Trading Metrics calculated at close of trading on 09-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2008 |
09-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
1,421.75 |
1,397.25 |
-24.50 |
-1.7% |
1,485.25 |
High |
1,437.75 |
1,416.50 |
-21.25 |
-1.5% |
1,489.00 |
Low |
1,393.00 |
1,385.00 |
-8.00 |
-0.6% |
1,417.50 |
Close |
1,397.00 |
1,411.50 |
14.50 |
1.0% |
1,423.00 |
Range |
44.75 |
31.50 |
-13.25 |
-29.6% |
71.50 |
ATR |
26.68 |
27.03 |
0.34 |
1.3% |
0.00 |
Volume |
2,436,934 |
2,902,242 |
465,308 |
19.1% |
4,353,694 |
|
Daily Pivots for day following 09-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,498.75 |
1,486.75 |
1,428.75 |
|
R3 |
1,467.25 |
1,455.25 |
1,420.25 |
|
R2 |
1,435.75 |
1,435.75 |
1,417.25 |
|
R1 |
1,423.75 |
1,423.75 |
1,414.50 |
1,429.75 |
PP |
1,404.25 |
1,404.25 |
1,404.25 |
1,407.50 |
S1 |
1,392.25 |
1,392.25 |
1,408.50 |
1,398.25 |
S2 |
1,372.75 |
1,372.75 |
1,405.75 |
|
S3 |
1,341.25 |
1,360.75 |
1,402.75 |
|
S4 |
1,309.75 |
1,329.25 |
1,394.25 |
|
|
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 |
1,464.75 |
1,385.00 |
79.75 |
5.7% |
31.50 |
2.2% |
33% |
False |
True |
2,085,680 |
10 |
1,511.00 |
1,385.00 |
126.00 |
8.9% |
27.00 |
1.9% |
21% |
False |
True |
1,341,037 |
20 |
1,538.25 |
1,385.00 |
153.25 |
10.9% |
27.50 |
1.9% |
17% |
False |
True |
1,280,749 |
40 |
1,538.25 |
1,385.00 |
153.25 |
10.9% |
27.50 |
1.9% |
17% |
False |
True |
648,811 |
60 |
1,572.75 |
1,385.00 |
187.75 |
13.3% |
26.75 |
1.9% |
14% |
False |
True |
433,327 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,550.50 |
2.618 |
1,499.00 |
1.618 |
1,467.50 |
1.000 |
1,448.00 |
0.618 |
1,436.00 |
HIGH |
1,416.50 |
0.618 |
1,404.50 |
0.500 |
1,400.75 |
0.382 |
1,397.00 |
LOW |
1,385.00 |
0.618 |
1,365.50 |
1.000 |
1,353.50 |
1.618 |
1,334.00 |
2.618 |
1,302.50 |
4.250 |
1,251.00 |
|
|
Fisher Pivots for day following 09-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
1,408.00 |
1,411.50 |
PP |
1,404.25 |
1,411.50 |
S1 |
1,400.75 |
1,411.50 |
|