Trading Metrics calculated at close of trading on 02-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2007 |
02-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
1,485.25 |
1,478.75 |
-6.50 |
-0.4% |
1,497.00 |
High |
1,489.00 |
1,482.75 |
-6.25 |
-0.4% |
1,511.00 |
Low |
1,471.00 |
1,449.00 |
-22.00 |
-1.5% |
1,481.00 |
Close |
1,477.25 |
1,458.50 |
-18.75 |
-1.3% |
1,485.50 |
Range |
18.00 |
33.75 |
15.75 |
87.5% |
30.00 |
ATR |
24.07 |
24.76 |
0.69 |
2.9% |
0.00 |
Volume |
792,586 |
671,363 |
-121,223 |
-15.3% |
2,713,464 |
|
Daily Pivots for day following 02-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,564.75 |
1,545.25 |
1,477.00 |
|
R3 |
1,531.00 |
1,511.50 |
1,467.75 |
|
R2 |
1,497.25 |
1,497.25 |
1,464.75 |
|
R1 |
1,477.75 |
1,477.75 |
1,461.50 |
1,470.50 |
PP |
1,463.50 |
1,463.50 |
1,463.50 |
1,459.75 |
S1 |
1,444.00 |
1,444.00 |
1,455.50 |
1,437.00 |
S2 |
1,429.75 |
1,429.75 |
1,452.25 |
|
S3 |
1,396.00 |
1,410.25 |
1,449.25 |
|
S4 |
1,362.25 |
1,376.50 |
1,440.00 |
|
|
Weekly Pivots for week ending 28-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,582.50 |
1,564.00 |
1,502.00 |
|
R3 |
1,552.50 |
1,534.00 |
1,493.75 |
|
R2 |
1,522.50 |
1,522.50 |
1,491.00 |
|
R1 |
1,504.00 |
1,504.00 |
1,488.25 |
1,498.25 |
PP |
1,492.50 |
1,492.50 |
1,492.50 |
1,489.50 |
S1 |
1,474.00 |
1,474.00 |
1,482.75 |
1,468.25 |
S2 |
1,462.50 |
1,462.50 |
1,480.00 |
|
S3 |
1,432.50 |
1,444.00 |
1,477.25 |
|
S4 |
1,402.50 |
1,414.00 |
1,469.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,511.00 |
1,449.00 |
62.00 |
4.3% |
22.25 |
1.5% |
15% |
False |
True |
596,395 |
10 |
1,511.00 |
1,445.75 |
65.25 |
4.5% |
21.75 |
1.5% |
20% |
False |
False |
1,166,178 |
20 |
1,538.25 |
1,445.75 |
92.50 |
6.3% |
24.50 |
1.7% |
14% |
False |
False |
768,404 |
40 |
1,538.25 |
1,415.75 |
122.50 |
8.4% |
27.50 |
1.9% |
35% |
False |
False |
388,690 |
60 |
1,598.50 |
1,415.75 |
182.75 |
12.5% |
25.75 |
1.8% |
23% |
False |
False |
259,641 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,626.25 |
2.618 |
1,571.00 |
1.618 |
1,537.25 |
1.000 |
1,516.50 |
0.618 |
1,503.50 |
HIGH |
1,482.75 |
0.618 |
1,469.75 |
0.500 |
1,466.00 |
0.382 |
1,462.00 |
LOW |
1,449.00 |
0.618 |
1,428.25 |
1.000 |
1,415.25 |
1.618 |
1,394.50 |
2.618 |
1,360.75 |
4.250 |
1,305.50 |
|
|
Fisher Pivots for day following 02-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
1,466.00 |
1,476.00 |
PP |
1,463.50 |
1,470.25 |
S1 |
1,461.00 |
1,464.25 |
|