Trading Metrics calculated at close of trading on 10-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2008 |
10-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
1,397.25 |
1,412.50 |
15.25 |
1.1% |
1,485.25 |
High |
1,416.50 |
1,436.25 |
19.75 |
1.4% |
1,489.00 |
Low |
1,385.00 |
1,401.50 |
16.50 |
1.2% |
1,417.50 |
Close |
1,411.50 |
1,421.00 |
9.50 |
0.7% |
1,423.00 |
Range |
31.50 |
34.75 |
3.25 |
10.3% |
71.50 |
ATR |
27.03 |
27.58 |
0.55 |
2.0% |
0.00 |
Volume |
2,902,242 |
2,811,604 |
-90,638 |
-3.1% |
4,353,694 |
|
Daily Pivots for day following 10-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,523.75 |
1,507.25 |
1,440.00 |
|
R3 |
1,489.00 |
1,472.50 |
1,430.50 |
|
R2 |
1,454.25 |
1,454.25 |
1,427.25 |
|
R1 |
1,437.75 |
1,437.75 |
1,424.25 |
1,446.00 |
PP |
1,419.50 |
1,419.50 |
1,419.50 |
1,423.75 |
S1 |
1,403.00 |
1,403.00 |
1,417.75 |
1,411.25 |
S2 |
1,384.75 |
1,384.75 |
1,414.75 |
|
S3 |
1,350.00 |
1,368.25 |
1,411.50 |
|
S4 |
1,315.25 |
1,333.50 |
1,402.00 |
|
|
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 |
1,463.25 |
1,385.00 |
78.25 |
5.5% |
35.75 |
2.5% |
46% |
False |
False |
2,323,299 |
10 |
1,511.00 |
1,385.00 |
126.00 |
8.9% |
29.25 |
2.1% |
29% |
False |
False |
1,596,858 |
20 |
1,526.75 |
1,385.00 |
141.75 |
10.0% |
26.50 |
1.9% |
25% |
False |
False |
1,416,365 |
40 |
1,538.25 |
1,385.00 |
153.25 |
10.8% |
27.00 |
1.9% |
23% |
False |
False |
719,076 |
60 |
1,572.50 |
1,385.00 |
187.50 |
13.2% |
27.25 |
1.9% |
19% |
False |
False |
480,152 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,584.00 |
2.618 |
1,527.25 |
1.618 |
1,492.50 |
1.000 |
1,471.00 |
0.618 |
1,457.75 |
HIGH |
1,436.25 |
0.618 |
1,423.00 |
0.500 |
1,419.00 |
0.382 |
1,414.75 |
LOW |
1,401.50 |
0.618 |
1,380.00 |
1.000 |
1,366.75 |
1.618 |
1,345.25 |
2.618 |
1,310.50 |
4.250 |
1,253.75 |
|
|
Fisher Pivots for day following 10-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
1,420.25 |
1,417.75 |
PP |
1,419.50 |
1,414.50 |
S1 |
1,419.00 |
1,411.50 |
|