Trading Metrics calculated at close of trading on 28-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2008 |
28-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
1,356.00 |
1,336.00 |
-20.00 |
-1.5% |
1,327.75 |
High |
1,370.75 |
1,358.25 |
-12.50 |
-0.9% |
1,370.75 |
Low |
1,328.25 |
1,310.25 |
-18.00 |
-1.4% |
1,255.50 |
Close |
1,334.00 |
1,354.50 |
20.50 |
1.5% |
1,334.00 |
Range |
42.50 |
48.00 |
5.50 |
12.9% |
115.25 |
ATR |
37.18 |
37.95 |
0.77 |
2.1% |
0.00 |
Volume |
2,431,922 |
2,543,013 |
111,091 |
4.6% |
14,506,138 |
|
Daily Pivots for day following 28-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,485.00 |
1,467.75 |
1,381.00 |
|
R3 |
1,437.00 |
1,419.75 |
1,367.75 |
|
R2 |
1,389.00 |
1,389.00 |
1,363.25 |
|
R1 |
1,371.75 |
1,371.75 |
1,359.00 |
1,380.50 |
PP |
1,341.00 |
1,341.00 |
1,341.00 |
1,345.25 |
S1 |
1,323.75 |
1,323.75 |
1,350.00 |
1,332.50 |
S2 |
1,293.00 |
1,293.00 |
1,345.75 |
|
S3 |
1,245.00 |
1,275.75 |
1,341.25 |
|
S4 |
1,197.00 |
1,227.75 |
1,328.00 |
|
|
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 |
8.5% |
54.75 |
4.0% |
86% |
False |
False |
3,409,830 |
10 |
1,424.50 |
1,255.50 |
169.00 |
12.5% |
46.75 |
3.4% |
59% |
False |
False |
2,976,126 |
20 |
1,503.00 |
1,255.50 |
247.50 |
18.3% |
37.75 |
2.8% |
40% |
False |
False |
2,405,165 |
40 |
1,538.25 |
1,255.50 |
282.75 |
20.9% |
30.75 |
2.3% |
35% |
False |
False |
1,529,027 |
60 |
1,564.25 |
1,255.50 |
308.75 |
22.8% |
31.25 |
2.3% |
32% |
False |
False |
1,021,519 |
80 |
1,598.50 |
1,255.50 |
343.00 |
25.3% |
28.50 |
2.1% |
29% |
False |
False |
766,510 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,562.25 |
2.618 |
1,484.00 |
1.618 |
1,436.00 |
1.000 |
1,406.25 |
0.618 |
1,388.00 |
HIGH |
1,358.25 |
0.618 |
1,340.00 |
0.500 |
1,334.25 |
0.382 |
1,328.50 |
LOW |
1,310.25 |
0.618 |
1,280.50 |
1.000 |
1,262.25 |
1.618 |
1,232.50 |
2.618 |
1,184.50 |
4.250 |
1,106.25 |
|
|
Fisher Pivots for day following 28-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
1,347.75 |
1,349.75 |
PP |
1,341.00 |
1,345.25 |
S1 |
1,334.25 |
1,340.50 |
|