Trading Metrics calculated at close of trading on 24-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2008 |
24-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
11,969.08 |
12,272.69 |
303.61 |
2.5% |
12,613.78 |
High |
12,276.67 |
12,399.18 |
122.51 |
1.0% |
12,794.57 |
Low |
11,644.81 |
12,241.80 |
596.99 |
5.1% |
12,022.48 |
Close |
12,270.98 |
12,378.61 |
107.63 |
0.9% |
12,099.30 |
Range |
631.86 |
157.38 |
-474.48 |
-75.1% |
772.09 |
ATR |
279.96 |
271.20 |
-8.76 |
-3.1% |
0.00 |
Volume |
|
|
|
|
|
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Daily Pivots for day following 24-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,812.00 |
12,752.69 |
12,465.17 |
|
R3 |
12,654.62 |
12,595.31 |
12,421.89 |
|
R2 |
12,497.24 |
12,497.24 |
12,407.46 |
|
R1 |
12,437.93 |
12,437.93 |
12,393.04 |
12,467.59 |
PP |
12,339.86 |
12,339.86 |
12,339.86 |
12,354.69 |
S1 |
12,280.55 |
12,280.55 |
12,364.18 |
12,310.21 |
S2 |
12,182.48 |
12,182.48 |
12,349.76 |
|
S3 |
12,025.10 |
12,123.17 |
12,335.33 |
|
S4 |
11,867.72 |
11,965.79 |
12,292.05 |
|
|
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 |
12,517.61 |
11,634.82 |
882.79 |
7.1% |
391.65 |
3.2% |
84% |
False |
False |
|
10 |
12,931.29 |
11,634.82 |
1,296.47 |
10.5% |
325.51 |
2.6% |
57% |
False |
False |
|
20 |
13,563.32 |
11,634.82 |
1,928.50 |
15.6% |
259.37 |
2.1% |
39% |
False |
False |
|
40 |
13,780.11 |
11,634.82 |
2,145.29 |
17.3% |
225.97 |
1.8% |
35% |
False |
False |
|
60 |
13,962.53 |
11,634.82 |
2,327.71 |
18.8% |
224.69 |
1.8% |
32% |
False |
False |
|
80 |
14,198.10 |
11,634.82 |
2,563.28 |
20.7% |
208.70 |
1.7% |
29% |
False |
False |
|
100 |
14,198.10 |
11,634.82 |
2,563.28 |
20.7% |
196.71 |
1.6% |
29% |
False |
False |
|
120 |
14,198.10 |
11,634.82 |
2,563.28 |
20.7% |
202.16 |
1.6% |
29% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,068.05 |
2.618 |
12,811.20 |
1.618 |
12,653.82 |
1.000 |
12,556.56 |
0.618 |
12,496.44 |
HIGH |
12,399.18 |
0.618 |
12,339.06 |
0.500 |
12,320.49 |
0.382 |
12,301.92 |
LOW |
12,241.80 |
0.618 |
12,144.54 |
1.000 |
12,084.42 |
1.618 |
11,987.16 |
2.618 |
11,829.78 |
4.250 |
11,572.94 |
|
|
Fisher Pivots for day following 24-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
12,359.24 |
12,258.07 |
PP |
12,339.86 |
12,137.54 |
S1 |
12,320.49 |
12,017.00 |
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