Trading Metrics calculated at close of trading on 08-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2008 |
08-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
1,422.50 |
1,421.75 |
-0.75 |
-0.1% |
1,485.25 |
High |
1,432.25 |
1,437.75 |
5.50 |
0.4% |
1,489.00 |
Low |
1,410.00 |
1,393.00 |
-17.00 |
-1.2% |
1,417.50 |
Close |
1,421.50 |
1,397.00 |
-24.50 |
-1.7% |
1,423.00 |
Range |
22.25 |
44.75 |
22.50 |
101.1% |
71.50 |
ATR |
25.29 |
26.68 |
1.39 |
5.5% |
0.00 |
Volume |
2,199,479 |
2,436,934 |
237,455 |
10.8% |
4,353,694 |
|
Daily Pivots for day following 08-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,543.50 |
1,515.00 |
1,421.50 |
|
R3 |
1,498.75 |
1,470.25 |
1,409.25 |
|
R2 |
1,454.00 |
1,454.00 |
1,405.25 |
|
R1 |
1,425.50 |
1,425.50 |
1,401.00 |
1,417.50 |
PP |
1,409.25 |
1,409.25 |
1,409.25 |
1,405.25 |
S1 |
1,380.75 |
1,380.75 |
1,393.00 |
1,372.50 |
S2 |
1,364.50 |
1,364.50 |
1,388.75 |
|
S3 |
1,319.75 |
1,336.00 |
1,384.75 |
|
S4 |
1,275.00 |
1,291.25 |
1,372.50 |
|
|
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 |
1,482.75 |
1,393.00 |
89.75 |
6.4% |
32.00 |
2.3% |
4% |
False |
True |
1,639,504 |
10 |
1,511.00 |
1,393.00 |
118.00 |
8.4% |
25.25 |
1.8% |
3% |
False |
True |
1,170,357 |
20 |
1,538.25 |
1,393.00 |
145.25 |
10.4% |
26.75 |
1.9% |
3% |
False |
True |
1,139,423 |
40 |
1,538.25 |
1,393.00 |
145.25 |
10.4% |
27.25 |
2.0% |
3% |
False |
True |
576,356 |
60 |
1,587.75 |
1,393.00 |
194.75 |
13.9% |
26.75 |
1.9% |
2% |
False |
True |
384,963 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,628.00 |
2.618 |
1,555.00 |
1.618 |
1,510.25 |
1.000 |
1,482.50 |
0.618 |
1,465.50 |
HIGH |
1,437.75 |
0.618 |
1,420.75 |
0.500 |
1,415.50 |
0.382 |
1,410.00 |
LOW |
1,393.00 |
0.618 |
1,365.25 |
1.000 |
1,348.25 |
1.618 |
1,320.50 |
2.618 |
1,275.75 |
4.250 |
1,202.75 |
|
|
Fisher Pivots for day following 08-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
1,415.50 |
1,428.00 |
PP |
1,409.25 |
1,417.75 |
S1 |
1,403.00 |
1,407.50 |
|