Trading Metrics calculated at close of trading on 22-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2008 |
22-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
12,159.94 |
12,092.72 |
-67.22 |
-0.6% |
12,613.78 |
High |
12,341.54 |
12,092.72 |
-248.82 |
-2.0% |
12,794.57 |
Low |
12,022.48 |
11,634.82 |
-387.66 |
-3.2% |
12,022.48 |
Close |
12,099.30 |
11,971.68 |
-127.62 |
-1.1% |
12,099.30 |
Range |
319.06 |
457.90 |
138.84 |
43.5% |
772.09 |
ATR |
236.61 |
252.89 |
16.28 |
6.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,273.44 |
13,080.46 |
12,223.53 |
|
R3 |
12,815.54 |
12,622.56 |
12,097.60 |
|
R2 |
12,357.64 |
12,357.64 |
12,055.63 |
|
R1 |
12,164.66 |
12,164.66 |
12,013.65 |
12,032.20 |
PP |
11,899.74 |
11,899.74 |
11,899.74 |
11,833.51 |
S1 |
11,706.76 |
11,706.76 |
11,929.71 |
11,574.30 |
S2 |
11,441.84 |
11,441.84 |
11,887.73 |
|
S3 |
10,983.94 |
11,248.86 |
11,845.76 |
|
S4 |
10,526.04 |
10,790.96 |
11,719.84 |
|
|
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 |
12,777.50 |
11,634.82 |
1,142.68 |
9.5% |
335.72 |
2.8% |
29% |
False |
True |
|
10 |
12,931.29 |
11,634.82 |
1,296.47 |
10.8% |
304.38 |
2.5% |
26% |
False |
True |
|
20 |
13,563.48 |
11,634.82 |
1,928.66 |
16.1% |
237.24 |
2.0% |
17% |
False |
True |
|
40 |
13,780.11 |
11,634.82 |
2,145.29 |
17.9% |
218.69 |
1.8% |
16% |
False |
True |
|
60 |
13,962.53 |
11,634.82 |
2,327.71 |
19.4% |
217.02 |
1.8% |
14% |
False |
True |
|
80 |
14,198.10 |
11,634.82 |
2,563.28 |
21.4% |
200.42 |
1.7% |
13% |
False |
True |
|
100 |
14,198.10 |
11,634.82 |
2,563.28 |
21.4% |
192.63 |
1.6% |
13% |
False |
True |
|
120 |
14,198.10 |
11,634.82 |
2,563.28 |
21.4% |
199.02 |
1.7% |
13% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,038.80 |
2.618 |
13,291.50 |
1.618 |
12,833.60 |
1.000 |
12,550.62 |
0.618 |
12,375.70 |
HIGH |
12,092.72 |
0.618 |
11,917.80 |
0.500 |
11,863.77 |
0.382 |
11,809.74 |
LOW |
11,634.82 |
0.618 |
11,351.84 |
1.000 |
11,176.92 |
1.618 |
10,893.94 |
2.618 |
10,436.04 |
4.250 |
9,688.75 |
|
|
Fisher Pivots for day following 22-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
11,935.71 |
12,076.22 |
PP |
11,899.74 |
12,041.37 |
S1 |
11,863.77 |
12,006.53 |
|