Trading Metrics calculated at close of trading on 23-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2008 |
23-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
7,320.0 |
6,720.5 |
-599.5 |
-8.2% |
7,768.0 |
High |
7,334.5 |
6,933.5 |
-401.0 |
-5.5% |
7,826.5 |
Low |
6,802.0 |
6,448.5 |
-353.5 |
-5.2% |
7,342.5 |
Close |
6,857.0 |
6,833.0 |
-24.0 |
-0.4% |
7,379.0 |
Range |
532.5 |
485.0 |
-47.5 |
-8.9% |
484.0 |
ATR |
199.5 |
219.9 |
20.4 |
10.2% |
0.0 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,193.3 |
7,998.2 |
7,099.8 |
|
R3 |
7,708.3 |
7,513.2 |
6,966.4 |
|
R2 |
7,223.3 |
7,223.3 |
6,921.9 |
|
R1 |
7,028.2 |
7,028.2 |
6,877.5 |
7,125.8 |
PP |
6,738.3 |
6,738.3 |
6,738.3 |
6,787.1 |
S1 |
6,543.2 |
6,543.2 |
6,788.5 |
6,640.8 |
S2 |
6,253.3 |
6,253.3 |
6,744.1 |
|
S3 |
5,768.3 |
6,058.2 |
6,699.6 |
|
S4 |
5,283.3 |
5,573.2 |
6,566.3 |
|
|
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 |
7,608.0 |
6,448.5 |
1,159.5 |
17.0% |
401.1 |
5.9% |
33% |
False |
True |
192,703 |
10 |
7,899.5 |
6,448.5 |
1,451.0 |
21.2% |
258.8 |
3.8% |
26% |
False |
True |
200,701 |
20 |
8,253.0 |
6,448.5 |
1,804.5 |
26.4% |
193.9 |
2.8% |
21% |
False |
True |
153,450 |
40 |
8,253.0 |
6,448.5 |
1,804.5 |
26.4% |
158.2 |
2.3% |
21% |
False |
True |
87,446 |
60 |
8,253.0 |
6,448.5 |
1,804.5 |
26.4% |
140.8 |
2.1% |
21% |
False |
True |
58,504 |
80 |
8,253.0 |
6,448.5 |
1,804.5 |
26.4% |
123.6 |
1.8% |
21% |
False |
True |
44,048 |
100 |
8,253.0 |
6,448.5 |
1,804.5 |
26.4% |
116.1 |
1.7% |
21% |
False |
True |
35,567 |
120 |
8,253.0 |
6,448.5 |
1,804.5 |
26.4% |
113.9 |
1.7% |
21% |
False |
True |
29,657 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,994.8 |
2.618 |
8,203.2 |
1.618 |
7,718.2 |
1.000 |
7,418.5 |
0.618 |
7,233.2 |
HIGH |
6,933.5 |
0.618 |
6,748.2 |
0.500 |
6,691.0 |
0.382 |
6,633.8 |
LOW |
6,448.5 |
0.618 |
6,148.8 |
1.000 |
5,963.5 |
1.618 |
5,663.8 |
2.618 |
5,178.8 |
4.250 |
4,387.3 |
|
|
Fisher Pivots for day following 23-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
6,785.7 |
6,891.5 |
PP |
6,738.3 |
6,872.0 |
S1 |
6,691.0 |
6,852.5 |
|