Trading Metrics calculated at close of trading on 22-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2008 |
22-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
7,320.0 |
7,320.0 |
0.0 |
0.0% |
7,768.0 |
High |
7,334.5 |
7,334.5 |
0.0 |
0.0% |
7,826.5 |
Low |
6,802.0 |
6,802.0 |
0.0 |
0.0% |
7,342.5 |
Close |
6,857.0 |
6,857.0 |
0.0 |
0.0% |
7,379.0 |
Range |
532.5 |
532.5 |
0.0 |
0.0% |
484.0 |
ATR |
173.9 |
199.5 |
25.6 |
14.7% |
0.0 |
Volume |
410,268 |
0 |
-410,268 |
-100.0% |
1,196,464 |
|
Daily Pivots for day following 22-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,595.3 |
8,258.7 |
7,149.9 |
|
R3 |
8,062.8 |
7,726.2 |
7,003.4 |
|
R2 |
7,530.3 |
7,530.3 |
6,954.6 |
|
R1 |
7,193.7 |
7,193.7 |
6,905.8 |
7,095.8 |
PP |
6,997.8 |
6,997.8 |
6,997.8 |
6,948.9 |
S1 |
6,661.2 |
6,661.2 |
6,808.2 |
6,563.3 |
S2 |
6,465.3 |
6,465.3 |
6,759.4 |
|
S3 |
5,932.8 |
6,128.7 |
6,710.6 |
|
S4 |
5,400.3 |
5,596.2 |
6,564.1 |
|
|
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 |
7,618.0 |
6,802.0 |
816.0 |
11.9% |
325.5 |
4.7% |
7% |
False |
True |
248,810 |
10 |
7,906.5 |
6,802.0 |
1,104.5 |
16.1% |
219.6 |
3.2% |
5% |
False |
True |
221,080 |
20 |
8,253.0 |
6,802.0 |
1,451.0 |
21.2% |
174.7 |
2.5% |
4% |
False |
True |
159,581 |
40 |
8,253.0 |
6,802.0 |
1,451.0 |
21.2% |
148.1 |
2.2% |
4% |
False |
True |
87,460 |
60 |
8,253.0 |
6,802.0 |
1,451.0 |
21.2% |
133.4 |
1.9% |
4% |
False |
True |
58,529 |
80 |
8,253.0 |
6,802.0 |
1,451.0 |
21.2% |
118.6 |
1.7% |
4% |
False |
True |
44,061 |
100 |
8,253.0 |
6,802.0 |
1,451.0 |
21.2% |
112.7 |
1.6% |
4% |
False |
True |
35,568 |
120 |
8,253.0 |
6,802.0 |
1,451.0 |
21.2% |
110.9 |
1.6% |
4% |
False |
True |
29,659 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,597.6 |
2.618 |
8,728.6 |
1.618 |
8,196.1 |
1.000 |
7,867.0 |
0.618 |
7,663.6 |
HIGH |
7,334.5 |
0.618 |
7,131.1 |
0.500 |
7,068.3 |
0.382 |
7,005.4 |
LOW |
6,802.0 |
0.618 |
6,472.9 |
1.000 |
6,269.5 |
1.618 |
5,940.4 |
2.618 |
5,407.9 |
4.250 |
4,538.9 |
|
|
Fisher Pivots for day following 22-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
7,068.3 |
7,181.8 |
PP |
6,997.8 |
7,073.5 |
S1 |
6,927.4 |
6,965.3 |
|