Trading Metrics calculated at close of trading on 14-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2008 |
14-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
12,850.74 |
12,613.78 |
-236.96 |
-1.8% |
12,801.15 |
High |
12,851.14 |
12,794.57 |
-56.57 |
-0.4% |
12,931.29 |
Low |
12,543.87 |
12,613.70 |
69.83 |
0.6% |
12,501.76 |
Close |
12,606.38 |
12,778.15 |
171.77 |
1.4% |
12,606.38 |
Range |
307.27 |
180.87 |
-126.40 |
-41.1% |
429.53 |
ATR |
213.91 |
212.07 |
-1.84 |
-0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,271.42 |
13,205.65 |
12,877.63 |
|
R3 |
13,090.55 |
13,024.78 |
12,827.89 |
|
R2 |
12,909.68 |
12,909.68 |
12,811.31 |
|
R1 |
12,843.91 |
12,843.91 |
12,794.73 |
12,876.80 |
PP |
12,728.81 |
12,728.81 |
12,728.81 |
12,745.25 |
S1 |
12,663.04 |
12,663.04 |
12,761.57 |
12,695.93 |
S2 |
12,547.94 |
12,547.94 |
12,744.99 |
|
S3 |
12,367.07 |
12,482.17 |
12,728.41 |
|
S4 |
12,186.20 |
12,301.30 |
12,678.67 |
|
|
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% |
273.03 |
2.1% |
64% |
False |
False |
|
10 |
13,364.73 |
12,501.76 |
862.97 |
6.8% |
229.39 |
1.8% |
32% |
False |
False |
|
20 |
13,563.48 |
12,501.76 |
1,061.72 |
8.3% |
195.31 |
1.5% |
26% |
False |
False |
|
40 |
13,780.11 |
12,501.76 |
1,278.35 |
10.0% |
204.10 |
1.6% |
22% |
False |
False |
|
60 |
13,962.53 |
12,501.76 |
1,460.77 |
11.4% |
205.94 |
1.6% |
19% |
False |
False |
|
80 |
14,198.10 |
12,501.76 |
1,696.34 |
13.3% |
186.20 |
1.5% |
16% |
False |
False |
|
100 |
14,198.10 |
12,501.76 |
1,696.34 |
13.3% |
184.12 |
1.4% |
16% |
False |
False |
|
120 |
14,198.10 |
12,501.76 |
1,696.34 |
13.3% |
196.10 |
1.5% |
16% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,563.27 |
2.618 |
13,268.09 |
1.618 |
13,087.22 |
1.000 |
12,975.44 |
0.618 |
12,906.35 |
HIGH |
12,794.57 |
0.618 |
12,725.48 |
0.500 |
12,704.14 |
0.382 |
12,682.79 |
LOW |
12,613.70 |
0.618 |
12,501.92 |
1.000 |
12,432.83 |
1.618 |
12,321.05 |
2.618 |
12,140.18 |
4.250 |
11,845.00 |
|
|
Fisher Pivots for day following 14-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
12,753.48 |
12,764.63 |
PP |
12,728.81 |
12,751.10 |
S1 |
12,704.14 |
12,737.58 |
|