Trading Metrics calculated at close of trading on 15-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2008 |
15-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
7,768.0 |
7,760.0 |
-8.0 |
-0.1% |
7,840.0 |
High |
7,826.5 |
7,786.0 |
-40.5 |
-0.5% |
7,996.0 |
Low |
7,746.0 |
7,617.5 |
-128.5 |
-1.7% |
7,721.5 |
Close |
7,806.0 |
7,636.0 |
-170.0 |
-2.2% |
7,789.5 |
Range |
80.5 |
168.5 |
88.0 |
109.3% |
274.5 |
ATR |
125.2 |
129.7 |
4.5 |
3.6% |
0.0 |
Volume |
126,428 |
236,250 |
109,822 |
86.9% |
935,640 |
|
Daily Pivots for day following 15-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,185.3 |
8,079.2 |
7,728.7 |
|
R3 |
8,016.8 |
7,910.7 |
7,682.3 |
|
R2 |
7,848.3 |
7,848.3 |
7,666.9 |
|
R1 |
7,742.2 |
7,742.2 |
7,651.4 |
7,711.0 |
PP |
7,679.8 |
7,679.8 |
7,679.8 |
7,664.3 |
S1 |
7,573.7 |
7,573.7 |
7,620.6 |
7,542.5 |
S2 |
7,511.3 |
7,511.3 |
7,605.1 |
|
S3 |
7,342.8 |
7,405.2 |
7,589.7 |
|
S4 |
7,174.3 |
7,236.7 |
7,543.3 |
|
|
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 |
7,906.5 |
7,617.5 |
289.0 |
3.8% |
113.7 |
1.5% |
6% |
False |
True |
193,349 |
10 |
8,180.5 |
7,617.5 |
563.0 |
7.4% |
131.6 |
1.7% |
3% |
False |
True |
173,468 |
20 |
8,253.0 |
7,617.5 |
635.5 |
8.3% |
122.0 |
1.6% |
3% |
False |
True |
110,581 |
40 |
8,253.0 |
7,553.5 |
699.5 |
9.2% |
120.2 |
1.6% |
12% |
False |
False |
56,520 |
60 |
8,253.0 |
7,553.5 |
699.5 |
9.2% |
114.3 |
1.5% |
12% |
False |
False |
37,845 |
80 |
8,253.0 |
7,553.5 |
699.5 |
9.2% |
101.5 |
1.3% |
12% |
False |
False |
28,619 |
100 |
8,253.0 |
7,543.0 |
710.0 |
9.3% |
100.7 |
1.3% |
13% |
False |
False |
23,131 |
120 |
8,253.0 |
7,398.0 |
855.0 |
11.2% |
101.2 |
1.3% |
28% |
False |
False |
19,295 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,502.1 |
2.618 |
8,227.1 |
1.618 |
8,058.6 |
1.000 |
7,954.5 |
0.618 |
7,890.1 |
HIGH |
7,786.0 |
0.618 |
7,721.6 |
0.500 |
7,701.8 |
0.382 |
7,681.9 |
LOW |
7,617.5 |
0.618 |
7,513.4 |
1.000 |
7,449.0 |
1.618 |
7,344.9 |
2.618 |
7,176.4 |
4.250 |
6,901.4 |
|
|
Fisher Pivots for day following 15-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
7,701.8 |
7,722.0 |
PP |
7,679.8 |
7,693.3 |
S1 |
7,657.9 |
7,664.7 |
|