Trading Metrics calculated at close of trading on 11-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2008 |
11-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
6,285.5 |
6,241.0 |
-44.5 |
-0.7% |
6,346.5 |
High |
6,314.5 |
6,249.5 |
-65.0 |
-1.0% |
6,405.5 |
Low |
6,201.5 |
6,143.0 |
-58.5 |
-0.9% |
6,143.0 |
Close |
6,235.0 |
6,203.5 |
-31.5 |
-0.5% |
6,203.5 |
Range |
113.0 |
106.5 |
-6.5 |
-5.8% |
262.5 |
ATR |
106.4 |
106.5 |
0.0 |
0.0% |
0.0 |
Volume |
136,923 |
140,495 |
3,572 |
2.6% |
657,048 |
|
Daily Pivots for day following 11-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,518.0 |
6,467.5 |
6,262.0 |
|
R3 |
6,411.5 |
6,361.0 |
6,233.0 |
|
R2 |
6,305.0 |
6,305.0 |
6,223.0 |
|
R1 |
6,254.5 |
6,254.5 |
6,213.5 |
6,226.5 |
PP |
6,198.5 |
6,198.5 |
6,198.5 |
6,185.0 |
S1 |
6,148.0 |
6,148.0 |
6,193.5 |
6,120.0 |
S2 |
6,092.0 |
6,092.0 |
6,184.0 |
|
S3 |
5,985.5 |
6,041.5 |
6,174.0 |
|
S4 |
5,879.0 |
5,935.0 |
6,145.0 |
|
|
Weekly Pivots for week ending 11-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,038.0 |
6,883.5 |
6,348.0 |
|
R3 |
6,775.5 |
6,621.0 |
6,275.5 |
|
R2 |
6,513.0 |
6,513.0 |
6,251.5 |
|
R1 |
6,358.5 |
6,358.5 |
6,227.5 |
6,304.5 |
PP |
6,250.5 |
6,250.5 |
6,250.5 |
6,224.0 |
S1 |
6,096.0 |
6,096.0 |
6,179.5 |
6,042.0 |
S2 |
5,988.0 |
5,988.0 |
6,155.5 |
|
S3 |
5,725.5 |
5,833.5 |
6,131.5 |
|
S4 |
5,463.0 |
5,571.0 |
6,059.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,405.5 |
6,143.0 |
262.5 |
4.2% |
92.5 |
1.5% |
23% |
False |
True |
131,409 |
10 |
6,547.0 |
6,143.0 |
404.0 |
6.5% |
100.5 |
1.6% |
15% |
False |
True |
94,398 |
20 |
6,640.0 |
6,143.0 |
497.0 |
8.0% |
95.0 |
1.5% |
12% |
False |
True |
86,193 |
40 |
6,640.0 |
6,069.0 |
571.0 |
9.2% |
100.5 |
1.6% |
24% |
False |
False |
44,309 |
60 |
6,776.0 |
6,069.0 |
707.0 |
11.4% |
93.5 |
1.5% |
19% |
False |
False |
29,602 |
80 |
6,821.5 |
6,069.0 |
752.5 |
12.1% |
82.5 |
1.3% |
18% |
False |
False |
22,222 |
100 |
6,821.5 |
6,069.0 |
752.5 |
12.1% |
70.0 |
1.1% |
18% |
False |
False |
17,792 |
120 |
6,821.5 |
5,903.0 |
918.5 |
14.8% |
62.5 |
1.0% |
33% |
False |
False |
14,828 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,702.0 |
2.618 |
6,528.5 |
1.618 |
6,422.0 |
1.000 |
6,356.0 |
0.618 |
6,315.5 |
HIGH |
6,249.5 |
0.618 |
6,209.0 |
0.500 |
6,196.0 |
0.382 |
6,183.5 |
LOW |
6,143.0 |
0.618 |
6,077.0 |
1.000 |
6,036.5 |
1.618 |
5,970.5 |
2.618 |
5,864.0 |
4.250 |
5,690.5 |
|
|
Fisher Pivots for day following 11-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
6,201.0 |
6,229.0 |
PP |
6,198.5 |
6,220.5 |
S1 |
6,196.0 |
6,212.0 |
|