Trading Metrics calculated at close of trading on 08-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2008 |
08-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
7,840.0 |
7,892.5 |
52.5 |
0.7% |
8,095.0 |
High |
7,933.0 |
7,996.0 |
63.0 |
0.8% |
8,180.5 |
Low |
7,835.0 |
7,821.0 |
-14.0 |
-0.2% |
7,836.5 |
Close |
7,889.0 |
7,927.5 |
38.5 |
0.5% |
7,888.5 |
Range |
98.0 |
175.0 |
77.0 |
78.6% |
344.0 |
ATR |
129.3 |
132.5 |
3.3 |
2.5% |
0.0 |
Volume |
160,695 |
170,877 |
10,182 |
6.3% |
436,365 |
|
Daily Pivots for day following 08-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,439.8 |
8,358.7 |
8,023.8 |
|
R3 |
8,264.8 |
8,183.7 |
7,975.6 |
|
R2 |
8,089.8 |
8,089.8 |
7,959.6 |
|
R1 |
8,008.7 |
8,008.7 |
7,943.5 |
8,049.3 |
PP |
7,914.8 |
7,914.8 |
7,914.8 |
7,935.1 |
S1 |
7,833.7 |
7,833.7 |
7,911.5 |
7,874.3 |
S2 |
7,739.8 |
7,739.8 |
7,895.4 |
|
S3 |
7,564.8 |
7,658.7 |
7,879.4 |
|
S4 |
7,389.8 |
7,483.7 |
7,831.3 |
|
|
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 |
7,821.0 |
359.5 |
4.5% |
149.5 |
1.9% |
30% |
False |
True |
153,587 |
10 |
8,253.0 |
7,821.0 |
432.0 |
5.4% |
129.8 |
1.6% |
25% |
False |
True |
98,082 |
20 |
8,253.0 |
7,821.0 |
432.0 |
5.4% |
127.5 |
1.6% |
25% |
False |
True |
63,740 |
40 |
8,253.0 |
7,553.5 |
699.5 |
8.8% |
122.6 |
1.5% |
53% |
False |
False |
32,425 |
60 |
8,253.0 |
7,553.5 |
699.5 |
8.8% |
111.3 |
1.4% |
53% |
False |
False |
21,772 |
80 |
8,253.0 |
7,553.5 |
699.5 |
8.8% |
101.2 |
1.3% |
53% |
False |
False |
16,805 |
100 |
8,253.0 |
7,416.5 |
836.5 |
10.6% |
101.5 |
1.3% |
61% |
False |
False |
13,472 |
120 |
8,253.0 |
7,398.0 |
855.0 |
10.8% |
103.2 |
1.3% |
62% |
False |
False |
11,253 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,739.8 |
2.618 |
8,454.2 |
1.618 |
8,279.2 |
1.000 |
8,171.0 |
0.618 |
8,104.2 |
HIGH |
7,996.0 |
0.618 |
7,929.2 |
0.500 |
7,908.5 |
0.382 |
7,887.9 |
LOW |
7,821.0 |
0.618 |
7,712.9 |
1.000 |
7,646.0 |
1.618 |
7,537.9 |
2.618 |
7,362.9 |
4.250 |
7,077.3 |
|
|
Fisher Pivots for day following 08-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
7,921.2 |
7,921.2 |
PP |
7,914.8 |
7,914.8 |
S1 |
7,908.5 |
7,908.5 |
|