Trading Metrics calculated at close of trading on 16-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2008 |
16-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
1,421.00 |
1,381.75 |
-39.25 |
-2.8% |
1,422.50 |
High |
1,422.50 |
1,397.50 |
-25.00 |
-1.8% |
1,437.75 |
Low |
1,385.25 |
1,368.50 |
-16.75 |
-1.2% |
1,385.00 |
Close |
1,388.00 |
1,376.00 |
-12.00 |
-0.9% |
1,407.75 |
Range |
37.25 |
29.00 |
-8.25 |
-22.1% |
52.75 |
ATR |
27.95 |
28.02 |
0.08 |
0.3% |
0.00 |
Volume |
1,456,055 |
2,438,444 |
982,389 |
67.5% |
13,087,315 |
|
Daily Pivots for day following 16-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,467.75 |
1,450.75 |
1,392.00 |
|
R3 |
1,438.75 |
1,421.75 |
1,384.00 |
|
R2 |
1,409.75 |
1,409.75 |
1,381.25 |
|
R1 |
1,392.75 |
1,392.75 |
1,378.75 |
1,386.75 |
PP |
1,380.75 |
1,380.75 |
1,380.75 |
1,377.50 |
S1 |
1,363.75 |
1,363.75 |
1,373.25 |
1,357.75 |
S2 |
1,351.75 |
1,351.75 |
1,370.75 |
|
S3 |
1,322.75 |
1,334.75 |
1,368.00 |
|
S4 |
1,293.75 |
1,305.75 |
1,360.00 |
|
|
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 |
1,368.50 |
67.75 |
4.9% |
30.25 |
2.2% |
11% |
False |
True |
2,326,831 |
10 |
1,464.75 |
1,368.50 |
96.25 |
7.0% |
31.00 |
2.2% |
8% |
False |
True |
2,206,255 |
20 |
1,511.00 |
1,368.50 |
142.50 |
10.4% |
26.25 |
1.9% |
5% |
False |
True |
1,686,217 |
40 |
1,538.25 |
1,368.50 |
169.75 |
12.3% |
26.75 |
1.9% |
4% |
False |
True |
938,985 |
60 |
1,569.00 |
1,368.50 |
200.50 |
14.6% |
27.25 |
2.0% |
4% |
False |
True |
627,099 |
80 |
1,598.50 |
1,368.50 |
230.00 |
16.7% |
24.75 |
1.8% |
3% |
False |
True |
470,625 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,520.75 |
2.618 |
1,473.50 |
1.618 |
1,444.50 |
1.000 |
1,426.50 |
0.618 |
1,415.50 |
HIGH |
1,397.50 |
0.618 |
1,386.50 |
0.500 |
1,383.00 |
0.382 |
1,379.50 |
LOW |
1,368.50 |
0.618 |
1,350.50 |
1.000 |
1,339.50 |
1.618 |
1,321.50 |
2.618 |
1,292.50 |
4.250 |
1,245.25 |
|
|
Fisher Pivots for day following 16-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
1,383.00 |
1,396.50 |
PP |
1,380.75 |
1,389.75 |
S1 |
1,378.25 |
1,382.75 |
|