Trading Metrics calculated at close of trading on 03-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2008 |
03-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
1,478.75 |
1,458.50 |
-20.25 |
-1.4% |
1,497.00 |
High |
1,482.75 |
1,464.75 |
-18.00 |
-1.2% |
1,511.00 |
Low |
1,449.00 |
1,451.00 |
2.00 |
0.1% |
1,481.00 |
Close |
1,458.50 |
1,458.75 |
0.25 |
0.0% |
1,485.50 |
Range |
33.75 |
13.75 |
-20.00 |
-59.3% |
30.00 |
ATR |
24.76 |
23.97 |
-0.79 |
-3.2% |
0.00 |
Volume |
671,363 |
1,623,508 |
952,145 |
141.8% |
2,713,464 |
|
Daily Pivots for day following 03-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,499.50 |
1,492.75 |
1,466.25 |
|
R3 |
1,485.75 |
1,479.00 |
1,462.50 |
|
R2 |
1,472.00 |
1,472.00 |
1,461.25 |
|
R1 |
1,465.25 |
1,465.25 |
1,460.00 |
1,468.50 |
PP |
1,458.25 |
1,458.25 |
1,458.25 |
1,459.75 |
S1 |
1,451.50 |
1,451.50 |
1,457.50 |
1,455.00 |
S2 |
1,444.50 |
1,444.50 |
1,456.25 |
|
S3 |
1,430.75 |
1,437.75 |
1,455.00 |
|
S4 |
1,417.00 |
1,424.00 |
1,451.25 |
|
|
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% |
22.75 |
1.6% |
16% |
False |
False |
870,418 |
10 |
1,511.00 |
1,449.00 |
62.00 |
4.3% |
20.50 |
1.4% |
16% |
False |
False |
1,152,643 |
20 |
1,538.25 |
1,445.75 |
92.50 |
6.3% |
24.50 |
1.7% |
14% |
False |
False |
849,184 |
40 |
1,538.25 |
1,415.75 |
122.50 |
8.4% |
27.25 |
1.9% |
35% |
False |
False |
429,200 |
60 |
1,598.50 |
1,415.75 |
182.75 |
12.5% |
25.75 |
1.8% |
24% |
False |
False |
286,697 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,523.25 |
2.618 |
1,500.75 |
1.618 |
1,487.00 |
1.000 |
1,478.50 |
0.618 |
1,473.25 |
HIGH |
1,464.75 |
0.618 |
1,459.50 |
0.500 |
1,458.00 |
0.382 |
1,456.25 |
LOW |
1,451.00 |
0.618 |
1,442.50 |
1.000 |
1,437.25 |
1.618 |
1,428.75 |
2.618 |
1,415.00 |
4.250 |
1,392.50 |
|
|
Fisher Pivots for day following 03-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
1,458.50 |
1,469.00 |
PP |
1,458.25 |
1,465.50 |
S1 |
1,458.00 |
1,462.25 |
|