Trading Metrics calculated at close of trading on 14-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2008 |
14-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
7,770.0 |
7,768.0 |
-2.0 |
0.0% |
7,840.0 |
High |
7,812.5 |
7,826.5 |
14.0 |
0.2% |
7,996.0 |
Low |
7,721.5 |
7,746.0 |
24.5 |
0.3% |
7,721.5 |
Close |
7,789.5 |
7,806.0 |
16.5 |
0.2% |
7,789.5 |
Range |
91.0 |
80.5 |
-10.5 |
-11.5% |
274.5 |
ATR |
128.6 |
125.2 |
-3.4 |
-2.7% |
0.0 |
Volume |
175,467 |
126,428 |
-49,039 |
-27.9% |
935,640 |
|
Daily Pivots for day following 14-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,034.3 |
8,000.7 |
7,850.3 |
|
R3 |
7,953.8 |
7,920.2 |
7,828.1 |
|
R2 |
7,873.3 |
7,873.3 |
7,820.8 |
|
R1 |
7,839.7 |
7,839.7 |
7,813.4 |
7,856.5 |
PP |
7,792.8 |
7,792.8 |
7,792.8 |
7,801.3 |
S1 |
7,759.2 |
7,759.2 |
7,798.6 |
7,776.0 |
S2 |
7,712.3 |
7,712.3 |
7,791.2 |
|
S3 |
7,631.8 |
7,678.7 |
7,783.9 |
|
S4 |
7,551.3 |
7,598.2 |
7,761.7 |
|
|
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% |
115.0 |
1.5% |
31% |
False |
False |
180,274 |
10 |
8,180.5 |
7,721.5 |
459.0 |
5.9% |
122.5 |
1.6% |
18% |
False |
False |
149,843 |
20 |
8,253.0 |
7,721.5 |
531.5 |
6.8% |
119.4 |
1.5% |
16% |
False |
False |
99,176 |
40 |
8,253.0 |
7,553.5 |
699.5 |
9.0% |
121.8 |
1.6% |
36% |
False |
False |
50,631 |
60 |
8,253.0 |
7,553.5 |
699.5 |
9.0% |
113.4 |
1.5% |
36% |
False |
False |
33,920 |
80 |
8,253.0 |
7,553.5 |
699.5 |
9.0% |
100.1 |
1.3% |
36% |
False |
False |
25,780 |
100 |
8,253.0 |
7,543.0 |
710.0 |
9.1% |
100.2 |
1.3% |
37% |
False |
False |
20,770 |
120 |
8,253.0 |
7,398.0 |
855.0 |
11.0% |
101.4 |
1.3% |
48% |
False |
False |
17,333 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,168.6 |
2.618 |
8,037.2 |
1.618 |
7,956.7 |
1.000 |
7,907.0 |
0.618 |
7,876.2 |
HIGH |
7,826.5 |
0.618 |
7,795.7 |
0.500 |
7,786.3 |
0.382 |
7,776.8 |
LOW |
7,746.0 |
0.618 |
7,696.3 |
1.000 |
7,665.5 |
1.618 |
7,615.8 |
2.618 |
7,535.3 |
4.250 |
7,403.9 |
|
|
Fisher Pivots for day following 14-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
7,799.4 |
7,810.5 |
PP |
7,792.8 |
7,809.0 |
S1 |
7,786.3 |
7,807.5 |
|