Trading Metrics calculated at close of trading on 23-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2008 |
23-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
12,092.72 |
11,969.08 |
-123.64 |
-1.0% |
12,613.78 |
High |
12,092.72 |
12,276.67 |
183.95 |
1.5% |
12,794.57 |
Low |
11,634.82 |
11,644.81 |
9.99 |
0.1% |
12,022.48 |
Close |
11,971.68 |
12,270.98 |
299.30 |
2.5% |
12,099.30 |
Range |
457.90 |
631.86 |
173.96 |
38.0% |
772.09 |
ATR |
252.89 |
279.96 |
27.07 |
10.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,959.73 |
13,747.22 |
12,618.50 |
|
R3 |
13,327.87 |
13,115.36 |
12,444.74 |
|
R2 |
12,696.01 |
12,696.01 |
12,386.82 |
|
R1 |
12,483.50 |
12,483.50 |
12,328.90 |
12,589.76 |
PP |
12,064.15 |
12,064.15 |
12,064.15 |
12,117.28 |
S1 |
11,851.64 |
11,851.64 |
12,213.06 |
11,957.90 |
S2 |
11,432.29 |
11,432.29 |
12,155.14 |
|
S3 |
10,800.43 |
11,219.78 |
12,097.22 |
|
S4 |
10,168.57 |
10,587.92 |
11,923.46 |
|
|
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 |
12,613.13 |
11,634.82 |
978.31 |
8.0% |
404.35 |
3.3% |
65% |
False |
False |
|
10 |
12,931.29 |
11,634.82 |
1,296.47 |
10.6% |
333.46 |
2.7% |
49% |
False |
False |
|
20 |
13,563.48 |
11,634.82 |
1,928.66 |
15.7% |
257.21 |
2.1% |
33% |
False |
False |
|
40 |
13,780.11 |
11,634.82 |
2,145.29 |
17.5% |
229.86 |
1.9% |
30% |
False |
False |
|
60 |
13,962.53 |
11,634.82 |
2,327.71 |
19.0% |
224.33 |
1.8% |
27% |
False |
False |
|
80 |
14,198.10 |
11,634.82 |
2,563.28 |
20.9% |
207.67 |
1.7% |
25% |
False |
False |
|
100 |
14,198.10 |
11,634.82 |
2,563.28 |
20.9% |
196.45 |
1.6% |
25% |
False |
False |
|
120 |
14,198.10 |
11,634.82 |
2,563.28 |
20.9% |
202.12 |
1.6% |
25% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,962.08 |
2.618 |
13,930.88 |
1.618 |
13,299.02 |
1.000 |
12,908.53 |
0.618 |
12,667.16 |
HIGH |
12,276.67 |
0.618 |
12,035.30 |
0.500 |
11,960.74 |
0.382 |
11,886.18 |
LOW |
11,644.81 |
0.618 |
11,254.32 |
1.000 |
11,012.95 |
1.618 |
10,622.46 |
2.618 |
9,990.60 |
4.250 |
8,959.41 |
|
|
Fisher Pivots for day following 23-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
12,167.57 |
12,176.71 |
PP |
12,064.15 |
12,082.45 |
S1 |
11,960.74 |
11,988.18 |
|