Trading Metrics calculated at close of trading on 02-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2007 |
02-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
8,095.0 |
8,105.5 |
10.5 |
0.1% |
8,019.5 |
High |
8,150.0 |
8,180.5 |
30.5 |
0.4% |
8,253.0 |
Low |
8,073.0 |
7,972.5 |
-100.5 |
-1.2% |
8,015.0 |
Close |
8,144.5 |
8,028.5 |
-116.0 |
-1.4% |
8,144.5 |
Range |
77.0 |
208.0 |
131.0 |
170.1% |
238.0 |
ATR |
125.4 |
131.3 |
5.9 |
4.7% |
0.0 |
Volume |
0 |
134,934 |
134,934 |
|
90,270 |
|
Daily Pivots for day following 02-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,684.5 |
8,564.5 |
8,142.9 |
|
R3 |
8,476.5 |
8,356.5 |
8,085.7 |
|
R2 |
8,268.5 |
8,268.5 |
8,066.6 |
|
R1 |
8,148.5 |
8,148.5 |
8,047.6 |
8,104.5 |
PP |
8,060.5 |
8,060.5 |
8,060.5 |
8,038.5 |
S1 |
7,940.5 |
7,940.5 |
8,009.4 |
7,896.5 |
S2 |
7,852.5 |
7,852.5 |
7,990.4 |
|
S3 |
7,644.5 |
7,732.5 |
7,971.3 |
|
S4 |
7,436.5 |
7,524.5 |
7,914.1 |
|
|
Weekly Pivots for week ending 28-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,851.5 |
8,736.0 |
8,275.4 |
|
R3 |
8,613.5 |
8,498.0 |
8,210.0 |
|
R2 |
8,375.5 |
8,375.5 |
8,188.1 |
|
R1 |
8,260.0 |
8,260.0 |
8,166.3 |
8,317.8 |
PP |
8,137.5 |
8,137.5 |
8,137.5 |
8,166.4 |
S1 |
8,022.0 |
8,022.0 |
8,122.7 |
8,079.8 |
S2 |
7,899.5 |
7,899.5 |
8,100.9 |
|
S3 |
7,661.5 |
7,784.0 |
8,079.1 |
|
S4 |
7,423.5 |
7,546.0 |
8,013.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,253.0 |
7,972.5 |
280.5 |
3.5% |
131.6 |
1.6% |
20% |
False |
True |
45,040 |
10 |
8,253.0 |
7,862.5 |
390.5 |
4.9% |
121.9 |
1.5% |
43% |
False |
False |
59,575 |
20 |
8,253.0 |
7,862.5 |
390.5 |
4.9% |
117.0 |
1.5% |
43% |
False |
False |
32,413 |
40 |
8,253.0 |
7,553.5 |
699.5 |
8.7% |
118.9 |
1.5% |
68% |
False |
False |
16,621 |
60 |
8,253.0 |
7,553.5 |
699.5 |
8.7% |
106.3 |
1.3% |
68% |
False |
False |
11,267 |
80 |
8,253.0 |
7,553.5 |
699.5 |
8.7% |
97.7 |
1.2% |
68% |
False |
False |
8,899 |
100 |
8,253.0 |
7,398.0 |
855.0 |
10.6% |
100.5 |
1.3% |
74% |
False |
False |
7,148 |
120 |
8,362.0 |
7,398.0 |
964.0 |
12.0% |
101.5 |
1.3% |
65% |
False |
False |
5,983 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,064.5 |
2.618 |
8,725.0 |
1.618 |
8,517.0 |
1.000 |
8,388.5 |
0.618 |
8,309.0 |
HIGH |
8,180.5 |
0.618 |
8,101.0 |
0.500 |
8,076.5 |
0.382 |
8,052.0 |
LOW |
7,972.5 |
0.618 |
7,844.0 |
1.000 |
7,764.5 |
1.618 |
7,636.0 |
2.618 |
7,428.0 |
4.250 |
7,088.5 |
|
|
Fisher Pivots for day following 02-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
8,076.5 |
8,076.5 |
PP |
8,060.5 |
8,060.5 |
S1 |
8,044.5 |
8,044.5 |
|