Trading Metrics calculated at close of trading on 10-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2008 |
10-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
7,868.5 |
7,865.0 |
-3.5 |
0.0% |
8,095.0 |
High |
7,906.5 |
7,899.5 |
-7.0 |
-0.1% |
8,180.5 |
Low |
7,813.5 |
7,764.0 |
-49.5 |
-0.6% |
7,836.5 |
Close |
7,843.5 |
7,785.5 |
-58.0 |
-0.7% |
7,888.5 |
Range |
93.0 |
135.5 |
42.5 |
45.7% |
344.0 |
ATR |
131.2 |
131.5 |
0.3 |
0.2% |
0.0 |
Volume |
203,784 |
224,817 |
21,033 |
10.3% |
436,365 |
|
Daily Pivots for day following 10-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,222.8 |
8,139.7 |
7,860.0 |
|
R3 |
8,087.3 |
8,004.2 |
7,822.8 |
|
R2 |
7,951.8 |
7,951.8 |
7,810.3 |
|
R1 |
7,868.7 |
7,868.7 |
7,797.9 |
7,842.5 |
PP |
7,816.3 |
7,816.3 |
7,816.3 |
7,803.3 |
S1 |
7,733.2 |
7,733.2 |
7,773.1 |
7,707.0 |
S2 |
7,680.8 |
7,680.8 |
7,760.7 |
|
S3 |
7,545.3 |
7,597.7 |
7,748.2 |
|
S4 |
7,409.8 |
7,462.2 |
7,711.0 |
|
|
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 |
7,996.0 |
7,764.0 |
232.0 |
3.0% |
130.6 |
1.7% |
9% |
False |
True |
185,187 |
10 |
8,253.0 |
7,764.0 |
489.0 |
6.3% |
132.6 |
1.7% |
4% |
False |
True |
128,680 |
20 |
8,253.0 |
7,764.0 |
489.0 |
6.3% |
130.9 |
1.7% |
4% |
False |
True |
84,857 |
40 |
8,253.0 |
7,553.5 |
699.5 |
9.0% |
122.8 |
1.6% |
33% |
False |
False |
43,125 |
60 |
8,253.0 |
7,553.5 |
699.5 |
9.0% |
112.5 |
1.4% |
33% |
False |
False |
28,905 |
80 |
8,253.0 |
7,553.5 |
699.5 |
9.0% |
101.9 |
1.3% |
33% |
False |
False |
22,128 |
100 |
8,253.0 |
7,539.0 |
714.0 |
9.2% |
100.5 |
1.3% |
35% |
False |
False |
17,753 |
120 |
8,253.0 |
7,398.0 |
855.0 |
11.0% |
102.9 |
1.3% |
45% |
False |
False |
14,820 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,475.4 |
2.618 |
8,254.2 |
1.618 |
8,118.7 |
1.000 |
8,035.0 |
0.618 |
7,983.2 |
HIGH |
7,899.5 |
0.618 |
7,847.7 |
0.500 |
7,831.8 |
0.382 |
7,815.8 |
LOW |
7,764.0 |
0.618 |
7,680.3 |
1.000 |
7,628.5 |
1.618 |
7,544.8 |
2.618 |
7,409.3 |
4.250 |
7,188.1 |
|
|
Fisher Pivots for day following 10-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
7,831.8 |
7,880.0 |
PP |
7,816.3 |
7,848.5 |
S1 |
7,800.9 |
7,817.0 |
|