Trading Metrics calculated at close of trading on 24-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2008 |
24-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
5,471.0 |
5,505.0 |
34.0 |
0.6% |
5,962.0 |
High |
5,528.0 |
5,575.0 |
47.0 |
0.9% |
6,043.0 |
Low |
5,361.0 |
5,477.0 |
116.0 |
2.2% |
5,607.0 |
Close |
5,378.0 |
5,541.0 |
163.0 |
3.0% |
5,763.0 |
Range |
167.0 |
98.0 |
-69.0 |
-41.3% |
436.0 |
ATR |
144.4 |
148.2 |
3.8 |
2.6% |
0.0 |
Volume |
54,631 |
34,881 |
-19,750 |
-36.2% |
154,012 |
|
Daily Pivots for day following 24-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,825.0 |
5,781.0 |
5,594.9 |
|
R3 |
5,727.0 |
5,683.0 |
5,568.0 |
|
R2 |
5,629.0 |
5,629.0 |
5,559.0 |
|
R1 |
5,585.0 |
5,585.0 |
5,550.0 |
5,607.0 |
PP |
5,531.0 |
5,531.0 |
5,531.0 |
5,542.0 |
S1 |
5,487.0 |
5,487.0 |
5,532.0 |
5,509.0 |
S2 |
5,433.0 |
5,433.0 |
5,523.0 |
|
S3 |
5,335.0 |
5,389.0 |
5,514.1 |
|
S4 |
5,237.0 |
5,291.0 |
5,487.1 |
|
|
Weekly Pivots for week ending 18-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,112.3 |
6,873.7 |
6,002.8 |
|
R3 |
6,676.3 |
6,437.7 |
5,882.9 |
|
R2 |
6,240.3 |
6,240.3 |
5,842.9 |
|
R1 |
6,001.7 |
6,001.7 |
5,803.0 |
5,903.0 |
PP |
5,804.3 |
5,804.3 |
5,804.3 |
5,755.0 |
S1 |
5,565.7 |
5,565.7 |
5,723.0 |
5,467.0 |
S2 |
5,368.3 |
5,368.3 |
5,683.1 |
|
S3 |
4,932.3 |
5,129.7 |
5,643.1 |
|
S4 |
4,496.3 |
4,693.7 |
5,523.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,771.0 |
5,183.0 |
588.0 |
10.6% |
167.2 |
3.0% |
61% |
False |
False |
44,695 |
10 |
6,109.0 |
5,183.0 |
926.0 |
16.7% |
133.4 |
2.4% |
39% |
False |
False |
36,691 |
20 |
6,411.0 |
5,183.0 |
1,228.0 |
22.2% |
100.5 |
1.8% |
29% |
False |
False |
26,884 |
40 |
6,725.0 |
5,183.0 |
1,542.0 |
27.8% |
85.9 |
1.6% |
23% |
False |
False |
21,123 |
60 |
6,869.0 |
5,183.0 |
1,686.0 |
30.4% |
65.9 |
1.2% |
21% |
False |
False |
14,121 |
80 |
6,869.0 |
5,183.0 |
1,686.0 |
30.4% |
55.2 |
1.0% |
21% |
False |
False |
10,608 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,991.5 |
2.618 |
5,831.6 |
1.618 |
5,733.6 |
1.000 |
5,673.0 |
0.618 |
5,635.6 |
HIGH |
5,575.0 |
0.618 |
5,537.6 |
0.500 |
5,526.0 |
0.382 |
5,514.4 |
LOW |
5,477.0 |
0.618 |
5,416.4 |
1.000 |
5,379.0 |
1.618 |
5,318.4 |
2.618 |
5,220.4 |
4.250 |
5,060.5 |
|
|
Fisher Pivots for day following 24-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
5,536.0 |
5,487.0 |
PP |
5,531.0 |
5,433.0 |
S1 |
5,526.0 |
5,379.0 |
|