Trading Metrics calculated at close of trading on 25-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2008 |
25-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
12,272.69 |
12,391.70 |
119.01 |
1.0% |
12,092.72 |
High |
12,399.18 |
12,486.89 |
87.71 |
0.7% |
12,486.89 |
Low |
12,241.80 |
12,183.68 |
-58.12 |
-0.5% |
11,634.82 |
Close |
12,378.61 |
12,207.17 |
-171.44 |
-1.4% |
12,207.17 |
Range |
157.38 |
303.21 |
145.83 |
92.7% |
852.07 |
ATR |
271.20 |
273.49 |
2.29 |
0.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,202.21 |
13,007.90 |
12,373.94 |
|
R3 |
12,899.00 |
12,704.69 |
12,290.55 |
|
R2 |
12,595.79 |
12,595.79 |
12,262.76 |
|
R1 |
12,401.48 |
12,401.48 |
12,234.96 |
12,347.03 |
PP |
12,292.58 |
12,292.58 |
12,292.58 |
12,265.36 |
S1 |
12,098.27 |
12,098.27 |
12,179.38 |
12,043.82 |
S2 |
11,989.37 |
11,989.37 |
12,151.58 |
|
S3 |
11,686.16 |
11,795.06 |
12,123.79 |
|
S4 |
11,382.95 |
11,491.85 |
12,040.40 |
|
|
Weekly Pivots for week ending 25-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,665.84 |
14,288.57 |
12,675.81 |
|
R3 |
13,813.77 |
13,436.50 |
12,441.49 |
|
R2 |
12,961.70 |
12,961.70 |
12,363.38 |
|
R1 |
12,584.43 |
12,584.43 |
12,285.28 |
12,773.07 |
PP |
12,109.63 |
12,109.63 |
12,109.63 |
12,203.94 |
S1 |
11,732.36 |
11,732.36 |
12,129.06 |
11,921.00 |
S2 |
11,257.56 |
11,257.56 |
12,050.96 |
|
S3 |
10,405.49 |
10,880.29 |
11,972.85 |
|
S4 |
9,553.42 |
10,028.22 |
11,738.53 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,486.89 |
11,634.82 |
852.07 |
7.0% |
373.88 |
3.1% |
67% |
True |
False |
|
10 |
12,851.14 |
11,634.82 |
1,216.32 |
10.0% |
325.92 |
2.7% |
47% |
False |
False |
|
20 |
13,551.04 |
11,634.82 |
1,916.22 |
15.7% |
271.00 |
2.2% |
30% |
False |
False |
|
40 |
13,780.11 |
11,634.82 |
2,145.29 |
17.6% |
227.37 |
1.9% |
27% |
False |
False |
|
60 |
13,962.53 |
11,634.82 |
2,327.71 |
19.1% |
228.14 |
1.9% |
25% |
False |
False |
|
80 |
14,198.10 |
11,634.82 |
2,563.28 |
21.0% |
209.72 |
1.7% |
22% |
False |
False |
|
100 |
14,198.10 |
11,634.82 |
2,563.28 |
21.0% |
197.87 |
1.6% |
22% |
False |
False |
|
120 |
14,198.10 |
11,634.82 |
2,563.28 |
21.0% |
202.21 |
1.7% |
22% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,775.53 |
2.618 |
13,280.69 |
1.618 |
12,977.48 |
1.000 |
12,790.10 |
0.618 |
12,674.27 |
HIGH |
12,486.89 |
0.618 |
12,371.06 |
0.500 |
12,335.29 |
0.382 |
12,299.51 |
LOW |
12,183.68 |
0.618 |
11,996.30 |
1.000 |
11,880.47 |
1.618 |
11,693.09 |
2.618 |
11,389.88 |
4.250 |
10,895.04 |
|
|
Fisher Pivots for day following 25-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
12,335.29 |
12,160.06 |
PP |
12,292.58 |
12,112.96 |
S1 |
12,249.88 |
12,065.85 |
|