Trading Metrics calculated at close of trading on 04-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2008 |
04-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
8,035.5 |
7,984.0 |
-51.5 |
-0.6% |
8,095.0 |
High |
8,045.0 |
7,988.0 |
-57.0 |
-0.7% |
8,180.5 |
Low |
7,930.0 |
7,836.5 |
-93.5 |
-1.2% |
7,836.5 |
Close |
7,977.5 |
7,888.5 |
-89.0 |
-1.1% |
7,888.5 |
Range |
115.0 |
151.5 |
36.5 |
31.7% |
344.0 |
ATR |
130.2 |
131.7 |
1.5 |
1.2% |
0.0 |
Volume |
135,668 |
165,763 |
30,095 |
22.2% |
436,365 |
|
Daily Pivots for day following 04-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,358.8 |
8,275.2 |
7,971.8 |
|
R3 |
8,207.3 |
8,123.7 |
7,930.2 |
|
R2 |
8,055.8 |
8,055.8 |
7,916.3 |
|
R1 |
7,972.2 |
7,972.2 |
7,902.4 |
7,938.3 |
PP |
7,904.3 |
7,904.3 |
7,904.3 |
7,887.4 |
S1 |
7,820.7 |
7,820.7 |
7,874.6 |
7,786.8 |
S2 |
7,752.8 |
7,752.8 |
7,860.7 |
|
S3 |
7,601.3 |
7,669.2 |
7,846.8 |
|
S4 |
7,449.8 |
7,517.7 |
7,805.2 |
|
|
Weekly Pivots for week ending 04-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,000.5 |
8,788.5 |
8,077.7 |
|
R3 |
8,656.5 |
8,444.5 |
7,983.1 |
|
R2 |
8,312.5 |
8,312.5 |
7,951.6 |
|
R1 |
8,100.5 |
8,100.5 |
7,920.0 |
8,034.5 |
PP |
7,968.5 |
7,968.5 |
7,968.5 |
7,935.5 |
S1 |
7,756.5 |
7,756.5 |
7,857.0 |
7,690.5 |
S2 |
7,624.5 |
7,624.5 |
7,825.4 |
|
S3 |
7,280.5 |
7,412.5 |
7,793.9 |
|
S4 |
6,936.5 |
7,068.5 |
7,699.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,180.5 |
7,836.5 |
344.0 |
4.4% |
125.7 |
1.6% |
15% |
False |
True |
92,834 |
10 |
8,253.0 |
7,836.5 |
416.5 |
5.3% |
121.1 |
1.5% |
12% |
False |
True |
79,282 |
20 |
8,253.0 |
7,836.5 |
416.5 |
5.3% |
124.3 |
1.6% |
12% |
False |
True |
47,362 |
40 |
8,253.0 |
7,553.5 |
699.5 |
8.9% |
122.7 |
1.6% |
48% |
False |
False |
24,150 |
60 |
8,253.0 |
7,553.5 |
699.5 |
8.9% |
109.1 |
1.4% |
48% |
False |
False |
16,286 |
80 |
8,253.0 |
7,553.5 |
699.5 |
8.9% |
99.6 |
1.3% |
48% |
False |
False |
12,665 |
100 |
8,253.0 |
7,398.0 |
855.0 |
10.8% |
102.0 |
1.3% |
57% |
False |
False |
10,162 |
120 |
8,253.0 |
7,398.0 |
855.0 |
10.8% |
102.7 |
1.3% |
57% |
False |
False |
8,493 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,631.9 |
2.618 |
8,384.6 |
1.618 |
8,233.1 |
1.000 |
8,139.5 |
0.618 |
8,081.6 |
HIGH |
7,988.0 |
0.618 |
7,930.1 |
0.500 |
7,912.3 |
0.382 |
7,894.4 |
LOW |
7,836.5 |
0.618 |
7,742.9 |
1.000 |
7,685.0 |
1.618 |
7,591.4 |
2.618 |
7,439.9 |
4.250 |
7,192.6 |
|
|
Fisher Pivots for day following 04-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
7,912.3 |
8,008.5 |
PP |
7,904.3 |
7,968.5 |
S1 |
7,896.4 |
7,928.5 |
|