Trading Metrics calculated at close of trading on 31-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2008 |
31-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
6,901.0 |
6,855.0 |
-46.0 |
-0.7% |
7,320.0 |
High |
7,017.5 |
6,992.5 |
-25.0 |
-0.4% |
7,334.5 |
Low |
6,861.5 |
6,727.5 |
-134.0 |
-2.0% |
6,448.5 |
Close |
6,917.0 |
6,910.5 |
-6.5 |
-0.1% |
6,847.0 |
Range |
156.0 |
265.0 |
109.0 |
69.9% |
886.0 |
ATR |
217.0 |
220.4 |
3.4 |
1.6% |
0.0 |
Volume |
169,246 |
235,676 |
66,430 |
39.3% |
919,511 |
|
Daily Pivots for day following 31-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,671.8 |
7,556.2 |
7,056.3 |
|
R3 |
7,406.8 |
7,291.2 |
6,983.4 |
|
R2 |
7,141.8 |
7,141.8 |
6,959.1 |
|
R1 |
7,026.2 |
7,026.2 |
6,934.8 |
7,084.0 |
PP |
6,876.8 |
6,876.8 |
6,876.8 |
6,905.8 |
S1 |
6,761.2 |
6,761.2 |
6,886.2 |
6,819.0 |
S2 |
6,611.8 |
6,611.8 |
6,861.9 |
|
S3 |
6,346.8 |
6,496.2 |
6,837.6 |
|
S4 |
6,081.8 |
6,231.2 |
6,764.8 |
|
|
Weekly Pivots for week ending 25-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,534.7 |
9,076.8 |
7,334.3 |
|
R3 |
8,648.7 |
8,190.8 |
7,090.7 |
|
R2 |
7,762.7 |
7,762.7 |
7,009.4 |
|
R1 |
7,304.8 |
7,304.8 |
6,928.2 |
7,090.8 |
PP |
6,876.7 |
6,876.7 |
6,876.7 |
6,769.6 |
S1 |
6,418.8 |
6,418.8 |
6,765.8 |
6,204.8 |
S2 |
5,990.7 |
5,990.7 |
6,684.6 |
|
S3 |
5,104.7 |
5,532.8 |
6,603.4 |
|
S4 |
4,218.7 |
4,646.8 |
6,359.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,047.5 |
6,608.0 |
439.5 |
6.4% |
229.3 |
3.3% |
69% |
False |
False |
205,638 |
10 |
7,561.5 |
6,448.5 |
1,113.0 |
16.1% |
310.2 |
4.5% |
42% |
False |
False |
201,467 |
20 |
7,996.0 |
6,448.5 |
1,547.5 |
22.4% |
221.9 |
3.2% |
30% |
False |
False |
200,933 |
40 |
8,253.0 |
6,448.5 |
1,804.5 |
26.1% |
170.9 |
2.5% |
26% |
False |
False |
120,042 |
60 |
8,253.0 |
6,448.5 |
1,804.5 |
26.1% |
154.0 |
2.2% |
26% |
False |
False |
80,316 |
80 |
8,253.0 |
6,448.5 |
1,804.5 |
26.1% |
136.1 |
2.0% |
26% |
False |
False |
60,377 |
100 |
8,253.0 |
6,448.5 |
1,804.5 |
26.1% |
122.9 |
1.8% |
26% |
False |
False |
48,661 |
120 |
8,253.0 |
6,448.5 |
1,804.5 |
26.1% |
121.2 |
1.8% |
26% |
False |
False |
40,576 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,118.8 |
2.618 |
7,686.3 |
1.618 |
7,421.3 |
1.000 |
7,257.5 |
0.618 |
7,156.3 |
HIGH |
6,992.5 |
0.618 |
6,891.3 |
0.500 |
6,860.0 |
0.382 |
6,828.7 |
LOW |
6,727.5 |
0.618 |
6,563.7 |
1.000 |
6,462.5 |
1.618 |
6,298.7 |
2.618 |
6,033.7 |
4.250 |
5,601.3 |
|
|
Fisher Pivots for day following 31-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
6,893.7 |
6,897.8 |
PP |
6,876.8 |
6,885.2 |
S1 |
6,860.0 |
6,872.5 |
|