Trading Metrics calculated at close of trading on 17-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2008 |
17-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
5,838.0 |
5,782.0 |
-56.0 |
-1.0% |
6,218.0 |
High |
5,855.0 |
5,854.0 |
-1.0 |
0.0% |
6,231.0 |
Low |
5,785.0 |
5,778.0 |
-7.0 |
-0.1% |
5,985.0 |
Close |
5,817.0 |
5,791.0 |
-26.0 |
-0.4% |
6,003.0 |
Range |
70.0 |
76.0 |
6.0 |
8.6% |
246.0 |
ATR |
102.4 |
100.5 |
-1.9 |
-1.8% |
0.0 |
Volume |
38,688 |
28,633 |
-10,055 |
-26.0% |
113,774 |
|
Daily Pivots for day following 17-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,035.7 |
5,989.3 |
5,832.8 |
|
R3 |
5,959.7 |
5,913.3 |
5,811.9 |
|
R2 |
5,883.7 |
5,883.7 |
5,804.9 |
|
R1 |
5,837.3 |
5,837.3 |
5,798.0 |
5,860.5 |
PP |
5,807.7 |
5,807.7 |
5,807.7 |
5,819.3 |
S1 |
5,761.3 |
5,761.3 |
5,784.0 |
5,784.5 |
S2 |
5,731.7 |
5,731.7 |
5,777.1 |
|
S3 |
5,655.7 |
5,685.3 |
5,770.1 |
|
S4 |
5,579.7 |
5,609.3 |
5,749.2 |
|
|
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 |
6,109.0 |
5,778.0 |
331.0 |
5.7% |
99.6 |
1.7% |
4% |
False |
True |
28,686 |
10 |
6,365.0 |
5,778.0 |
587.0 |
10.1% |
85.2 |
1.5% |
2% |
False |
True |
25,312 |
20 |
6,411.0 |
5,778.0 |
633.0 |
10.9% |
85.5 |
1.5% |
2% |
False |
True |
27,388 |
40 |
6,725.0 |
5,778.0 |
947.0 |
16.4% |
68.6 |
1.2% |
1% |
False |
True |
15,544 |
60 |
6,869.0 |
5,778.0 |
1,091.0 |
18.8% |
54.7 |
0.9% |
1% |
False |
True |
10,408 |
80 |
6,869.0 |
5,778.0 |
1,091.0 |
18.8% |
45.6 |
0.8% |
1% |
False |
True |
7,816 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,177.0 |
2.618 |
6,053.0 |
1.618 |
5,977.0 |
1.000 |
5,930.0 |
0.618 |
5,901.0 |
HIGH |
5,854.0 |
0.618 |
5,825.0 |
0.500 |
5,816.0 |
0.382 |
5,807.0 |
LOW |
5,778.0 |
0.618 |
5,731.0 |
1.000 |
5,702.0 |
1.618 |
5,655.0 |
2.618 |
5,579.0 |
4.250 |
5,455.0 |
|
|
Fisher Pivots for day following 17-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
5,816.0 |
5,910.5 |
PP |
5,807.7 |
5,870.7 |
S1 |
5,799.3 |
5,830.8 |
|