Trading Metrics calculated at close of trading on 14-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2008 |
14-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
1,420.50 |
1,408.50 |
-12.00 |
-0.8% |
1,422.50 |
High |
1,423.75 |
1,424.50 |
0.75 |
0.1% |
1,437.75 |
Low |
1,400.25 |
1,398.00 |
-2.25 |
-0.2% |
1,385.00 |
Close |
1,407.75 |
1,420.25 |
12.50 |
0.9% |
1,407.75 |
Range |
23.50 |
26.50 |
3.00 |
12.8% |
52.75 |
ATR |
27.29 |
27.23 |
-0.06 |
-0.2% |
0.00 |
Volume |
2,737,056 |
2,191,000 |
-546,056 |
-20.0% |
13,087,315 |
|
Daily Pivots for day following 14-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,493.75 |
1,483.50 |
1,434.75 |
|
R3 |
1,467.25 |
1,457.00 |
1,427.50 |
|
R2 |
1,440.75 |
1,440.75 |
1,425.00 |
|
R1 |
1,430.50 |
1,430.50 |
1,422.75 |
1,435.50 |
PP |
1,414.25 |
1,414.25 |
1,414.25 |
1,416.75 |
S1 |
1,404.00 |
1,404.00 |
1,417.75 |
1,409.00 |
S2 |
1,387.75 |
1,387.75 |
1,415.50 |
|
S3 |
1,361.25 |
1,377.50 |
1,413.00 |
|
S4 |
1,334.75 |
1,351.00 |
1,405.75 |
|
|
Weekly Pivots for week ending 11-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,568.50 |
1,540.75 |
1,436.75 |
|
R3 |
1,515.75 |
1,488.00 |
1,422.25 |
|
R2 |
1,463.00 |
1,463.00 |
1,417.50 |
|
R1 |
1,435.25 |
1,435.25 |
1,412.50 |
1,422.75 |
PP |
1,410.25 |
1,410.25 |
1,410.25 |
1,404.00 |
S1 |
1,382.50 |
1,382.50 |
1,403.00 |
1,370.00 |
S2 |
1,357.50 |
1,357.50 |
1,398.00 |
|
S3 |
1,304.75 |
1,329.75 |
1,393.25 |
|
S4 |
1,252.00 |
1,277.00 |
1,378.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,437.75 |
1,385.00 |
52.75 |
3.7% |
32.25 |
2.3% |
67% |
False |
False |
2,615,767 |
10 |
1,489.00 |
1,385.00 |
104.00 |
7.3% |
29.50 |
2.1% |
34% |
False |
False |
1,963,200 |
20 |
1,511.00 |
1,385.00 |
126.00 |
8.9% |
25.50 |
1.8% |
28% |
False |
False |
1,637,297 |
40 |
1,538.25 |
1,385.00 |
153.25 |
10.8% |
26.50 |
1.9% |
23% |
False |
False |
842,004 |
60 |
1,569.00 |
1,385.00 |
184.00 |
13.0% |
27.25 |
1.9% |
19% |
False |
False |
562,237 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,537.00 |
2.618 |
1,494.00 |
1.618 |
1,467.50 |
1.000 |
1,451.00 |
0.618 |
1,441.00 |
HIGH |
1,424.50 |
0.618 |
1,414.50 |
0.500 |
1,411.25 |
0.382 |
1,408.00 |
LOW |
1,398.00 |
0.618 |
1,381.50 |
1.000 |
1,371.50 |
1.618 |
1,355.00 |
2.618 |
1,328.50 |
4.250 |
1,285.50 |
|
|
Fisher Pivots for day following 14-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
1,417.25 |
1,419.25 |
PP |
1,414.25 |
1,418.25 |
S1 |
1,411.25 |
1,417.00 |
|