Trading Metrics calculated at close of trading on 04-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2008 |
04-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
6,422.0 |
6,510.0 |
88.0 |
1.4% |
6,485.0 |
High |
6,509.5 |
6,547.0 |
37.5 |
0.6% |
6,547.0 |
Low |
6,404.5 |
6,340.0 |
-64.5 |
-1.0% |
6,340.0 |
Close |
6,491.5 |
6,351.0 |
-140.5 |
-2.2% |
6,351.0 |
Range |
105.0 |
207.0 |
102.0 |
97.1% |
207.0 |
ATR |
100.7 |
108.3 |
7.6 |
7.5% |
0.0 |
Volume |
82,918 |
105,197 |
22,279 |
26.9% |
248,523 |
|
Daily Pivots for day following 04-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,033.5 |
6,899.5 |
6,465.0 |
|
R3 |
6,826.5 |
6,692.5 |
6,408.0 |
|
R2 |
6,619.5 |
6,619.5 |
6,389.0 |
|
R1 |
6,485.5 |
6,485.5 |
6,370.0 |
6,449.0 |
PP |
6,412.5 |
6,412.5 |
6,412.5 |
6,394.5 |
S1 |
6,278.5 |
6,278.5 |
6,332.0 |
6,242.0 |
S2 |
6,205.5 |
6,205.5 |
6,313.0 |
|
S3 |
5,998.5 |
6,071.5 |
6,294.0 |
|
S4 |
5,791.5 |
5,864.5 |
6,237.0 |
|
|
Weekly Pivots for week ending 04-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,033.5 |
6,899.5 |
6,465.0 |
|
R3 |
6,826.5 |
6,692.5 |
6,408.0 |
|
R2 |
6,619.5 |
6,619.5 |
6,389.0 |
|
R1 |
6,485.5 |
6,485.5 |
6,370.0 |
6,449.0 |
PP |
6,412.5 |
6,412.5 |
6,412.5 |
6,394.5 |
S1 |
6,278.5 |
6,278.5 |
6,332.0 |
6,242.0 |
S2 |
6,205.5 |
6,205.5 |
6,313.0 |
|
S3 |
5,998.5 |
6,071.5 |
6,294.0 |
|
S4 |
5,791.5 |
5,864.5 |
6,237.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,547.0 |
6,340.0 |
207.0 |
3.3% |
108.5 |
1.7% |
5% |
True |
True |
57,386 |
10 |
6,547.0 |
6,272.5 |
274.5 |
4.3% |
83.5 |
1.3% |
29% |
True |
False |
80,396 |
20 |
6,640.0 |
6,261.0 |
379.0 |
6.0% |
95.5 |
1.5% |
24% |
False |
False |
55,091 |
40 |
6,640.0 |
6,069.0 |
571.0 |
9.0% |
103.5 |
1.6% |
49% |
False |
False |
27,925 |
60 |
6,821.5 |
6,069.0 |
752.5 |
11.8% |
91.0 |
1.4% |
37% |
False |
False |
18,657 |
80 |
6,821.5 |
6,069.0 |
752.5 |
11.8% |
77.5 |
1.2% |
37% |
False |
False |
14,010 |
100 |
6,821.5 |
5,903.0 |
918.5 |
14.5% |
69.5 |
1.1% |
49% |
False |
False |
11,223 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,427.0 |
2.618 |
7,089.0 |
1.618 |
6,882.0 |
1.000 |
6,754.0 |
0.618 |
6,675.0 |
HIGH |
6,547.0 |
0.618 |
6,468.0 |
0.500 |
6,443.5 |
0.382 |
6,419.0 |
LOW |
6,340.0 |
0.618 |
6,212.0 |
1.000 |
6,133.0 |
1.618 |
6,005.0 |
2.618 |
5,798.0 |
4.250 |
5,460.0 |
|
|
Fisher Pivots for day following 04-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
6,443.5 |
6,443.5 |
PP |
6,412.5 |
6,412.5 |
S1 |
6,382.0 |
6,382.0 |
|