Trading Metrics calculated at close of trading on 07-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2008 |
07-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
6,325.0 |
6,218.0 |
-107.0 |
-1.7% |
6,366.0 |
High |
6,365.0 |
6,231.0 |
-134.0 |
-2.1% |
6,411.0 |
Low |
6,292.0 |
6,161.0 |
-131.0 |
-2.1% |
6,260.0 |
Close |
6,342.0 |
6,206.0 |
-136.0 |
-2.1% |
6,342.0 |
Range |
73.0 |
70.0 |
-3.0 |
-4.1% |
151.0 |
ATR |
87.0 |
93.7 |
6.7 |
7.7% |
0.0 |
Volume |
19,387 |
20,099 |
712 |
3.7% |
63,069 |
|
Daily Pivots for day following 07-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,409.3 |
6,377.7 |
6,244.5 |
|
R3 |
6,339.3 |
6,307.7 |
6,225.3 |
|
R2 |
6,269.3 |
6,269.3 |
6,218.8 |
|
R1 |
6,237.7 |
6,237.7 |
6,212.4 |
6,218.5 |
PP |
6,199.3 |
6,199.3 |
6,199.3 |
6,189.8 |
S1 |
6,167.7 |
6,167.7 |
6,199.6 |
6,148.5 |
S2 |
6,129.3 |
6,129.3 |
6,193.2 |
|
S3 |
6,059.3 |
6,097.7 |
6,186.8 |
|
S4 |
5,989.3 |
6,027.7 |
6,167.5 |
|
|
Weekly Pivots for week ending 04-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,790.7 |
6,717.3 |
6,425.1 |
|
R3 |
6,639.7 |
6,566.3 |
6,383.5 |
|
R2 |
6,488.7 |
6,488.7 |
6,369.7 |
|
R1 |
6,415.3 |
6,415.3 |
6,355.8 |
6,376.5 |
PP |
6,337.7 |
6,337.7 |
6,337.7 |
6,318.3 |
S1 |
6,264.3 |
6,264.3 |
6,328.2 |
6,225.5 |
S2 |
6,186.7 |
6,186.7 |
6,314.3 |
|
S3 |
6,035.7 |
6,113.3 |
6,300.5 |
|
S4 |
5,884.7 |
5,962.3 |
6,259.0 |
|
|
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 |
6,161.0 |
250.0 |
4.0% |
70.4 |
1.1% |
18% |
False |
True |
16,633 |
10 |
6,411.0 |
6,158.0 |
253.0 |
4.1% |
76.7 |
1.2% |
19% |
False |
False |
15,530 |
20 |
6,725.0 |
6,115.0 |
610.0 |
9.8% |
79.4 |
1.3% |
15% |
False |
False |
20,314 |
40 |
6,725.0 |
6,115.0 |
610.0 |
9.8% |
56.1 |
0.9% |
15% |
False |
False |
10,243 |
60 |
6,869.0 |
6,115.0 |
754.0 |
12.1% |
47.1 |
0.8% |
12% |
False |
False |
6,856 |
80 |
6,869.0 |
6,115.0 |
754.0 |
12.1% |
37.6 |
0.6% |
12% |
False |
False |
5,148 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,528.5 |
2.618 |
6,414.3 |
1.618 |
6,344.3 |
1.000 |
6,301.0 |
0.618 |
6,274.3 |
HIGH |
6,231.0 |
0.618 |
6,204.3 |
0.500 |
6,196.0 |
0.382 |
6,187.7 |
LOW |
6,161.0 |
0.618 |
6,117.7 |
1.000 |
6,091.0 |
1.618 |
6,047.7 |
2.618 |
5,977.7 |
4.250 |
5,863.5 |
|
|
Fisher Pivots for day following 07-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
6,202.7 |
6,263.0 |
PP |
6,199.3 |
6,244.0 |
S1 |
6,196.0 |
6,225.0 |
|