Trading Metrics calculated at close of trading on 07-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2008 |
07-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
7,984.0 |
7,840.0 |
-144.0 |
-1.8% |
8,095.0 |
High |
7,988.0 |
7,933.0 |
-55.0 |
-0.7% |
8,180.5 |
Low |
7,836.5 |
7,835.0 |
-1.5 |
0.0% |
7,836.5 |
Close |
7,888.5 |
7,889.0 |
0.5 |
0.0% |
7,888.5 |
Range |
151.5 |
98.0 |
-53.5 |
-35.3% |
344.0 |
ATR |
131.7 |
129.3 |
-2.4 |
-1.8% |
0.0 |
Volume |
165,763 |
160,695 |
-5,068 |
-3.1% |
436,365 |
|
Daily Pivots for day following 07-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,179.7 |
8,132.3 |
7,942.9 |
|
R3 |
8,081.7 |
8,034.3 |
7,916.0 |
|
R2 |
7,983.7 |
7,983.7 |
7,907.0 |
|
R1 |
7,936.3 |
7,936.3 |
7,898.0 |
7,960.0 |
PP |
7,885.7 |
7,885.7 |
7,885.7 |
7,897.5 |
S1 |
7,838.3 |
7,838.3 |
7,880.0 |
7,862.0 |
S2 |
7,787.7 |
7,787.7 |
7,871.0 |
|
S3 |
7,689.7 |
7,740.3 |
7,862.1 |
|
S4 |
7,591.7 |
7,642.3 |
7,835.1 |
|
|
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 |
7,835.0 |
345.5 |
4.4% |
129.9 |
1.6% |
16% |
False |
True |
119,412 |
10 |
8,253.0 |
7,835.0 |
418.0 |
5.3% |
120.6 |
1.5% |
13% |
False |
True |
86,697 |
20 |
8,253.0 |
7,835.0 |
418.0 |
5.3% |
124.0 |
1.6% |
13% |
False |
True |
55,281 |
40 |
8,253.0 |
7,553.5 |
699.5 |
8.9% |
122.8 |
1.6% |
48% |
False |
False |
28,164 |
60 |
8,253.0 |
7,553.5 |
699.5 |
8.9% |
109.7 |
1.4% |
48% |
False |
False |
18,936 |
80 |
8,253.0 |
7,553.5 |
699.5 |
8.9% |
100.4 |
1.3% |
48% |
False |
False |
14,673 |
100 |
8,253.0 |
7,398.0 |
855.0 |
10.8% |
101.4 |
1.3% |
57% |
False |
False |
11,768 |
120 |
8,253.0 |
7,398.0 |
855.0 |
10.8% |
102.2 |
1.3% |
57% |
False |
False |
9,830 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,349.5 |
2.618 |
8,189.6 |
1.618 |
8,091.6 |
1.000 |
8,031.0 |
0.618 |
7,993.6 |
HIGH |
7,933.0 |
0.618 |
7,895.6 |
0.500 |
7,884.0 |
0.382 |
7,872.4 |
LOW |
7,835.0 |
0.618 |
7,774.4 |
1.000 |
7,737.0 |
1.618 |
7,676.4 |
2.618 |
7,578.4 |
4.250 |
7,418.5 |
|
|
Fisher Pivots for day following 07-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
7,887.3 |
7,940.0 |
PP |
7,885.7 |
7,923.0 |
S1 |
7,884.0 |
7,906.0 |
|