Trading Metrics calculated at close of trading on 17-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2008 |
17-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
7,568.5 |
7,560.0 |
-8.5 |
-0.1% |
7,840.0 |
High |
7,618.0 |
7,608.0 |
-10.0 |
-0.1% |
7,996.0 |
Low |
7,511.0 |
7,371.5 |
-139.5 |
-1.9% |
7,721.5 |
Close |
7,549.0 |
7,470.5 |
-78.5 |
-1.0% |
7,789.5 |
Range |
107.0 |
236.5 |
129.5 |
121.0% |
274.5 |
ATR |
129.4 |
137.0 |
7.7 |
5.9% |
0.0 |
Volume |
280,536 |
259,373 |
-21,163 |
-7.5% |
935,640 |
|
Daily Pivots for day following 17-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,192.8 |
8,068.2 |
7,600.6 |
|
R3 |
7,956.3 |
7,831.7 |
7,535.5 |
|
R2 |
7,719.8 |
7,719.8 |
7,513.9 |
|
R1 |
7,595.2 |
7,595.2 |
7,492.2 |
7,539.3 |
PP |
7,483.3 |
7,483.3 |
7,483.3 |
7,455.4 |
S1 |
7,358.7 |
7,358.7 |
7,448.8 |
7,302.8 |
S2 |
7,246.8 |
7,246.8 |
7,427.1 |
|
S3 |
7,010.3 |
7,122.2 |
7,405.5 |
|
S4 |
6,773.8 |
6,885.7 |
7,340.4 |
|
|
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 |
7,826.5 |
7,371.5 |
455.0 |
6.1% |
136.7 |
1.8% |
22% |
False |
True |
215,610 |
10 |
7,996.0 |
7,371.5 |
624.5 |
8.4% |
133.7 |
1.8% |
16% |
False |
True |
200,399 |
20 |
8,253.0 |
7,371.5 |
881.5 |
11.8% |
128.3 |
1.7% |
11% |
False |
True |
135,041 |
40 |
8,253.0 |
7,371.5 |
881.5 |
11.8% |
123.0 |
1.6% |
11% |
False |
True |
69,966 |
60 |
8,253.0 |
7,371.5 |
881.5 |
11.8% |
116.8 |
1.6% |
11% |
False |
True |
46,818 |
80 |
8,253.0 |
7,371.5 |
881.5 |
11.8% |
104.2 |
1.4% |
11% |
False |
True |
35,274 |
100 |
8,253.0 |
7,371.5 |
881.5 |
11.8% |
102.5 |
1.4% |
11% |
False |
True |
28,529 |
120 |
8,253.0 |
7,371.5 |
881.5 |
11.8% |
102.6 |
1.4% |
11% |
False |
True |
23,793 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,613.1 |
2.618 |
8,227.2 |
1.618 |
7,990.7 |
1.000 |
7,844.5 |
0.618 |
7,754.2 |
HIGH |
7,608.0 |
0.618 |
7,517.7 |
0.500 |
7,489.8 |
0.382 |
7,461.8 |
LOW |
7,371.5 |
0.618 |
7,225.3 |
1.000 |
7,135.0 |
1.618 |
6,988.8 |
2.618 |
6,752.3 |
4.250 |
6,366.4 |
|
|
Fisher Pivots for day following 17-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
7,489.8 |
7,578.8 |
PP |
7,483.3 |
7,542.7 |
S1 |
7,476.9 |
7,506.6 |
|