Trading Metrics calculated at close of trading on 25-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2008 |
25-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
1,342.25 |
1,356.00 |
13.75 |
1.0% |
1,327.75 |
High |
1,357.25 |
1,370.75 |
13.50 |
1.0% |
1,370.75 |
Low |
1,333.25 |
1,328.25 |
-5.00 |
-0.4% |
1,255.50 |
Close |
1,352.25 |
1,334.00 |
-18.25 |
-1.3% |
1,334.00 |
Range |
24.00 |
42.50 |
18.50 |
77.1% |
115.25 |
ATR |
36.77 |
37.18 |
0.41 |
1.1% |
0.00 |
Volume |
4,119,794 |
2,431,922 |
-1,687,872 |
-41.0% |
14,506,138 |
|
Daily Pivots for day following 25-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,471.75 |
1,445.50 |
1,357.50 |
|
R3 |
1,429.25 |
1,403.00 |
1,345.75 |
|
R2 |
1,386.75 |
1,386.75 |
1,341.75 |
|
R1 |
1,360.50 |
1,360.50 |
1,338.00 |
1,352.50 |
PP |
1,344.25 |
1,344.25 |
1,344.25 |
1,340.25 |
S1 |
1,318.00 |
1,318.00 |
1,330.00 |
1,310.00 |
S2 |
1,301.75 |
1,301.75 |
1,326.25 |
|
S3 |
1,259.25 |
1,275.50 |
1,322.25 |
|
S4 |
1,216.75 |
1,233.00 |
1,310.50 |
|
|
Weekly Pivots for week ending 25-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,665.75 |
1,615.25 |
1,397.50 |
|
R3 |
1,550.50 |
1,500.00 |
1,365.75 |
|
R2 |
1,435.25 |
1,435.25 |
1,355.25 |
|
R1 |
1,384.75 |
1,384.75 |
1,344.50 |
1,410.00 |
PP |
1,320.00 |
1,320.00 |
1,320.00 |
1,332.75 |
S1 |
1,269.50 |
1,269.50 |
1,323.50 |
1,294.75 |
S2 |
1,204.75 |
1,204.75 |
1,312.75 |
|
S3 |
1,089.50 |
1,154.25 |
1,302.25 |
|
S4 |
974.25 |
1,039.00 |
1,270.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,370.75 |
1,255.50 |
115.25 |
8.6% |
54.25 |
4.1% |
68% |
True |
False |
3,582,063 |
10 |
1,424.50 |
1,255.50 |
169.00 |
12.7% |
44.25 |
3.3% |
46% |
False |
False |
2,995,531 |
20 |
1,511.00 |
1,255.50 |
255.50 |
19.2% |
36.75 |
2.8% |
31% |
False |
False |
2,296,194 |
40 |
1,538.25 |
1,255.50 |
282.75 |
21.2% |
31.00 |
2.3% |
28% |
False |
False |
1,465,934 |
60 |
1,569.00 |
1,255.50 |
313.50 |
23.5% |
30.75 |
2.3% |
25% |
False |
False |
979,154 |
80 |
1,598.50 |
1,255.50 |
343.00 |
25.7% |
28.00 |
2.1% |
23% |
False |
False |
734,740 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,551.50 |
2.618 |
1,482.00 |
1.618 |
1,439.50 |
1.000 |
1,413.25 |
0.618 |
1,397.00 |
HIGH |
1,370.75 |
0.618 |
1,354.50 |
0.500 |
1,349.50 |
0.382 |
1,344.50 |
LOW |
1,328.25 |
0.618 |
1,302.00 |
1.000 |
1,285.75 |
1.618 |
1,259.50 |
2.618 |
1,217.00 |
4.250 |
1,147.50 |
|
|
Fisher Pivots for day following 25-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
1,349.50 |
1,328.00 |
PP |
1,344.25 |
1,322.00 |
S1 |
1,339.25 |
1,316.00 |
|