Trading Metrics calculated at close of trading on 23-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2008 |
23-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
1,327.75 |
1,311.75 |
-16.00 |
-1.2% |
1,408.50 |
High |
1,331.50 |
1,344.50 |
13.00 |
1.0% |
1,424.50 |
Low |
1,255.50 |
1,261.00 |
5.50 |
0.4% |
1,315.75 |
Close |
1,309.25 |
1,341.50 |
32.25 |
2.5% |
1,325.25 |
Range |
76.00 |
83.50 |
7.50 |
9.9% |
108.75 |
ATR |
34.24 |
37.75 |
3.52 |
10.3% |
0.00 |
Volume |
3,219,547 |
4,734,875 |
1,515,328 |
47.1% |
12,712,118 |
|
Daily Pivots for day following 23-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,566.25 |
1,537.25 |
1,387.50 |
|
R3 |
1,482.75 |
1,453.75 |
1,364.50 |
|
R2 |
1,399.25 |
1,399.25 |
1,356.75 |
|
R1 |
1,370.25 |
1,370.25 |
1,349.25 |
1,384.75 |
PP |
1,315.75 |
1,315.75 |
1,315.75 |
1,323.00 |
S1 |
1,286.75 |
1,286.75 |
1,333.75 |
1,301.25 |
S2 |
1,232.25 |
1,232.25 |
1,326.25 |
|
S3 |
1,148.75 |
1,203.25 |
1,318.50 |
|
S4 |
1,065.25 |
1,119.75 |
1,295.50 |
|
|
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 |
1,397.50 |
1,255.50 |
142.00 |
10.6% |
57.75 |
4.3% |
61% |
False |
False |
3,403,897 |
10 |
1,436.25 |
1,255.50 |
180.75 |
13.5% |
44.25 |
3.3% |
48% |
False |
False |
2,911,744 |
20 |
1,511.00 |
1,255.50 |
255.50 |
19.0% |
34.75 |
2.6% |
34% |
False |
False |
2,041,050 |
40 |
1,538.25 |
1,255.50 |
282.75 |
21.1% |
31.25 |
2.3% |
30% |
False |
False |
1,302,591 |
60 |
1,569.00 |
1,255.50 |
313.50 |
23.4% |
30.00 |
2.2% |
27% |
False |
False |
869,984 |
80 |
1,598.50 |
1,255.50 |
343.00 |
25.6% |
27.50 |
2.0% |
25% |
False |
False |
652,864 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,699.50 |
2.618 |
1,563.00 |
1.618 |
1,479.50 |
1.000 |
1,428.00 |
0.618 |
1,396.00 |
HIGH |
1,344.50 |
0.618 |
1,312.50 |
0.500 |
1,302.75 |
0.382 |
1,293.00 |
LOW |
1,261.00 |
0.618 |
1,209.50 |
1.000 |
1,177.50 |
1.618 |
1,126.00 |
2.618 |
1,042.50 |
4.250 |
906.00 |
|
|
Fisher Pivots for day following 23-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
1,328.50 |
1,330.25 |
PP |
1,315.75 |
1,319.25 |
S1 |
1,302.75 |
1,308.00 |
|