Trading Metrics calculated at close of trading on 16-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2008 |
16-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
7,760.0 |
7,568.5 |
-191.5 |
-2.5% |
7,840.0 |
High |
7,786.0 |
7,618.0 |
-168.0 |
-2.2% |
7,996.0 |
Low |
7,617.5 |
7,511.0 |
-106.5 |
-1.4% |
7,721.5 |
Close |
7,636.0 |
7,549.0 |
-87.0 |
-1.1% |
7,789.5 |
Range |
168.5 |
107.0 |
-61.5 |
-36.5% |
274.5 |
ATR |
129.7 |
129.4 |
-0.3 |
-0.3% |
0.0 |
Volume |
236,250 |
280,536 |
44,286 |
18.7% |
935,640 |
|
Daily Pivots for day following 16-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,880.3 |
7,821.7 |
7,607.9 |
|
R3 |
7,773.3 |
7,714.7 |
7,578.4 |
|
R2 |
7,666.3 |
7,666.3 |
7,568.6 |
|
R1 |
7,607.7 |
7,607.7 |
7,558.8 |
7,583.5 |
PP |
7,559.3 |
7,559.3 |
7,559.3 |
7,547.3 |
S1 |
7,500.7 |
7,500.7 |
7,539.2 |
7,476.5 |
S2 |
7,452.3 |
7,452.3 |
7,529.4 |
|
S3 |
7,345.3 |
7,393.7 |
7,519.6 |
|
S4 |
7,238.3 |
7,286.7 |
7,490.2 |
|
|
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 |
7,899.5 |
7,511.0 |
388.5 |
5.1% |
116.5 |
1.5% |
10% |
False |
True |
208,699 |
10 |
8,045.0 |
7,511.0 |
534.0 |
7.1% |
121.5 |
1.6% |
7% |
False |
True |
188,028 |
20 |
8,253.0 |
7,511.0 |
742.0 |
9.8% |
121.7 |
1.6% |
5% |
False |
True |
123,802 |
40 |
8,253.0 |
7,511.0 |
742.0 |
9.8% |
120.6 |
1.6% |
5% |
False |
True |
63,505 |
60 |
8,253.0 |
7,511.0 |
742.0 |
9.8% |
113.9 |
1.5% |
5% |
False |
True |
42,506 |
80 |
8,253.0 |
7,511.0 |
742.0 |
9.8% |
101.7 |
1.3% |
5% |
False |
True |
32,033 |
100 |
8,253.0 |
7,511.0 |
742.0 |
9.8% |
100.9 |
1.3% |
5% |
False |
True |
25,936 |
120 |
8,253.0 |
7,398.0 |
855.0 |
11.3% |
101.1 |
1.3% |
18% |
False |
False |
21,632 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,072.8 |
2.618 |
7,898.1 |
1.618 |
7,791.1 |
1.000 |
7,725.0 |
0.618 |
7,684.1 |
HIGH |
7,618.0 |
0.618 |
7,577.1 |
0.500 |
7,564.5 |
0.382 |
7,551.9 |
LOW |
7,511.0 |
0.618 |
7,444.9 |
1.000 |
7,404.0 |
1.618 |
7,337.9 |
2.618 |
7,230.9 |
4.250 |
7,056.3 |
|
|
Fisher Pivots for day following 16-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
7,564.5 |
7,668.8 |
PP |
7,559.3 |
7,628.8 |
S1 |
7,554.2 |
7,588.9 |
|