Trading Metrics calculated at close of trading on 18-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2008 |
18-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
12,467.05 |
12,159.94 |
-307.11 |
-2.5% |
12,613.78 |
High |
12,517.61 |
12,341.54 |
-176.07 |
-1.4% |
12,794.57 |
Low |
12,125.56 |
12,022.48 |
-103.08 |
-0.9% |
12,022.48 |
Close |
12,160.02 |
12,099.30 |
-60.72 |
-0.5% |
12,099.30 |
Range |
392.05 |
319.06 |
-72.99 |
-18.6% |
772.09 |
ATR |
230.27 |
236.61 |
6.34 |
2.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,111.62 |
12,924.52 |
12,274.78 |
|
R3 |
12,792.56 |
12,605.46 |
12,187.04 |
|
R2 |
12,473.50 |
12,473.50 |
12,157.79 |
|
R1 |
12,286.40 |
12,286.40 |
12,128.55 |
12,220.42 |
PP |
12,154.44 |
12,154.44 |
12,154.44 |
12,121.45 |
S1 |
11,967.34 |
11,967.34 |
12,070.05 |
11,901.36 |
S2 |
11,835.38 |
11,835.38 |
12,040.81 |
|
S3 |
11,516.32 |
11,648.28 |
12,011.56 |
|
S4 |
11,197.26 |
11,329.22 |
11,923.82 |
|
|
Weekly Pivots for week ending 18-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,621.72 |
14,132.60 |
12,523.95 |
|
R3 |
13,849.63 |
13,360.51 |
12,311.62 |
|
R2 |
13,077.54 |
13,077.54 |
12,240.85 |
|
R1 |
12,588.42 |
12,588.42 |
12,170.07 |
12,446.94 |
PP |
12,305.45 |
12,305.45 |
12,305.45 |
12,234.71 |
S1 |
11,816.33 |
11,816.33 |
12,028.53 |
11,674.85 |
S2 |
11,533.36 |
11,533.36 |
11,957.75 |
|
S3 |
10,761.27 |
11,044.24 |
11,886.98 |
|
S4 |
9,989.18 |
10,272.15 |
11,674.65 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,794.57 |
12,022.48 |
772.09 |
6.4% |
280.32 |
2.3% |
10% |
False |
True |
|
10 |
12,931.29 |
12,022.48 |
908.81 |
7.5% |
273.62 |
2.3% |
8% |
False |
True |
|
20 |
13,563.48 |
12,022.48 |
1,541.00 |
12.7% |
221.08 |
1.8% |
5% |
False |
True |
|
40 |
13,780.11 |
12,022.48 |
1,757.63 |
14.5% |
212.78 |
1.8% |
4% |
False |
True |
|
60 |
13,962.53 |
12,022.48 |
1,940.05 |
16.0% |
213.06 |
1.8% |
4% |
False |
True |
|
80 |
14,198.10 |
12,022.48 |
2,175.62 |
18.0% |
196.40 |
1.6% |
4% |
False |
True |
|
100 |
14,198.10 |
12,022.48 |
2,175.62 |
18.0% |
190.89 |
1.6% |
4% |
False |
True |
|
120 |
14,198.10 |
12,022.48 |
2,175.62 |
18.0% |
197.70 |
1.6% |
4% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,697.55 |
2.618 |
13,176.84 |
1.618 |
12,857.78 |
1.000 |
12,660.60 |
0.618 |
12,538.72 |
HIGH |
12,341.54 |
0.618 |
12,219.66 |
0.500 |
12,182.01 |
0.382 |
12,144.36 |
LOW |
12,022.48 |
0.618 |
11,825.30 |
1.000 |
11,703.42 |
1.618 |
11,506.24 |
2.618 |
11,187.18 |
4.250 |
10,666.48 |
|
|
Fisher Pivots for day following 18-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
12,182.01 |
12,317.81 |
PP |
12,154.44 |
12,244.97 |
S1 |
12,126.87 |
12,172.14 |
|