Trading Metrics calculated at close of trading on 11-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2008 |
11-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
7,865.0 |
7,770.0 |
-95.0 |
-1.2% |
7,840.0 |
High |
7,899.5 |
7,812.5 |
-87.0 |
-1.1% |
7,996.0 |
Low |
7,764.0 |
7,721.5 |
-42.5 |
-0.5% |
7,721.5 |
Close |
7,785.5 |
7,789.5 |
4.0 |
0.1% |
7,789.5 |
Range |
135.5 |
91.0 |
-44.5 |
-32.8% |
274.5 |
ATR |
131.5 |
128.6 |
-2.9 |
-2.2% |
0.0 |
Volume |
224,817 |
175,467 |
-49,350 |
-22.0% |
935,640 |
|
Daily Pivots for day following 11-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,047.5 |
8,009.5 |
7,839.6 |
|
R3 |
7,956.5 |
7,918.5 |
7,814.5 |
|
R2 |
7,865.5 |
7,865.5 |
7,806.2 |
|
R1 |
7,827.5 |
7,827.5 |
7,797.8 |
7,846.5 |
PP |
7,774.5 |
7,774.5 |
7,774.5 |
7,784.0 |
S1 |
7,736.5 |
7,736.5 |
7,781.2 |
7,755.5 |
S2 |
7,683.5 |
7,683.5 |
7,772.8 |
|
S3 |
7,592.5 |
7,645.5 |
7,764.5 |
|
S4 |
7,501.5 |
7,554.5 |
7,739.5 |
|
|
Weekly Pivots for week ending 11-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,659.2 |
8,498.8 |
7,940.5 |
|
R3 |
8,384.7 |
8,224.3 |
7,865.0 |
|
R2 |
8,110.2 |
8,110.2 |
7,839.8 |
|
R1 |
7,949.8 |
7,949.8 |
7,814.7 |
7,892.8 |
PP |
7,835.7 |
7,835.7 |
7,835.7 |
7,807.1 |
S1 |
7,675.3 |
7,675.3 |
7,764.3 |
7,618.3 |
S2 |
7,561.2 |
7,561.2 |
7,739.2 |
|
S3 |
7,286.7 |
7,400.8 |
7,714.0 |
|
S4 |
7,012.2 |
7,126.3 |
7,638.5 |
|
|
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 |
7,721.5 |
274.5 |
3.5% |
118.5 |
1.5% |
25% |
False |
True |
187,128 |
10 |
8,180.5 |
7,721.5 |
459.0 |
5.9% |
122.1 |
1.6% |
15% |
False |
True |
139,981 |
20 |
8,253.0 |
7,721.5 |
531.5 |
6.8% |
125.2 |
1.6% |
13% |
False |
True |
93,351 |
40 |
8,253.0 |
7,553.5 |
699.5 |
9.0% |
122.9 |
1.6% |
34% |
False |
False |
47,493 |
60 |
8,253.0 |
7,553.5 |
699.5 |
9.0% |
113.3 |
1.5% |
34% |
False |
False |
31,821 |
80 |
8,253.0 |
7,553.5 |
699.5 |
9.0% |
100.0 |
1.3% |
34% |
False |
False |
24,290 |
100 |
8,253.0 |
7,543.0 |
710.0 |
9.1% |
100.5 |
1.3% |
35% |
False |
False |
19,507 |
120 |
8,253.0 |
7,398.0 |
855.0 |
11.0% |
101.8 |
1.3% |
46% |
False |
False |
16,281 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,199.3 |
2.618 |
8,050.7 |
1.618 |
7,959.7 |
1.000 |
7,903.5 |
0.618 |
7,868.7 |
HIGH |
7,812.5 |
0.618 |
7,777.7 |
0.500 |
7,767.0 |
0.382 |
7,756.3 |
LOW |
7,721.5 |
0.618 |
7,665.3 |
1.000 |
7,630.5 |
1.618 |
7,574.3 |
2.618 |
7,483.3 |
4.250 |
7,334.8 |
|
|
Fisher Pivots for day following 11-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
7,782.0 |
7,814.0 |
PP |
7,774.5 |
7,805.8 |
S1 |
7,767.0 |
7,797.7 |
|