Trading Metrics calculated at close of trading on 10-Jan-2008 |
Day Change Summary |
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Previous |
Current |
|
|
|
|
09-Jan-2008 |
10-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
12,590.21 |
12,733.11 |
142.90 |
1.1% |
13,364.16 |
High |
12,738.64 |
12,931.29 |
192.65 |
1.5% |
13,364.73 |
Low |
12,501.76 |
12,632.15 |
130.39 |
1.0% |
12,789.04 |
Close |
12,735.31 |
12,853.10 |
117.79 |
0.9% |
12,800.83 |
Range |
236.88 |
299.14 |
62.26 |
26.3% |
575.69 |
ATR |
199.45 |
206.57 |
7.12 |
3.6% |
0.00 |
Volume |
|
|
|
|
|
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Daily Pivots for day following 10-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,702.93 |
13,577.16 |
13,017.63 |
|
R3 |
13,403.79 |
13,278.02 |
12,935.36 |
|
R2 |
13,104.65 |
13,104.65 |
12,907.94 |
|
R1 |
12,978.88 |
12,978.88 |
12,880.52 |
13,041.77 |
PP |
12,805.51 |
12,805.51 |
12,805.51 |
12,836.96 |
S1 |
12,679.74 |
12,679.74 |
12,825.68 |
12,742.63 |
S2 |
12,506.37 |
12,506.37 |
12,798.26 |
|
S3 |
12,207.23 |
12,380.60 |
12,770.84 |
|
S4 |
11,908.09 |
12,081.46 |
12,688.57 |
|
|
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 |
13,046.72 |
12,501.76 |
544.96 |
4.2% |
257.00 |
2.0% |
64% |
False |
False |
|
10 |
13,551.04 |
12,501.76 |
1,049.28 |
8.2% |
216.08 |
1.7% |
33% |
False |
False |
|
20 |
13,704.52 |
12,501.76 |
1,202.76 |
9.4% |
198.74 |
1.5% |
29% |
False |
False |
|
40 |
13,780.11 |
12,501.76 |
1,278.35 |
9.9% |
204.73 |
1.6% |
27% |
False |
False |
|
60 |
14,012.84 |
12,501.76 |
1,511.08 |
11.8% |
203.68 |
1.6% |
23% |
False |
False |
|
80 |
14,198.10 |
12,501.76 |
1,696.34 |
13.2% |
185.90 |
1.4% |
21% |
False |
False |
|
100 |
14,198.10 |
12,501.76 |
1,696.34 |
13.2% |
182.49 |
1.4% |
21% |
False |
False |
|
120 |
14,198.10 |
12,501.76 |
1,696.34 |
13.2% |
195.05 |
1.5% |
21% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,202.64 |
2.618 |
13,714.44 |
1.618 |
13,415.30 |
1.000 |
13,230.43 |
0.618 |
13,116.16 |
HIGH |
12,931.29 |
0.618 |
12,817.02 |
0.500 |
12,781.72 |
0.382 |
12,746.42 |
LOW |
12,632.15 |
0.618 |
12,447.28 |
1.000 |
12,333.01 |
1.618 |
12,148.14 |
2.618 |
11,849.00 |
4.250 |
11,360.81 |
|
|
Fisher Pivots for day following 10-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
12,829.31 |
12,807.58 |
PP |
12,805.51 |
12,762.05 |
S1 |
12,781.72 |
12,716.53 |
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