Trading Metrics calculated at close of trading on 28-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2008 |
28-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
12,391.70 |
12,205.71 |
-185.99 |
-1.5% |
12,092.72 |
High |
12,486.89 |
12,386.01 |
-100.88 |
-0.8% |
12,486.89 |
Low |
12,183.68 |
12,112.14 |
-71.54 |
-0.6% |
11,634.82 |
Close |
12,207.17 |
12,384.95 |
177.78 |
1.5% |
12,207.17 |
Range |
303.21 |
273.87 |
-29.34 |
-9.7% |
852.07 |
ATR |
273.49 |
273.52 |
0.03 |
0.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,115.98 |
13,024.33 |
12,535.58 |
|
R3 |
12,842.11 |
12,750.46 |
12,460.26 |
|
R2 |
12,568.24 |
12,568.24 |
12,435.16 |
|
R1 |
12,476.59 |
12,476.59 |
12,410.05 |
12,522.42 |
PP |
12,294.37 |
12,294.37 |
12,294.37 |
12,317.28 |
S1 |
12,202.72 |
12,202.72 |
12,359.85 |
12,248.55 |
S2 |
12,020.50 |
12,020.50 |
12,334.74 |
|
S3 |
11,746.63 |
11,928.85 |
12,309.64 |
|
S4 |
11,472.76 |
11,654.98 |
12,234.32 |
|
|
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 |
6.9% |
364.84 |
2.9% |
88% |
False |
False |
|
10 |
12,794.57 |
11,634.82 |
1,159.75 |
9.4% |
322.58 |
2.6% |
65% |
False |
False |
|
20 |
13,451.38 |
11,634.82 |
1,816.56 |
14.7% |
274.60 |
2.2% |
41% |
False |
False |
|
40 |
13,780.11 |
11,634.82 |
2,145.29 |
17.3% |
225.02 |
1.8% |
35% |
False |
False |
|
60 |
13,962.53 |
11,634.82 |
2,327.71 |
18.8% |
231.19 |
1.9% |
32% |
False |
False |
|
80 |
14,198.10 |
11,634.82 |
2,563.28 |
20.7% |
211.95 |
1.7% |
29% |
False |
False |
|
100 |
14,198.10 |
11,634.82 |
2,563.28 |
20.7% |
198.84 |
1.6% |
29% |
False |
False |
|
120 |
14,198.10 |
11,634.82 |
2,563.28 |
20.7% |
201.90 |
1.6% |
29% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,549.96 |
2.618 |
13,103.00 |
1.618 |
12,829.13 |
1.000 |
12,659.88 |
0.618 |
12,555.26 |
HIGH |
12,386.01 |
0.618 |
12,281.39 |
0.500 |
12,249.08 |
0.382 |
12,216.76 |
LOW |
12,112.14 |
0.618 |
11,942.89 |
1.000 |
11,838.27 |
1.618 |
11,669.02 |
2.618 |
11,395.15 |
4.250 |
10,948.19 |
|
|
Fisher Pivots for day following 28-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
12,339.66 |
12,356.47 |
PP |
12,294.37 |
12,327.99 |
S1 |
12,249.08 |
12,299.52 |
|