Trading Metrics calculated at close of trading on 29-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2008 |
29-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
12,205.71 |
12,385.19 |
179.48 |
1.5% |
12,092.72 |
High |
12,386.01 |
12,503.15 |
117.14 |
0.9% |
12,486.89 |
Low |
12,112.14 |
12,346.99 |
234.85 |
1.9% |
11,634.82 |
Close |
12,384.95 |
12,480.30 |
95.35 |
0.8% |
12,207.17 |
Range |
273.87 |
156.16 |
-117.71 |
-43.0% |
852.07 |
ATR |
273.52 |
265.13 |
-8.38 |
-3.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,911.96 |
12,852.29 |
12,566.19 |
|
R3 |
12,755.80 |
12,696.13 |
12,523.24 |
|
R2 |
12,599.64 |
12,599.64 |
12,508.93 |
|
R1 |
12,539.97 |
12,539.97 |
12,494.61 |
12,569.81 |
PP |
12,443.48 |
12,443.48 |
12,443.48 |
12,458.40 |
S1 |
12,383.81 |
12,383.81 |
12,465.99 |
12,413.65 |
S2 |
12,287.32 |
12,287.32 |
12,451.67 |
|
S3 |
12,131.16 |
12,227.65 |
12,437.36 |
|
S4 |
11,975.00 |
12,071.49 |
12,394.41 |
|
|
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 |
12,503.15 |
11,644.81 |
858.34 |
6.9% |
304.50 |
2.4% |
97% |
True |
False |
|
10 |
12,777.50 |
11,634.82 |
1,142.68 |
9.2% |
320.11 |
2.6% |
74% |
False |
False |
|
20 |
13,364.73 |
11,634.82 |
1,729.91 |
13.9% |
274.75 |
2.2% |
49% |
False |
False |
|
40 |
13,780.11 |
11,634.82 |
2,145.29 |
17.2% |
225.64 |
1.8% |
39% |
False |
False |
|
60 |
13,924.16 |
11,634.82 |
2,289.34 |
18.3% |
230.54 |
1.8% |
37% |
False |
False |
|
80 |
14,198.10 |
11,634.82 |
2,563.28 |
20.5% |
212.76 |
1.7% |
33% |
False |
False |
|
100 |
14,198.10 |
11,634.82 |
2,563.28 |
20.5% |
198.45 |
1.6% |
33% |
False |
False |
|
120 |
14,198.10 |
11,634.82 |
2,563.28 |
20.5% |
201.02 |
1.6% |
33% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,166.83 |
2.618 |
12,911.98 |
1.618 |
12,755.82 |
1.000 |
12,659.31 |
0.618 |
12,599.66 |
HIGH |
12,503.15 |
0.618 |
12,443.50 |
0.500 |
12,425.07 |
0.382 |
12,406.64 |
LOW |
12,346.99 |
0.618 |
12,250.48 |
1.000 |
12,190.83 |
1.618 |
12,094.32 |
2.618 |
11,938.16 |
4.250 |
11,683.31 |
|
|
Fisher Pivots for day following 29-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
12,461.89 |
12,422.75 |
PP |
12,443.48 |
12,365.20 |
S1 |
12,425.07 |
12,307.65 |
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