Trading Metrics calculated at close of trading on 15-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2008 |
15-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
5,962.0 |
6,013.0 |
51.0 |
0.9% |
6,218.0 |
High |
6,024.0 |
6,043.0 |
19.0 |
0.3% |
6,231.0 |
Low |
5,909.0 |
5,930.0 |
21.0 |
0.4% |
5,985.0 |
Close |
5,965.0 |
5,950.0 |
-15.0 |
-0.3% |
6,003.0 |
Range |
115.0 |
113.0 |
-2.0 |
-1.7% |
246.0 |
ATR |
96.4 |
97.6 |
1.2 |
1.2% |
0.0 |
Volume |
23,763 |
28,881 |
5,118 |
21.5% |
113,774 |
|
Daily Pivots for day following 15-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,313.3 |
6,244.7 |
6,012.2 |
|
R3 |
6,200.3 |
6,131.7 |
5,981.1 |
|
R2 |
6,087.3 |
6,087.3 |
5,970.7 |
|
R1 |
6,018.7 |
6,018.7 |
5,960.4 |
5,996.5 |
PP |
5,974.3 |
5,974.3 |
5,974.3 |
5,963.3 |
S1 |
5,905.7 |
5,905.7 |
5,939.6 |
5,883.5 |
S2 |
5,861.3 |
5,861.3 |
5,929.3 |
|
S3 |
5,748.3 |
5,792.7 |
5,918.9 |
|
S4 |
5,635.3 |
5,679.7 |
5,887.9 |
|
|
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 |
6,117.0 |
5,909.0 |
208.0 |
3.5% |
95.6 |
1.6% |
20% |
False |
False |
24,606 |
10 |
6,411.0 |
5,909.0 |
502.0 |
8.4% |
86.7 |
1.5% |
8% |
False |
False |
21,803 |
20 |
6,633.0 |
5,909.0 |
724.0 |
12.2% |
94.1 |
1.6% |
6% |
False |
False |
27,109 |
40 |
6,725.0 |
5,909.0 |
816.0 |
13.7% |
65.4 |
1.1% |
5% |
False |
False |
13,867 |
60 |
6,869.0 |
5,909.0 |
960.0 |
16.1% |
52.7 |
0.9% |
4% |
False |
False |
9,288 |
80 |
6,869.0 |
5,909.0 |
960.0 |
16.1% |
44.6 |
0.8% |
4% |
False |
False |
6,977 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,523.3 |
2.618 |
6,338.8 |
1.618 |
6,225.8 |
1.000 |
6,156.0 |
0.618 |
6,112.8 |
HIGH |
6,043.0 |
0.618 |
5,999.8 |
0.500 |
5,986.5 |
0.382 |
5,973.2 |
LOW |
5,930.0 |
0.618 |
5,860.2 |
1.000 |
5,817.0 |
1.618 |
5,747.2 |
2.618 |
5,634.2 |
4.250 |
5,449.8 |
|
|
Fisher Pivots for day following 15-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
5,986.5 |
6,009.0 |
PP |
5,974.3 |
5,989.3 |
S1 |
5,962.2 |
5,969.7 |
|