Trading Metrics calculated at close of trading on 18-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2008 |
18-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
1,377.25 |
1,340.75 |
-36.50 |
-2.7% |
1,408.50 |
High |
1,389.25 |
1,360.50 |
-28.75 |
-2.1% |
1,424.50 |
Low |
1,334.00 |
1,315.75 |
-18.25 |
-1.4% |
1,315.75 |
Close |
1,339.75 |
1,325.25 |
-14.50 |
-1.1% |
1,325.25 |
Range |
55.25 |
44.75 |
-10.50 |
-19.0% |
108.75 |
ATR |
29.97 |
31.02 |
1.06 |
3.5% |
0.00 |
Volume |
3,222,442 |
3,404,177 |
181,735 |
5.6% |
12,712,118 |
|
Daily Pivots for day following 18-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,468.00 |
1,441.50 |
1,349.75 |
|
R3 |
1,423.25 |
1,396.75 |
1,337.50 |
|
R2 |
1,378.50 |
1,378.50 |
1,333.50 |
|
R1 |
1,352.00 |
1,352.00 |
1,329.25 |
1,343.00 |
PP |
1,333.75 |
1,333.75 |
1,333.75 |
1,329.25 |
S1 |
1,307.25 |
1,307.25 |
1,321.25 |
1,298.00 |
S2 |
1,289.00 |
1,289.00 |
1,317.00 |
|
S3 |
1,244.25 |
1,262.50 |
1,313.00 |
|
S4 |
1,199.50 |
1,217.75 |
1,300.75 |
|
|
Weekly Pivots for week ending 18-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,681.50 |
1,612.00 |
1,385.00 |
|
R3 |
1,572.75 |
1,503.25 |
1,355.25 |
|
R2 |
1,464.00 |
1,464.00 |
1,345.25 |
|
R1 |
1,394.50 |
1,394.50 |
1,335.25 |
1,375.00 |
PP |
1,355.25 |
1,355.25 |
1,355.25 |
1,345.25 |
S1 |
1,285.75 |
1,285.75 |
1,315.25 |
1,266.00 |
S2 |
1,246.50 |
1,246.50 |
1,305.25 |
|
S3 |
1,137.75 |
1,177.00 |
1,295.25 |
|
S4 |
1,029.00 |
1,068.25 |
1,265.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,424.50 |
1,315.75 |
108.75 |
8.2% |
38.50 |
2.9% |
9% |
False |
True |
2,542,423 |
10 |
1,437.75 |
1,315.75 |
122.00 |
9.2% |
35.00 |
2.6% |
8% |
False |
True |
2,579,943 |
20 |
1,511.00 |
1,315.75 |
195.25 |
14.7% |
29.00 |
2.2% |
5% |
False |
True |
1,823,473 |
40 |
1,538.25 |
1,315.75 |
222.50 |
16.8% |
27.75 |
2.1% |
4% |
False |
True |
1,104,160 |
60 |
1,569.00 |
1,315.75 |
253.25 |
19.1% |
28.25 |
2.1% |
4% |
False |
True |
737,516 |
80 |
1,598.50 |
1,315.75 |
282.75 |
21.3% |
25.75 |
1.9% |
3% |
False |
True |
553,448 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,550.75 |
2.618 |
1,477.75 |
1.618 |
1,433.00 |
1.000 |
1,405.25 |
0.618 |
1,388.25 |
HIGH |
1,360.50 |
0.618 |
1,343.50 |
0.500 |
1,338.00 |
0.382 |
1,332.75 |
LOW |
1,315.75 |
0.618 |
1,288.00 |
1.000 |
1,271.00 |
1.618 |
1,243.25 |
2.618 |
1,198.50 |
4.250 |
1,125.50 |
|
|
Fisher Pivots for day following 18-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
1,338.00 |
1,356.50 |
PP |
1,333.75 |
1,346.25 |
S1 |
1,329.50 |
1,335.75 |
|