Trading Metrics calculated at close of trading on 11-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2008 |
11-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
12,733.11 |
12,850.74 |
117.63 |
0.9% |
12,801.15 |
High |
12,931.29 |
12,851.14 |
-80.15 |
-0.6% |
12,931.29 |
Low |
12,632.15 |
12,543.87 |
-88.28 |
-0.7% |
12,501.76 |
Close |
12,853.10 |
12,606.38 |
-246.72 |
-1.9% |
12,606.38 |
Range |
299.14 |
307.27 |
8.13 |
2.7% |
429.53 |
ATR |
206.57 |
213.91 |
7.33 |
3.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,588.94 |
13,404.93 |
12,775.38 |
|
R3 |
13,281.67 |
13,097.66 |
12,690.88 |
|
R2 |
12,974.40 |
12,974.40 |
12,662.71 |
|
R1 |
12,790.39 |
12,790.39 |
12,634.55 |
12,728.76 |
PP |
12,667.13 |
12,667.13 |
12,667.13 |
12,636.32 |
S1 |
12,483.12 |
12,483.12 |
12,578.21 |
12,421.49 |
S2 |
12,359.86 |
12,359.86 |
12,550.05 |
|
S3 |
12,052.59 |
12,175.85 |
12,521.88 |
|
S4 |
11,745.32 |
11,868.58 |
12,437.38 |
|
|
Weekly Pivots for week ending 11-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,968.40 |
13,716.92 |
12,842.62 |
|
R3 |
13,538.87 |
13,287.39 |
12,724.50 |
|
R2 |
13,109.34 |
13,109.34 |
12,685.13 |
|
R1 |
12,857.86 |
12,857.86 |
12,645.75 |
12,768.84 |
PP |
12,679.81 |
12,679.81 |
12,679.81 |
12,635.30 |
S1 |
12,428.33 |
12,428.33 |
12,567.01 |
12,339.31 |
S2 |
12,250.28 |
12,250.28 |
12,527.63 |
|
S3 |
11,820.75 |
11,998.80 |
12,488.26 |
|
S4 |
11,391.22 |
11,569.27 |
12,370.14 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,931.29 |
12,501.76 |
429.53 |
3.4% |
266.92 |
2.1% |
24% |
False |
False |
|
10 |
13,451.38 |
12,501.76 |
949.62 |
7.5% |
226.63 |
1.8% |
11% |
False |
False |
|
20 |
13,563.48 |
12,501.76 |
1,061.72 |
8.4% |
194.96 |
1.5% |
10% |
False |
False |
|
40 |
13,780.11 |
12,501.76 |
1,278.35 |
10.1% |
203.81 |
1.6% |
8% |
False |
False |
|
60 |
14,012.84 |
12,501.76 |
1,511.08 |
12.0% |
206.90 |
1.6% |
7% |
False |
False |
|
80 |
14,198.10 |
12,501.76 |
1,696.34 |
13.5% |
185.54 |
1.5% |
6% |
False |
False |
|
100 |
14,198.10 |
12,501.76 |
1,696.34 |
13.5% |
183.58 |
1.5% |
6% |
False |
False |
|
120 |
14,198.10 |
12,501.76 |
1,696.34 |
13.5% |
196.59 |
1.6% |
6% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,157.04 |
2.618 |
13,655.57 |
1.618 |
13,348.30 |
1.000 |
13,158.41 |
0.618 |
13,041.03 |
HIGH |
12,851.14 |
0.618 |
12,733.76 |
0.500 |
12,697.51 |
0.382 |
12,661.25 |
LOW |
12,543.87 |
0.618 |
12,353.98 |
1.000 |
12,236.60 |
1.618 |
12,046.71 |
2.618 |
11,739.44 |
4.250 |
11,237.97 |
|
|
Fisher Pivots for day following 11-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
12,697.51 |
12,716.53 |
PP |
12,667.13 |
12,679.81 |
S1 |
12,636.76 |
12,643.10 |
|