Trading Metrics calculated at close of trading on 16-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2008 |
16-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
6,013.0 |
5,838.0 |
-175.0 |
-2.9% |
6,218.0 |
High |
6,043.0 |
5,855.0 |
-188.0 |
-3.1% |
6,231.0 |
Low |
5,930.0 |
5,785.0 |
-145.0 |
-2.4% |
5,985.0 |
Close |
5,950.0 |
5,817.0 |
-133.0 |
-2.2% |
6,003.0 |
Range |
113.0 |
70.0 |
-43.0 |
-38.1% |
246.0 |
ATR |
97.6 |
102.4 |
4.8 |
4.9% |
0.0 |
Volume |
28,881 |
38,688 |
9,807 |
34.0% |
113,774 |
|
Daily Pivots for day following 16-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,029.0 |
5,993.0 |
5,855.5 |
|
R3 |
5,959.0 |
5,923.0 |
5,836.3 |
|
R2 |
5,889.0 |
5,889.0 |
5,829.8 |
|
R1 |
5,853.0 |
5,853.0 |
5,823.4 |
5,836.0 |
PP |
5,819.0 |
5,819.0 |
5,819.0 |
5,810.5 |
S1 |
5,783.0 |
5,783.0 |
5,810.6 |
5,766.0 |
S2 |
5,749.0 |
5,749.0 |
5,804.2 |
|
S3 |
5,679.0 |
5,713.0 |
5,797.8 |
|
S4 |
5,609.0 |
5,643.0 |
5,778.5 |
|
|
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 |
5,785.0 |
332.0 |
5.7% |
96.8 |
1.7% |
10% |
False |
True |
26,994 |
10 |
6,365.0 |
5,785.0 |
580.0 |
10.0% |
85.1 |
1.5% |
6% |
False |
True |
24,374 |
20 |
6,455.0 |
5,785.0 |
670.0 |
11.5% |
90.3 |
1.6% |
5% |
False |
True |
28,308 |
40 |
6,725.0 |
5,785.0 |
940.0 |
16.2% |
66.7 |
1.1% |
3% |
False |
True |
14,828 |
60 |
6,869.0 |
5,785.0 |
1,084.0 |
18.6% |
53.7 |
0.9% |
3% |
False |
True |
9,932 |
80 |
6,869.0 |
5,785.0 |
1,084.0 |
18.6% |
45.3 |
0.8% |
3% |
False |
True |
7,459 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,152.5 |
2.618 |
6,038.3 |
1.618 |
5,968.3 |
1.000 |
5,925.0 |
0.618 |
5,898.3 |
HIGH |
5,855.0 |
0.618 |
5,828.3 |
0.500 |
5,820.0 |
0.382 |
5,811.7 |
LOW |
5,785.0 |
0.618 |
5,741.7 |
1.000 |
5,715.0 |
1.618 |
5,671.7 |
2.618 |
5,601.7 |
4.250 |
5,487.5 |
|
|
Fisher Pivots for day following 16-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
5,820.0 |
5,914.0 |
PP |
5,819.0 |
5,881.7 |
S1 |
5,818.0 |
5,849.3 |
|