Trading Metrics calculated at close of trading on 09-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2008 |
09-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
7,892.5 |
7,868.5 |
-24.0 |
-0.3% |
8,095.0 |
High |
7,996.0 |
7,906.5 |
-89.5 |
-1.1% |
8,180.5 |
Low |
7,821.0 |
7,813.5 |
-7.5 |
-0.1% |
7,836.5 |
Close |
7,927.5 |
7,843.5 |
-84.0 |
-1.1% |
7,888.5 |
Range |
175.0 |
93.0 |
-82.0 |
-46.9% |
344.0 |
ATR |
132.5 |
131.2 |
-1.3 |
-1.0% |
0.0 |
Volume |
170,877 |
203,784 |
32,907 |
19.3% |
436,365 |
|
Daily Pivots for day following 09-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,133.5 |
8,081.5 |
7,894.7 |
|
R3 |
8,040.5 |
7,988.5 |
7,869.1 |
|
R2 |
7,947.5 |
7,947.5 |
7,860.6 |
|
R1 |
7,895.5 |
7,895.5 |
7,852.0 |
7,875.0 |
PP |
7,854.5 |
7,854.5 |
7,854.5 |
7,844.3 |
S1 |
7,802.5 |
7,802.5 |
7,835.0 |
7,782.0 |
S2 |
7,761.5 |
7,761.5 |
7,826.5 |
|
S3 |
7,668.5 |
7,709.5 |
7,817.9 |
|
S4 |
7,575.5 |
7,616.5 |
7,792.4 |
|
|
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 |
8,045.0 |
7,813.5 |
231.5 |
3.0% |
126.5 |
1.6% |
13% |
False |
True |
167,357 |
10 |
8,253.0 |
7,813.5 |
439.5 |
5.6% |
129.1 |
1.6% |
7% |
False |
True |
106,199 |
20 |
8,253.0 |
7,813.5 |
439.5 |
5.6% |
129.6 |
1.7% |
7% |
False |
True |
73,845 |
40 |
8,253.0 |
7,553.5 |
699.5 |
8.9% |
122.0 |
1.6% |
41% |
False |
False |
37,509 |
60 |
8,253.0 |
7,553.5 |
699.5 |
8.9% |
111.7 |
1.4% |
41% |
False |
False |
25,161 |
80 |
8,253.0 |
7,553.5 |
699.5 |
8.9% |
101.4 |
1.3% |
41% |
False |
False |
19,347 |
100 |
8,253.0 |
7,539.0 |
714.0 |
9.1% |
99.8 |
1.3% |
43% |
False |
False |
15,509 |
120 |
8,253.0 |
7,398.0 |
855.0 |
10.9% |
102.6 |
1.3% |
52% |
False |
False |
12,949 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,301.8 |
2.618 |
8,150.0 |
1.618 |
8,057.0 |
1.000 |
7,999.5 |
0.618 |
7,964.0 |
HIGH |
7,906.5 |
0.618 |
7,871.0 |
0.500 |
7,860.0 |
0.382 |
7,849.0 |
LOW |
7,813.5 |
0.618 |
7,756.0 |
1.000 |
7,720.5 |
1.618 |
7,663.0 |
2.618 |
7,570.0 |
4.250 |
7,418.3 |
|
|
Fisher Pivots for day following 09-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
7,860.0 |
7,904.8 |
PP |
7,854.5 |
7,884.3 |
S1 |
7,849.0 |
7,863.9 |
|