Trading Metrics calculated at close of trading on 31-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2008 |
31-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
1,361.50 |
1,349.75 |
-11.75 |
-0.9% |
1,327.75 |
High |
1,387.50 |
1,387.25 |
-0.25 |
0.0% |
1,370.75 |
Low |
1,347.25 |
1,331.50 |
-15.75 |
-1.2% |
1,255.50 |
Close |
1,350.50 |
1,379.50 |
29.00 |
2.1% |
1,334.00 |
Range |
40.25 |
55.75 |
15.50 |
38.5% |
115.25 |
ATR |
36.71 |
38.07 |
1.36 |
3.7% |
0.00 |
Volume |
1,581,503 |
2,609,409 |
1,027,906 |
65.0% |
14,506,138 |
|
Daily Pivots for day following 31-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,533.25 |
1,512.25 |
1,410.25 |
|
R3 |
1,477.50 |
1,456.50 |
1,394.75 |
|
R2 |
1,421.75 |
1,421.75 |
1,389.75 |
|
R1 |
1,400.75 |
1,400.75 |
1,384.50 |
1,411.25 |
PP |
1,366.00 |
1,366.00 |
1,366.00 |
1,371.50 |
S1 |
1,345.00 |
1,345.00 |
1,374.50 |
1,355.50 |
S2 |
1,310.25 |
1,310.25 |
1,369.25 |
|
S3 |
1,254.50 |
1,289.25 |
1,364.25 |
|
S4 |
1,198.75 |
1,233.50 |
1,348.75 |
|
|
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 |
1,387.50 |
1,310.25 |
77.25 |
5.6% |
40.75 |
2.9% |
90% |
False |
False |
2,235,941 |
10 |
1,389.25 |
1,255.50 |
133.75 |
9.7% |
48.75 |
3.5% |
93% |
False |
False |
2,988,054 |
20 |
1,464.75 |
1,255.50 |
209.25 |
15.2% |
39.75 |
2.9% |
59% |
False |
False |
2,597,155 |
40 |
1,538.25 |
1,255.50 |
282.75 |
20.5% |
32.25 |
2.3% |
44% |
False |
False |
1,682,779 |
60 |
1,538.25 |
1,255.50 |
282.75 |
20.5% |
31.50 |
2.3% |
44% |
False |
False |
1,124,845 |
80 |
1,598.50 |
1,255.50 |
343.00 |
24.9% |
29.25 |
2.1% |
36% |
False |
False |
844,019 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,624.25 |
2.618 |
1,533.25 |
1.618 |
1,477.50 |
1.000 |
1,443.00 |
0.618 |
1,421.75 |
HIGH |
1,387.25 |
0.618 |
1,366.00 |
0.500 |
1,359.50 |
0.382 |
1,352.75 |
LOW |
1,331.50 |
0.618 |
1,297.00 |
1.000 |
1,275.75 |
1.618 |
1,241.25 |
2.618 |
1,185.50 |
4.250 |
1,094.50 |
|
|
Fisher Pivots for day following 31-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
1,372.75 |
1,372.75 |
PP |
1,366.00 |
1,366.25 |
S1 |
1,359.50 |
1,359.50 |
|