Trading Metrics calculated at close of trading on 29-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2008 |
29-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
1,336.00 |
1,353.75 |
17.75 |
1.3% |
1,327.75 |
High |
1,358.25 |
1,367.00 |
8.75 |
0.6% |
1,370.75 |
Low |
1,310.25 |
1,350.25 |
40.00 |
3.1% |
1,255.50 |
Close |
1,354.50 |
1,362.00 |
7.50 |
0.6% |
1,334.00 |
Range |
48.00 |
16.75 |
-31.25 |
-65.1% |
115.25 |
ATR |
37.95 |
36.44 |
-1.51 |
-4.0% |
0.00 |
Volume |
2,543,013 |
2,013,859 |
-529,154 |
-20.8% |
14,506,138 |
|
Daily Pivots for day following 29-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,410.00 |
1,402.75 |
1,371.25 |
|
R3 |
1,393.25 |
1,386.00 |
1,366.50 |
|
R2 |
1,376.50 |
1,376.50 |
1,365.00 |
|
R1 |
1,369.25 |
1,369.25 |
1,363.50 |
1,373.00 |
PP |
1,359.75 |
1,359.75 |
1,359.75 |
1,361.50 |
S1 |
1,352.50 |
1,352.50 |
1,360.50 |
1,356.00 |
S2 |
1,343.00 |
1,343.00 |
1,359.00 |
|
S3 |
1,326.25 |
1,335.75 |
1,357.50 |
|
S4 |
1,309.50 |
1,319.00 |
1,352.75 |
|
|
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 |
1,261.00 |
109.75 |
8.1% |
43.00 |
3.2% |
92% |
False |
False |
3,168,692 |
10 |
1,422.50 |
1,255.50 |
167.00 |
12.3% |
45.75 |
3.4% |
64% |
False |
False |
2,958,412 |
20 |
1,489.00 |
1,255.50 |
233.50 |
17.1% |
37.50 |
2.8% |
46% |
False |
False |
2,460,806 |
40 |
1,538.25 |
1,255.50 |
282.75 |
20.8% |
30.75 |
2.3% |
38% |
False |
False |
1,579,008 |
60 |
1,538.25 |
1,255.50 |
282.75 |
20.8% |
30.75 |
2.3% |
38% |
False |
False |
1,055,072 |
80 |
1,598.50 |
1,255.50 |
343.00 |
25.2% |
28.50 |
2.1% |
31% |
False |
False |
791,676 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,438.25 |
2.618 |
1,410.75 |
1.618 |
1,394.00 |
1.000 |
1,383.75 |
0.618 |
1,377.25 |
HIGH |
1,367.00 |
0.618 |
1,360.50 |
0.500 |
1,358.50 |
0.382 |
1,356.75 |
LOW |
1,350.25 |
0.618 |
1,340.00 |
1.000 |
1,333.50 |
1.618 |
1,323.25 |
2.618 |
1,306.50 |
4.250 |
1,279.00 |
|
|
Fisher Pivots for day following 29-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
1,361.00 |
1,354.75 |
PP |
1,359.75 |
1,347.75 |
S1 |
1,358.50 |
1,340.50 |
|