Trading Metrics calculated at close of trading on 03-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2008 |
03-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
6,359.0 |
6,280.0 |
-79.0 |
-1.2% |
6,356.0 |
High |
6,411.0 |
6,335.0 |
-76.0 |
-1.2% |
6,393.0 |
Low |
6,325.0 |
6,260.0 |
-65.0 |
-1.0% |
6,295.0 |
Close |
6,331.0 |
6,330.0 |
-1.0 |
0.0% |
6,371.0 |
Range |
86.0 |
75.0 |
-11.0 |
-12.8% |
98.0 |
ATR |
89.1 |
88.1 |
-1.0 |
-1.1% |
0.0 |
Volume |
12,971 |
19,256 |
6,285 |
48.5% |
26,637 |
|
Daily Pivots for day following 03-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,533.3 |
6,506.7 |
6,371.3 |
|
R3 |
6,458.3 |
6,431.7 |
6,350.6 |
|
R2 |
6,383.3 |
6,383.3 |
6,343.8 |
|
R1 |
6,356.7 |
6,356.7 |
6,336.9 |
6,370.0 |
PP |
6,308.3 |
6,308.3 |
6,308.3 |
6,315.0 |
S1 |
6,281.7 |
6,281.7 |
6,323.1 |
6,295.0 |
S2 |
6,233.3 |
6,233.3 |
6,316.3 |
|
S3 |
6,158.3 |
6,206.7 |
6,309.4 |
|
S4 |
6,083.3 |
6,131.7 |
6,288.8 |
|
|
Weekly Pivots for week ending 28-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,647.0 |
6,607.0 |
6,424.9 |
|
R3 |
6,549.0 |
6,509.0 |
6,398.0 |
|
R2 |
6,451.0 |
6,451.0 |
6,389.0 |
|
R1 |
6,411.0 |
6,411.0 |
6,380.0 |
6,431.0 |
PP |
6,353.0 |
6,353.0 |
6,353.0 |
6,363.0 |
S1 |
6,313.0 |
6,313.0 |
6,362.0 |
6,333.0 |
S2 |
6,255.0 |
6,255.0 |
6,353.0 |
|
S3 |
6,157.0 |
6,215.0 |
6,344.1 |
|
S4 |
6,059.0 |
6,117.0 |
6,317.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,411.0 |
6,260.0 |
151.0 |
2.4% |
64.4 |
1.0% |
46% |
False |
True |
12,217 |
10 |
6,411.0 |
6,115.0 |
296.0 |
4.7% |
85.7 |
1.4% |
73% |
False |
False |
29,463 |
20 |
6,725.0 |
6,115.0 |
610.0 |
9.6% |
74.6 |
1.2% |
35% |
False |
False |
18,360 |
40 |
6,738.0 |
6,115.0 |
623.0 |
9.8% |
52.9 |
0.8% |
35% |
False |
False |
9,258 |
60 |
6,869.0 |
6,115.0 |
754.0 |
11.9% |
44.9 |
0.7% |
29% |
False |
False |
6,198 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,653.8 |
2.618 |
6,531.4 |
1.618 |
6,456.4 |
1.000 |
6,410.0 |
0.618 |
6,381.4 |
HIGH |
6,335.0 |
0.618 |
6,306.4 |
0.500 |
6,297.5 |
0.382 |
6,288.7 |
LOW |
6,260.0 |
0.618 |
6,213.7 |
1.000 |
6,185.0 |
1.618 |
6,138.7 |
2.618 |
6,063.7 |
4.250 |
5,941.3 |
|
|
Fisher Pivots for day following 03-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
6,319.2 |
6,335.5 |
PP |
6,308.3 |
6,333.7 |
S1 |
6,297.5 |
6,331.8 |
|