Trading Metrics calculated at close of trading on 04-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2008 |
04-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
1,458.50 |
1,458.75 |
0.25 |
0.0% |
1,485.25 |
High |
1,464.75 |
1,463.25 |
-1.50 |
-0.1% |
1,489.00 |
Low |
1,451.00 |
1,417.50 |
-33.50 |
-2.3% |
1,417.50 |
Close |
1,458.75 |
1,423.00 |
-35.75 |
-2.5% |
1,423.00 |
Range |
13.75 |
45.75 |
32.00 |
232.7% |
71.50 |
ATR |
23.97 |
25.53 |
1.56 |
6.5% |
0.00 |
Volume |
1,623,508 |
1,266,237 |
-357,271 |
-22.0% |
4,353,694 |
|
Daily Pivots for day following 04-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,571.75 |
1,543.25 |
1,448.25 |
|
R3 |
1,526.00 |
1,497.50 |
1,435.50 |
|
R2 |
1,480.25 |
1,480.25 |
1,431.50 |
|
R1 |
1,451.75 |
1,451.75 |
1,427.25 |
1,443.00 |
PP |
1,434.50 |
1,434.50 |
1,434.50 |
1,430.25 |
S1 |
1,406.00 |
1,406.00 |
1,418.75 |
1,397.50 |
S2 |
1,388.75 |
1,388.75 |
1,414.50 |
|
S3 |
1,343.00 |
1,360.25 |
1,410.50 |
|
S4 |
1,297.25 |
1,314.50 |
1,397.75 |
|
|
Weekly Pivots for week ending 04-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,657.75 |
1,611.75 |
1,462.25 |
|
R3 |
1,586.25 |
1,540.25 |
1,442.75 |
|
R2 |
1,514.75 |
1,514.75 |
1,436.00 |
|
R1 |
1,468.75 |
1,468.75 |
1,429.50 |
1,456.00 |
PP |
1,443.25 |
1,443.25 |
1,443.25 |
1,436.75 |
S1 |
1,397.25 |
1,397.25 |
1,416.50 |
1,384.50 |
S2 |
1,371.75 |
1,371.75 |
1,410.00 |
|
S3 |
1,300.25 |
1,325.75 |
1,403.25 |
|
S4 |
1,228.75 |
1,254.25 |
1,383.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,503.00 |
1,417.50 |
85.50 |
6.0% |
26.75 |
1.9% |
6% |
False |
True |
1,050,944 |
10 |
1,511.00 |
1,417.50 |
93.50 |
6.6% |
23.00 |
1.6% |
6% |
False |
True |
1,067,003 |
20 |
1,538.25 |
1,417.50 |
120.75 |
8.5% |
25.50 |
1.8% |
5% |
False |
True |
910,856 |
40 |
1,538.25 |
1,415.75 |
122.50 |
8.6% |
27.25 |
1.9% |
6% |
False |
False |
460,765 |
60 |
1,598.50 |
1,415.75 |
182.75 |
12.8% |
26.50 |
1.9% |
4% |
False |
False |
307,753 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,657.75 |
2.618 |
1,583.00 |
1.618 |
1,537.25 |
1.000 |
1,509.00 |
0.618 |
1,491.50 |
HIGH |
1,463.25 |
0.618 |
1,445.75 |
0.500 |
1,440.50 |
0.382 |
1,435.00 |
LOW |
1,417.50 |
0.618 |
1,389.25 |
1.000 |
1,371.75 |
1.618 |
1,343.50 |
2.618 |
1,297.75 |
4.250 |
1,223.00 |
|
|
Fisher Pivots for day following 04-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
1,440.50 |
1,450.00 |
PP |
1,434.50 |
1,441.00 |
S1 |
1,428.75 |
1,432.00 |
|