Trading Metrics calculated at close of trading on 18-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2008 |
18-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
7,560.0 |
7,465.0 |
-95.0 |
-1.3% |
7,768.0 |
High |
7,608.0 |
7,561.5 |
-46.5 |
-0.6% |
7,826.5 |
Low |
7,371.5 |
7,342.5 |
-29.0 |
-0.4% |
7,342.5 |
Close |
7,470.5 |
7,379.0 |
-91.5 |
-1.2% |
7,379.0 |
Range |
236.5 |
219.0 |
-17.5 |
-7.4% |
484.0 |
ATR |
137.0 |
142.9 |
5.9 |
4.3% |
0.0 |
Volume |
259,373 |
293,877 |
34,504 |
13.3% |
1,196,464 |
|
Daily Pivots for day following 18-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,084.7 |
7,950.8 |
7,499.5 |
|
R3 |
7,865.7 |
7,731.8 |
7,439.2 |
|
R2 |
7,646.7 |
7,646.7 |
7,419.2 |
|
R1 |
7,512.8 |
7,512.8 |
7,399.1 |
7,470.3 |
PP |
7,427.7 |
7,427.7 |
7,427.7 |
7,406.4 |
S1 |
7,293.8 |
7,293.8 |
7,358.9 |
7,251.3 |
S2 |
7,208.7 |
7,208.7 |
7,338.9 |
|
S3 |
6,989.7 |
7,074.8 |
7,318.8 |
|
S4 |
6,770.7 |
6,855.8 |
7,258.6 |
|
|
Weekly Pivots for week ending 18-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,968.0 |
8,657.5 |
7,645.2 |
|
R3 |
8,484.0 |
8,173.5 |
7,512.1 |
|
R2 |
8,000.0 |
8,000.0 |
7,467.7 |
|
R1 |
7,689.5 |
7,689.5 |
7,423.4 |
7,602.8 |
PP |
7,516.0 |
7,516.0 |
7,516.0 |
7,472.6 |
S1 |
7,205.5 |
7,205.5 |
7,334.6 |
7,118.8 |
S2 |
7,032.0 |
7,032.0 |
7,290.3 |
|
S3 |
6,548.0 |
6,721.5 |
7,245.9 |
|
S4 |
6,064.0 |
6,237.5 |
7,112.8 |
|
|
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 |
7,342.5 |
484.0 |
6.6% |
162.3 |
2.2% |
8% |
False |
True |
239,292 |
10 |
7,996.0 |
7,342.5 |
653.5 |
8.9% |
140.4 |
1.9% |
6% |
False |
True |
213,210 |
20 |
8,253.0 |
7,342.5 |
910.5 |
12.3% |
130.8 |
1.8% |
4% |
False |
True |
146,246 |
40 |
8,253.0 |
7,342.5 |
910.5 |
12.3% |
125.9 |
1.7% |
4% |
False |
True |
77,295 |
60 |
8,253.0 |
7,342.5 |
910.5 |
12.3% |
119.6 |
1.6% |
4% |
False |
True |
51,704 |
80 |
8,253.0 |
7,342.5 |
910.5 |
12.3% |
106.2 |
1.4% |
4% |
False |
True |
38,945 |
100 |
8,253.0 |
7,342.5 |
910.5 |
12.3% |
104.3 |
1.4% |
4% |
False |
True |
31,467 |
120 |
8,253.0 |
7,342.5 |
910.5 |
12.3% |
104.0 |
1.4% |
4% |
False |
True |
26,241 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,492.3 |
2.618 |
8,134.8 |
1.618 |
7,915.8 |
1.000 |
7,780.5 |
0.618 |
7,696.8 |
HIGH |
7,561.5 |
0.618 |
7,477.8 |
0.500 |
7,452.0 |
0.382 |
7,426.2 |
LOW |
7,342.5 |
0.618 |
7,207.2 |
1.000 |
7,123.5 |
1.618 |
6,988.2 |
2.618 |
6,769.2 |
4.250 |
6,411.8 |
|
|
Fisher Pivots for day following 18-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
7,452.0 |
7,480.3 |
PP |
7,427.7 |
7,446.5 |
S1 |
7,403.3 |
7,412.8 |
|