Trading Metrics calculated at close of trading on 22-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2008 |
22-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
1,340.75 |
1,327.75 |
-13.00 |
-1.0% |
1,408.50 |
High |
1,360.50 |
1,331.50 |
-29.00 |
-2.1% |
1,424.50 |
Low |
1,315.75 |
1,255.50 |
-60.25 |
-4.6% |
1,315.75 |
Close |
1,325.25 |
1,309.25 |
-16.00 |
-1.2% |
1,325.25 |
Range |
44.75 |
76.00 |
31.25 |
69.8% |
108.75 |
ATR |
31.02 |
34.24 |
3.21 |
10.4% |
0.00 |
Volume |
3,404,177 |
3,219,547 |
-184,630 |
-5.4% |
12,712,118 |
|
Daily Pivots for day following 22-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,526.75 |
1,494.00 |
1,351.00 |
|
R3 |
1,450.75 |
1,418.00 |
1,330.25 |
|
R2 |
1,374.75 |
1,374.75 |
1,323.25 |
|
R1 |
1,342.00 |
1,342.00 |
1,316.25 |
1,320.50 |
PP |
1,298.75 |
1,298.75 |
1,298.75 |
1,288.00 |
S1 |
1,266.00 |
1,266.00 |
1,302.25 |
1,244.50 |
S2 |
1,222.75 |
1,222.75 |
1,295.25 |
|
S3 |
1,146.75 |
1,190.00 |
1,288.25 |
|
S4 |
1,070.75 |
1,114.00 |
1,267.50 |
|
|
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 |
1,422.50 |
1,255.50 |
167.00 |
12.8% |
48.50 |
3.7% |
32% |
False |
True |
2,748,133 |
10 |
1,437.75 |
1,255.50 |
182.25 |
13.9% |
40.25 |
3.1% |
29% |
False |
True |
2,681,950 |
20 |
1,511.00 |
1,255.50 |
255.50 |
19.5% |
32.00 |
2.4% |
21% |
False |
True |
1,884,635 |
40 |
1,538.25 |
1,255.50 |
282.75 |
21.6% |
29.50 |
2.2% |
19% |
False |
True |
1,184,319 |
60 |
1,569.00 |
1,255.50 |
313.50 |
23.9% |
29.00 |
2.2% |
17% |
False |
True |
791,088 |
80 |
1,598.50 |
1,255.50 |
343.00 |
26.2% |
26.50 |
2.0% |
16% |
False |
True |
593,681 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,654.50 |
2.618 |
1,530.50 |
1.618 |
1,454.50 |
1.000 |
1,407.50 |
0.618 |
1,378.50 |
HIGH |
1,331.50 |
0.618 |
1,302.50 |
0.500 |
1,293.50 |
0.382 |
1,284.50 |
LOW |
1,255.50 |
0.618 |
1,208.50 |
1.000 |
1,179.50 |
1.618 |
1,132.50 |
2.618 |
1,056.50 |
4.250 |
932.50 |
|
|
Fisher Pivots for day following 22-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
1,304.00 |
1,322.50 |
PP |
1,298.75 |
1,318.00 |
S1 |
1,293.50 |
1,313.50 |
|