Trading Metrics calculated at close of trading on 15-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2008 |
15-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
1,408.50 |
1,421.00 |
12.50 |
0.9% |
1,422.50 |
High |
1,424.50 |
1,422.50 |
-2.00 |
-0.1% |
1,437.75 |
Low |
1,398.00 |
1,385.25 |
-12.75 |
-0.9% |
1,385.00 |
Close |
1,420.25 |
1,388.00 |
-32.25 |
-2.3% |
1,407.75 |
Range |
26.50 |
37.25 |
10.75 |
40.6% |
52.75 |
ATR |
27.23 |
27.95 |
0.72 |
2.6% |
0.00 |
Volume |
2,191,000 |
1,456,055 |
-734,945 |
-33.5% |
13,087,315 |
|
Daily Pivots for day following 15-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,510.25 |
1,486.50 |
1,408.50 |
|
R3 |
1,473.00 |
1,449.25 |
1,398.25 |
|
R2 |
1,435.75 |
1,435.75 |
1,394.75 |
|
R1 |
1,412.00 |
1,412.00 |
1,391.50 |
1,405.25 |
PP |
1,398.50 |
1,398.50 |
1,398.50 |
1,395.25 |
S1 |
1,374.75 |
1,374.75 |
1,384.50 |
1,368.00 |
S2 |
1,361.25 |
1,361.25 |
1,381.25 |
|
S3 |
1,324.00 |
1,337.50 |
1,377.75 |
|
S4 |
1,286.75 |
1,300.25 |
1,367.50 |
|
|
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 |
1,436.25 |
1,385.00 |
51.25 |
3.7% |
30.75 |
2.2% |
6% |
False |
False |
2,419,591 |
10 |
1,482.75 |
1,385.00 |
97.75 |
7.0% |
31.50 |
2.3% |
3% |
False |
False |
2,029,547 |
20 |
1,511.00 |
1,385.00 |
126.00 |
9.1% |
26.00 |
1.9% |
2% |
False |
False |
1,639,168 |
40 |
1,538.25 |
1,385.00 |
153.25 |
11.0% |
26.75 |
1.9% |
2% |
False |
False |
878,142 |
60 |
1,569.00 |
1,385.00 |
184.00 |
13.3% |
27.25 |
2.0% |
2% |
False |
False |
586,479 |
80 |
1,598.50 |
1,385.00 |
213.50 |
15.4% |
24.50 |
1.8% |
1% |
False |
False |
440,144 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,580.75 |
2.618 |
1,520.00 |
1.618 |
1,482.75 |
1.000 |
1,459.75 |
0.618 |
1,445.50 |
HIGH |
1,422.50 |
0.618 |
1,408.25 |
0.500 |
1,404.00 |
0.382 |
1,399.50 |
LOW |
1,385.25 |
0.618 |
1,362.25 |
1.000 |
1,348.00 |
1.618 |
1,325.00 |
2.618 |
1,287.75 |
4.250 |
1,227.00 |
|
|
Fisher Pivots for day following 15-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
1,404.00 |
1,405.00 |
PP |
1,398.50 |
1,399.25 |
S1 |
1,393.25 |
1,393.50 |
|