Trading Metrics calculated at close of trading on 07-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2008 |
07-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
1,458.75 |
1,422.50 |
-36.25 |
-2.5% |
1,485.25 |
High |
1,463.25 |
1,432.25 |
-31.00 |
-2.1% |
1,489.00 |
Low |
1,417.50 |
1,410.00 |
-7.50 |
-0.5% |
1,417.50 |
Close |
1,423.00 |
1,421.50 |
-1.50 |
-0.1% |
1,423.00 |
Range |
45.75 |
22.25 |
-23.50 |
-51.4% |
71.50 |
ATR |
25.53 |
25.29 |
-0.23 |
-0.9% |
0.00 |
Volume |
1,266,237 |
2,199,479 |
933,242 |
73.7% |
4,353,694 |
|
Daily Pivots for day following 07-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,488.00 |
1,477.00 |
1,433.75 |
|
R3 |
1,465.75 |
1,454.75 |
1,427.50 |
|
R2 |
1,443.50 |
1,443.50 |
1,425.50 |
|
R1 |
1,432.50 |
1,432.50 |
1,423.50 |
1,427.00 |
PP |
1,421.25 |
1,421.25 |
1,421.25 |
1,418.50 |
S1 |
1,410.25 |
1,410.25 |
1,419.50 |
1,404.50 |
S2 |
1,399.00 |
1,399.00 |
1,417.50 |
|
S3 |
1,376.75 |
1,388.00 |
1,415.50 |
|
S4 |
1,354.50 |
1,365.75 |
1,409.25 |
|
|
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 |
1,489.00 |
1,410.00 |
79.00 |
5.6% |
26.75 |
1.9% |
15% |
False |
True |
1,310,634 |
10 |
1,511.00 |
1,410.00 |
101.00 |
7.1% |
23.50 |
1.7% |
11% |
False |
True |
1,087,320 |
20 |
1,538.25 |
1,410.00 |
128.25 |
9.0% |
25.25 |
1.8% |
9% |
False |
True |
1,019,390 |
40 |
1,538.25 |
1,410.00 |
128.25 |
9.0% |
27.00 |
1.9% |
9% |
False |
True |
515,606 |
60 |
1,587.75 |
1,410.00 |
177.75 |
12.5% |
26.25 |
1.8% |
6% |
False |
True |
344,357 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,526.75 |
2.618 |
1,490.50 |
1.618 |
1,468.25 |
1.000 |
1,454.50 |
0.618 |
1,446.00 |
HIGH |
1,432.25 |
0.618 |
1,423.75 |
0.500 |
1,421.00 |
0.382 |
1,418.50 |
LOW |
1,410.00 |
0.618 |
1,396.25 |
1.000 |
1,387.75 |
1.618 |
1,374.00 |
2.618 |
1,351.75 |
4.250 |
1,315.50 |
|
|
Fisher Pivots for day following 07-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
1,421.50 |
1,437.50 |
PP |
1,421.25 |
1,432.00 |
S1 |
1,421.00 |
1,426.75 |
|