Trading Metrics calculated at close of trading on 31-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2008 |
31-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
12,480.14 |
12,438.28 |
-41.86 |
-0.3% |
12,092.72 |
High |
12,681.41 |
12,702.38 |
20.97 |
0.2% |
12,486.89 |
Low |
12,406.17 |
12,249.93 |
-156.24 |
-1.3% |
11,634.82 |
Close |
12,439.50 |
12,628.49 |
188.99 |
1.5% |
12,207.17 |
Range |
275.24 |
452.45 |
177.21 |
64.4% |
852.07 |
ATR |
265.86 |
279.18 |
13.33 |
5.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 31-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,884.28 |
13,708.84 |
12,877.34 |
|
R3 |
13,431.83 |
13,256.39 |
12,752.91 |
|
R2 |
12,979.38 |
12,979.38 |
12,711.44 |
|
R1 |
12,803.94 |
12,803.94 |
12,669.96 |
12,891.66 |
PP |
12,526.93 |
12,526.93 |
12,526.93 |
12,570.80 |
S1 |
12,351.49 |
12,351.49 |
12,587.02 |
12,439.21 |
S2 |
12,074.48 |
12,074.48 |
12,545.54 |
|
S3 |
11,622.03 |
11,899.04 |
12,504.07 |
|
S4 |
11,169.58 |
11,446.59 |
12,379.64 |
|
|
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 |
12,702.38 |
12,112.14 |
590.24 |
4.7% |
292.19 |
2.3% |
87% |
True |
False |
|
10 |
12,702.38 |
11,634.82 |
1,067.56 |
8.5% |
341.92 |
2.7% |
93% |
True |
False |
|
20 |
13,137.93 |
11,634.82 |
1,503.11 |
11.9% |
290.82 |
2.3% |
66% |
False |
False |
|
40 |
13,780.11 |
11,634.82 |
2,145.29 |
17.0% |
236.42 |
1.9% |
46% |
False |
False |
|
60 |
13,780.11 |
11,634.82 |
2,145.29 |
17.0% |
233.30 |
1.8% |
46% |
False |
False |
|
80 |
14,198.10 |
11,634.82 |
2,563.28 |
20.3% |
219.18 |
1.7% |
39% |
False |
False |
|
100 |
14,198.10 |
11,634.82 |
2,563.28 |
20.3% |
201.70 |
1.6% |
39% |
False |
False |
|
120 |
14,198.10 |
11,634.82 |
2,563.28 |
20.3% |
202.15 |
1.6% |
39% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,625.29 |
2.618 |
13,886.89 |
1.618 |
13,434.44 |
1.000 |
13,154.83 |
0.618 |
12,981.99 |
HIGH |
12,702.38 |
0.618 |
12,529.54 |
0.500 |
12,476.16 |
0.382 |
12,422.77 |
LOW |
12,249.93 |
0.618 |
11,970.32 |
1.000 |
11,797.48 |
1.618 |
11,517.87 |
2.618 |
11,065.42 |
4.250 |
10,327.02 |
|
|
Fisher Pivots for day following 31-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
12,577.71 |
12,577.71 |
PP |
12,526.93 |
12,526.93 |
S1 |
12,476.16 |
12,476.16 |
|