Trading Metrics calculated at close of trading on 14-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2008 |
14-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
6,101.0 |
5,962.0 |
-139.0 |
-2.3% |
6,218.0 |
High |
6,109.0 |
6,024.0 |
-85.0 |
-1.4% |
6,231.0 |
Low |
5,985.0 |
5,909.0 |
-76.0 |
-1.3% |
5,985.0 |
Close |
6,003.0 |
5,965.0 |
-38.0 |
-0.6% |
6,003.0 |
Range |
124.0 |
115.0 |
-9.0 |
-7.3% |
246.0 |
ATR |
95.0 |
96.4 |
1.4 |
1.5% |
0.0 |
Volume |
23,469 |
23,763 |
294 |
1.3% |
113,774 |
|
Daily Pivots for day following 14-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,311.0 |
6,253.0 |
6,028.3 |
|
R3 |
6,196.0 |
6,138.0 |
5,996.6 |
|
R2 |
6,081.0 |
6,081.0 |
5,986.1 |
|
R1 |
6,023.0 |
6,023.0 |
5,975.5 |
6,052.0 |
PP |
5,966.0 |
5,966.0 |
5,966.0 |
5,980.5 |
S1 |
5,908.0 |
5,908.0 |
5,954.5 |
5,937.0 |
S2 |
5,851.0 |
5,851.0 |
5,943.9 |
|
S3 |
5,736.0 |
5,793.0 |
5,933.4 |
|
S4 |
5,621.0 |
5,678.0 |
5,901.8 |
|
|
Weekly Pivots for week ending 11-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,811.0 |
6,653.0 |
6,138.3 |
|
R3 |
6,565.0 |
6,407.0 |
6,070.7 |
|
R2 |
6,319.0 |
6,319.0 |
6,048.1 |
|
R1 |
6,161.0 |
6,161.0 |
6,025.6 |
6,117.0 |
PP |
6,073.0 |
6,073.0 |
6,073.0 |
6,051.0 |
S1 |
5,915.0 |
5,915.0 |
5,980.5 |
5,871.0 |
S2 |
5,827.0 |
5,827.0 |
5,957.9 |
|
S3 |
5,581.0 |
5,669.0 |
5,935.4 |
|
S4 |
5,335.0 |
5,423.0 |
5,867.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,210.0 |
5,909.0 |
301.0 |
5.0% |
90.0 |
1.5% |
19% |
False |
True |
23,487 |
10 |
6,411.0 |
5,909.0 |
502.0 |
8.4% |
80.2 |
1.3% |
11% |
False |
True |
20,060 |
20 |
6,681.0 |
5,909.0 |
772.0 |
12.9% |
91.5 |
1.5% |
7% |
False |
True |
25,888 |
40 |
6,725.0 |
5,909.0 |
816.0 |
13.7% |
62.6 |
1.0% |
7% |
False |
True |
13,146 |
60 |
6,869.0 |
5,909.0 |
960.0 |
16.1% |
52.2 |
0.9% |
6% |
False |
True |
8,808 |
80 |
6,869.0 |
5,909.0 |
960.0 |
16.1% |
43.2 |
0.7% |
6% |
False |
True |
6,616 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,512.8 |
2.618 |
6,325.1 |
1.618 |
6,210.1 |
1.000 |
6,139.0 |
0.618 |
6,095.1 |
HIGH |
6,024.0 |
0.618 |
5,980.1 |
0.500 |
5,966.5 |
0.382 |
5,952.9 |
LOW |
5,909.0 |
0.618 |
5,837.9 |
1.000 |
5,794.0 |
1.618 |
5,722.9 |
2.618 |
5,607.9 |
4.250 |
5,420.3 |
|
|
Fisher Pivots for day following 14-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
5,966.5 |
6,013.0 |
PP |
5,966.0 |
5,997.0 |
S1 |
5,965.5 |
5,981.0 |
|