Trading Metrics calculated at close of trading on 16-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2008 |
16-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
12,777.50 |
12,476.81 |
-300.69 |
-2.4% |
12,801.15 |
High |
12,777.50 |
12,613.13 |
-164.37 |
-1.3% |
12,931.29 |
Low |
12,488.76 |
12,392.27 |
-96.49 |
-0.8% |
12,501.76 |
Close |
12,501.11 |
12,465.67 |
-35.44 |
-0.3% |
12,606.38 |
Range |
288.74 |
220.86 |
-67.88 |
-23.5% |
429.53 |
ATR |
217.59 |
217.83 |
0.23 |
0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,152.94 |
13,030.16 |
12,587.14 |
|
R3 |
12,932.08 |
12,809.30 |
12,526.41 |
|
R2 |
12,711.22 |
12,711.22 |
12,506.16 |
|
R1 |
12,588.44 |
12,588.44 |
12,485.92 |
12,539.40 |
PP |
12,490.36 |
12,490.36 |
12,490.36 |
12,465.84 |
S1 |
12,367.58 |
12,367.58 |
12,445.42 |
12,318.54 |
S2 |
12,269.50 |
12,269.50 |
12,425.18 |
|
S3 |
12,048.64 |
12,146.72 |
12,404.93 |
|
S4 |
11,827.78 |
11,925.86 |
12,344.20 |
|
|
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 |
12,392.27 |
539.02 |
4.3% |
259.38 |
2.1% |
14% |
False |
True |
|
10 |
13,137.93 |
12,392.27 |
745.66 |
6.0% |
239.71 |
1.9% |
10% |
False |
True |
|
20 |
13,563.48 |
12,392.27 |
1,171.21 |
9.4% |
202.58 |
1.6% |
6% |
False |
True |
|
40 |
13,780.11 |
12,392.27 |
1,387.84 |
11.1% |
207.66 |
1.7% |
5% |
False |
True |
|
60 |
13,962.53 |
12,392.27 |
1,570.26 |
12.6% |
206.60 |
1.7% |
5% |
False |
True |
|
80 |
14,198.10 |
12,392.27 |
1,805.83 |
14.5% |
190.20 |
1.5% |
4% |
False |
True |
|
100 |
14,198.10 |
12,392.27 |
1,805.83 |
14.5% |
186.33 |
1.5% |
4% |
False |
True |
|
120 |
14,198.10 |
12,392.27 |
1,805.83 |
14.5% |
195.39 |
1.6% |
4% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,551.79 |
2.618 |
13,191.34 |
1.618 |
12,970.48 |
1.000 |
12,833.99 |
0.618 |
12,749.62 |
HIGH |
12,613.13 |
0.618 |
12,528.76 |
0.500 |
12,502.70 |
0.382 |
12,476.64 |
LOW |
12,392.27 |
0.618 |
12,255.78 |
1.000 |
12,171.41 |
1.618 |
12,034.92 |
2.618 |
11,814.06 |
4.250 |
11,453.62 |
|
|
Fisher Pivots for day following 16-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
12,502.70 |
12,593.42 |
PP |
12,490.36 |
12,550.84 |
S1 |
12,478.01 |
12,508.25 |
|