Trading Metrics calculated at close of trading on 07-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2008 |
07-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
6,510.0 |
6,346.5 |
-163.5 |
-2.5% |
6,485.0 |
High |
6,547.0 |
6,383.0 |
-164.0 |
-2.5% |
6,547.0 |
Low |
6,340.0 |
6,276.0 |
-64.0 |
-1.0% |
6,340.0 |
Close |
6,351.0 |
6,347.5 |
-3.5 |
-0.1% |
6,351.0 |
Range |
207.0 |
107.0 |
-100.0 |
-48.3% |
207.0 |
ATR |
108.3 |
108.2 |
-0.1 |
-0.1% |
0.0 |
Volume |
105,197 |
146,406 |
41,209 |
39.2% |
248,523 |
|
Daily Pivots for day following 07-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,656.5 |
6,609.0 |
6,406.5 |
|
R3 |
6,549.5 |
6,502.0 |
6,377.0 |
|
R2 |
6,442.5 |
6,442.5 |
6,367.0 |
|
R1 |
6,395.0 |
6,395.0 |
6,357.5 |
6,419.0 |
PP |
6,335.5 |
6,335.5 |
6,335.5 |
6,347.5 |
S1 |
6,288.0 |
6,288.0 |
6,337.5 |
6,312.0 |
S2 |
6,228.5 |
6,228.5 |
6,328.0 |
|
S3 |
6,121.5 |
6,181.0 |
6,318.0 |
|
S4 |
6,014.5 |
6,074.0 |
6,288.5 |
|
|
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 |
6,276.0 |
271.0 |
4.3% |
116.5 |
1.8% |
26% |
False |
True |
78,985 |
10 |
6,547.0 |
6,276.0 |
271.0 |
4.3% |
86.5 |
1.4% |
26% |
False |
True |
79,144 |
20 |
6,640.0 |
6,261.0 |
379.0 |
6.0% |
93.5 |
1.5% |
23% |
False |
False |
62,356 |
40 |
6,640.0 |
6,069.0 |
571.0 |
9.0% |
102.5 |
1.6% |
49% |
False |
False |
31,584 |
60 |
6,821.5 |
6,069.0 |
752.5 |
11.9% |
92.0 |
1.5% |
37% |
False |
False |
21,096 |
80 |
6,821.5 |
6,069.0 |
752.5 |
11.9% |
79.0 |
1.2% |
37% |
False |
False |
15,840 |
100 |
6,821.5 |
5,903.0 |
918.5 |
14.5% |
69.5 |
1.1% |
48% |
False |
False |
12,687 |
120 |
6,821.5 |
5,903.0 |
918.5 |
14.5% |
60.5 |
1.0% |
48% |
False |
False |
10,573 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,838.0 |
2.618 |
6,663.0 |
1.618 |
6,556.0 |
1.000 |
6,490.0 |
0.618 |
6,449.0 |
HIGH |
6,383.0 |
0.618 |
6,342.0 |
0.500 |
6,329.5 |
0.382 |
6,317.0 |
LOW |
6,276.0 |
0.618 |
6,210.0 |
1.000 |
6,169.0 |
1.618 |
6,103.0 |
2.618 |
5,996.0 |
4.250 |
5,821.0 |
|
|
Fisher Pivots for day following 07-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
6,341.5 |
6,411.5 |
PP |
6,335.5 |
6,390.0 |
S1 |
6,329.5 |
6,369.0 |
|