Trading Metrics calculated at close of trading on 30-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2008 |
30-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
1,353.75 |
1,361.50 |
7.75 |
0.6% |
1,327.75 |
High |
1,367.00 |
1,387.50 |
20.50 |
1.5% |
1,370.75 |
Low |
1,350.25 |
1,347.25 |
-3.00 |
-0.2% |
1,255.50 |
Close |
1,362.00 |
1,350.50 |
-11.50 |
-0.8% |
1,334.00 |
Range |
16.75 |
40.25 |
23.50 |
140.3% |
115.25 |
ATR |
36.44 |
36.71 |
0.27 |
0.7% |
0.00 |
Volume |
2,013,859 |
1,581,503 |
-432,356 |
-21.5% |
14,506,138 |
|
Daily Pivots for day following 30-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,482.50 |
1,456.75 |
1,372.75 |
|
R3 |
1,442.25 |
1,416.50 |
1,361.50 |
|
R2 |
1,402.00 |
1,402.00 |
1,358.00 |
|
R1 |
1,376.25 |
1,376.25 |
1,354.25 |
1,369.00 |
PP |
1,361.75 |
1,361.75 |
1,361.75 |
1,358.00 |
S1 |
1,336.00 |
1,336.00 |
1,346.75 |
1,328.75 |
S2 |
1,321.50 |
1,321.50 |
1,343.00 |
|
S3 |
1,281.25 |
1,295.75 |
1,339.50 |
|
S4 |
1,241.00 |
1,255.50 |
1,328.25 |
|
|
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 |
1,387.50 |
1,310.25 |
77.25 |
5.7% |
34.25 |
2.5% |
52% |
True |
False |
2,538,018 |
10 |
1,397.50 |
1,255.50 |
142.00 |
10.5% |
46.00 |
3.4% |
67% |
False |
False |
2,970,957 |
20 |
1,482.75 |
1,255.50 |
227.25 |
16.8% |
38.75 |
2.9% |
42% |
False |
False |
2,500,252 |
40 |
1,538.25 |
1,255.50 |
282.75 |
20.9% |
31.25 |
2.3% |
34% |
False |
False |
1,617,892 |
60 |
1,538.25 |
1,255.50 |
282.75 |
20.9% |
31.00 |
2.3% |
34% |
False |
False |
1,081,394 |
80 |
1,598.50 |
1,255.50 |
343.00 |
25.4% |
28.75 |
2.1% |
28% |
False |
False |
811,434 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,558.50 |
2.618 |
1,492.75 |
1.618 |
1,452.50 |
1.000 |
1,427.75 |
0.618 |
1,412.25 |
HIGH |
1,387.50 |
0.618 |
1,372.00 |
0.500 |
1,367.50 |
0.382 |
1,362.75 |
LOW |
1,347.25 |
0.618 |
1,322.50 |
1.000 |
1,307.00 |
1.618 |
1,282.25 |
2.618 |
1,242.00 |
4.250 |
1,176.25 |
|
|
Fisher Pivots for day following 30-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
1,367.50 |
1,350.00 |
PP |
1,361.75 |
1,349.50 |
S1 |
1,356.00 |
1,349.00 |
|