Trading Metrics calculated at close of trading on 29-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2008 |
29-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
5,640.0 |
5,853.0 |
213.0 |
3.8% |
5,700.0 |
High |
5,889.0 |
5,869.0 |
-20.0 |
-0.3% |
5,889.0 |
Low |
5,620.0 |
5,679.0 |
59.0 |
1.0% |
5,183.0 |
Close |
5,884.0 |
5,721.0 |
-163.0 |
-2.8% |
5,884.0 |
Range |
269.0 |
190.0 |
-79.0 |
-29.4% |
706.0 |
ATR |
162.5 |
165.5 |
3.0 |
1.9% |
0.0 |
Volume |
33,140 |
33,688 |
548 |
1.7% |
222,569 |
|
Daily Pivots for day following 29-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,326.3 |
6,213.7 |
5,825.5 |
|
R3 |
6,136.3 |
6,023.7 |
5,773.3 |
|
R2 |
5,946.3 |
5,946.3 |
5,755.8 |
|
R1 |
5,833.7 |
5,833.7 |
5,738.4 |
5,795.0 |
PP |
5,756.3 |
5,756.3 |
5,756.3 |
5,737.0 |
S1 |
5,643.7 |
5,643.7 |
5,703.6 |
5,605.0 |
S2 |
5,566.3 |
5,566.3 |
5,686.2 |
|
S3 |
5,376.3 |
5,453.7 |
5,668.8 |
|
S4 |
5,186.3 |
5,263.7 |
5,616.5 |
|
|
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 |
12.3% |
193.8 |
3.4% |
76% |
False |
False |
43,799 |
10 |
6,043.0 |
5,183.0 |
860.0 |
15.0% |
155.4 |
2.7% |
63% |
False |
False |
38,650 |
20 |
6,411.0 |
5,183.0 |
1,228.0 |
21.5% |
117.8 |
2.1% |
44% |
False |
False |
29,355 |
40 |
6,725.0 |
5,183.0 |
1,542.0 |
27.0% |
93.7 |
1.6% |
35% |
False |
False |
22,783 |
60 |
6,869.0 |
5,183.0 |
1,686.0 |
29.5% |
73.3 |
1.3% |
32% |
False |
False |
15,231 |
80 |
6,869.0 |
5,183.0 |
1,686.0 |
29.5% |
60.5 |
1.1% |
32% |
False |
False |
11,442 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,676.5 |
2.618 |
6,366.4 |
1.618 |
6,176.4 |
1.000 |
6,059.0 |
0.618 |
5,986.4 |
HIGH |
5,869.0 |
0.618 |
5,796.4 |
0.500 |
5,774.0 |
0.382 |
5,751.6 |
LOW |
5,679.0 |
0.618 |
5,561.6 |
1.000 |
5,489.0 |
1.618 |
5,371.6 |
2.618 |
5,181.6 |
4.250 |
4,871.5 |
|
|
Fisher Pivots for day following 29-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
5,774.0 |
5,708.3 |
PP |
5,756.3 |
5,695.7 |
S1 |
5,738.7 |
5,683.0 |
|