Trading Metrics calculated at close of trading on 25-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2008 |
25-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
5,505.0 |
5,640.0 |
135.0 |
2.5% |
5,700.0 |
High |
5,575.0 |
5,889.0 |
314.0 |
5.6% |
5,889.0 |
Low |
5,477.0 |
5,620.0 |
143.0 |
2.6% |
5,183.0 |
Close |
5,541.0 |
5,884.0 |
343.0 |
6.2% |
5,884.0 |
Range |
98.0 |
269.0 |
171.0 |
174.5% |
706.0 |
ATR |
148.2 |
162.5 |
14.3 |
9.6% |
0.0 |
Volume |
34,881 |
33,140 |
-1,741 |
-5.0% |
222,569 |
|
Daily Pivots for day following 25-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,604.7 |
6,513.3 |
6,032.0 |
|
R3 |
6,335.7 |
6,244.3 |
5,958.0 |
|
R2 |
6,066.7 |
6,066.7 |
5,933.3 |
|
R1 |
5,975.3 |
5,975.3 |
5,908.7 |
6,021.0 |
PP |
5,797.7 |
5,797.7 |
5,797.7 |
5,820.5 |
S1 |
5,706.3 |
5,706.3 |
5,859.3 |
5,752.0 |
S2 |
5,528.7 |
5,528.7 |
5,834.7 |
|
S3 |
5,259.7 |
5,437.3 |
5,810.0 |
|
S4 |
4,990.7 |
5,168.3 |
5,736.1 |
|
|
Weekly Pivots for week ending 25-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,770.0 |
7,533.0 |
6,272.3 |
|
R3 |
7,064.0 |
6,827.0 |
6,078.2 |
|
R2 |
6,358.0 |
6,358.0 |
6,013.4 |
|
R1 |
6,121.0 |
6,121.0 |
5,948.7 |
6,239.5 |
PP |
5,652.0 |
5,652.0 |
5,652.0 |
5,711.3 |
S1 |
5,415.0 |
5,415.0 |
5,819.3 |
5,533.5 |
S2 |
4,946.0 |
4,946.0 |
5,754.6 |
|
S3 |
4,240.0 |
4,709.0 |
5,689.9 |
|
S4 |
3,534.0 |
4,003.0 |
5,495.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,889.0 |
5,183.0 |
706.0 |
12.0% |
188.2 |
3.2% |
99% |
True |
False |
44,513 |
10 |
6,043.0 |
5,183.0 |
860.0 |
14.6% |
147.9 |
2.5% |
82% |
False |
False |
37,658 |
20 |
6,411.0 |
5,183.0 |
1,228.0 |
20.9% |
112.3 |
1.9% |
57% |
False |
False |
28,115 |
40 |
6,725.0 |
5,183.0 |
1,542.0 |
26.2% |
90.8 |
1.5% |
45% |
False |
False |
21,944 |
60 |
6,869.0 |
5,183.0 |
1,686.0 |
28.7% |
70.1 |
1.2% |
42% |
False |
False |
14,673 |
80 |
6,869.0 |
5,183.0 |
1,686.0 |
28.7% |
58.5 |
1.0% |
42% |
False |
False |
11,022 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,032.3 |
2.618 |
6,593.2 |
1.618 |
6,324.2 |
1.000 |
6,158.0 |
0.618 |
6,055.2 |
HIGH |
5,889.0 |
0.618 |
5,786.2 |
0.500 |
5,754.5 |
0.382 |
5,722.8 |
LOW |
5,620.0 |
0.618 |
5,453.8 |
1.000 |
5,351.0 |
1.618 |
5,184.8 |
2.618 |
4,915.8 |
4.250 |
4,476.8 |
|
|
Fisher Pivots for day following 25-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
5,840.8 |
5,797.7 |
PP |
5,797.7 |
5,711.3 |
S1 |
5,754.5 |
5,625.0 |
|