12,906.42 |
12,738.64 |
-167.78 |
-1.3% |
13,364.73 |
Low |
12,565.41 |
12,501.76 |
-63.65 |
-0.5% |
12,789.04 |
Close |
12,596.55 |
12,735.31 |
138.76 |
1.1% |
12,800.83 |
Range |
341.01 |
236.88 |
-104.13 |
-30.5% |
575.69 |
ATR |
196.57 |
199.45 |
2.88 |
1.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,369.21 |
13,289.14 |
12,865.59 |
|
R3 |
13,132.33 |
13,052.26 |
12,800.45 |
|
R2 |
12,895.45 |
12,895.45 |
12,778.74 |
|
R1 |
12,815.38 |
12,815.38 |
12,757.02 |
12,855.42 |
PP |
12,658.57 |
12,658.57 |
12,658.57 |
12,678.59 |
S1 |
12,578.50 |
12,578.50 |
12,713.60 |
12,618.54 |
S2 |
12,421.69 |
12,421.69 |
12,691.88 |
|
S3 |
12,184.81 |
12,341.62 |
12,670.17 |
|
S4 |
11,947.93 |
12,104.74 |
12,605.03 |
|
|
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 |
13,137.93 |
12,501.76 |
636.17 |
5.0% |
220.05 |
1.7% |
37% |
False |
True |
|
10 |
13,563.32 |
12,501.76 |
1,061.56 |
8.3% |
193.23 |
1.5% |
22% |
False |
True |
|
20 |
13,780.11 |
12,501.76 |
1,278.35 |
10.0% |
202.10 |
1.6% |
18% |
False |
True |
|
40 |
13,780.11 |
12,501.76 |
1,278.35 |
10.0% |
201.80 |
1.6% |
18% |
False |
True |
|
60 |
14,118.52 |
12,501.76 |
1,616.76 |
12.7% |
202.26 |
1.6% |
14% |
False |
True |
|
80 |
14,198.10 |
12,501.76 |
1,696.34 |
13.3% |
183.28 |
1.4% |
14% |
False |
True |
|
100 |
14,198.10 |
12,501.76 |
1,696.34 |
13.3% |
182.70 |
1.4% |
14% |
False |
True |
|
120 |
14,198.10 |
12,501.76 |
1,696.34 |
13.3% |
194.32 |
1.5% |
14% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,745.38 |
2.618 |
13,358.79 |
1.618 |
13,121.91 |
1.000 |
12,975.52 |
0.618 |
12,885.03 |
HIGH |
12,738.64 |
0.618 |
12,648.15 |
0.500 |
12,620.20 |
0.382 |
12,592.25 |
LOW |
12,501.76 |
0.618 |
12,355.37 |
1.000 |
12,264.88 |
1.618 |
12,118.49 |
2.618 |
11,881.61 |
4.250 |
11,495.02 |
|
|
Fisher Pivots for day following 09-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
12,696.94 |
12,724.90 |
PP |
12,658.57 |
12,714.50 |
S1 |
12,620.20 |
12,704.09 |
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