Trading Metrics calculated at close of trading on 09-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2008 |
09-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
6,365.5 |
6,306.0 |
-59.5 |
-0.9% |
6,485.0 |
High |
6,405.5 |
6,309.5 |
-96.0 |
-1.5% |
6,547.0 |
Low |
6,337.5 |
6,240.5 |
-97.0 |
-1.5% |
6,340.0 |
Close |
6,354.0 |
6,282.5 |
-71.5 |
-1.1% |
6,351.0 |
Range |
68.0 |
69.0 |
1.0 |
1.5% |
207.0 |
ATR |
105.4 |
105.9 |
0.6 |
0.6% |
0.0 |
Volume |
127,211 |
106,013 |
-21,198 |
-16.7% |
248,523 |
|
Daily Pivots for day following 09-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,484.5 |
6,452.5 |
6,320.5 |
|
R3 |
6,415.5 |
6,383.5 |
6,301.5 |
|
R2 |
6,346.5 |
6,346.5 |
6,295.0 |
|
R1 |
6,314.5 |
6,314.5 |
6,289.0 |
6,296.0 |
PP |
6,277.5 |
6,277.5 |
6,277.5 |
6,268.0 |
S1 |
6,245.5 |
6,245.5 |
6,276.0 |
6,227.0 |
S2 |
6,208.5 |
6,208.5 |
6,270.0 |
|
S3 |
6,139.5 |
6,176.5 |
6,263.5 |
|
S4 |
6,070.5 |
6,107.5 |
6,244.5 |
|
|
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 |
6,240.5 |
306.5 |
4.9% |
111.0 |
1.8% |
14% |
False |
True |
113,549 |
10 |
6,547.0 |
6,240.5 |
306.5 |
4.9% |
87.0 |
1.4% |
14% |
False |
True |
77,028 |
20 |
6,640.0 |
6,240.5 |
399.5 |
6.4% |
90.5 |
1.4% |
11% |
False |
True |
73,548 |
40 |
6,640.0 |
6,069.0 |
571.0 |
9.1% |
99.5 |
1.6% |
37% |
False |
False |
37,410 |
60 |
6,821.5 |
6,069.0 |
752.5 |
12.0% |
92.0 |
1.5% |
28% |
False |
False |
24,980 |
80 |
6,821.5 |
6,069.0 |
752.5 |
12.0% |
79.5 |
1.3% |
28% |
False |
False |
18,755 |
100 |
6,821.5 |
6,069.0 |
752.5 |
12.0% |
68.5 |
1.1% |
28% |
False |
False |
15,018 |
120 |
6,821.5 |
5,903.0 |
918.5 |
14.6% |
61.5 |
1.0% |
41% |
False |
False |
12,516 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,603.0 |
2.618 |
6,490.0 |
1.618 |
6,421.0 |
1.000 |
6,378.5 |
0.618 |
6,352.0 |
HIGH |
6,309.5 |
0.618 |
6,283.0 |
0.500 |
6,275.0 |
0.382 |
6,267.0 |
LOW |
6,240.5 |
0.618 |
6,198.0 |
1.000 |
6,171.5 |
1.618 |
6,129.0 |
2.618 |
6,060.0 |
4.250 |
5,947.0 |
|
|
Fisher Pivots for day following 09-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
6,280.0 |
6,323.0 |
PP |
6,277.5 |
6,309.5 |
S1 |
6,275.0 |
6,296.0 |
|