Trading Metrics calculated at close of trading on 14-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2008 |
14-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
6,241.0 |
6,166.0 |
-75.0 |
-1.2% |
6,346.5 |
High |
6,249.5 |
6,246.0 |
-3.5 |
-0.1% |
6,405.5 |
Low |
6,143.0 |
6,163.0 |
20.0 |
0.3% |
6,143.0 |
Close |
6,203.5 |
6,214.0 |
10.5 |
0.2% |
6,203.5 |
Range |
106.5 |
83.0 |
-23.5 |
-22.1% |
262.5 |
ATR |
106.5 |
104.8 |
-1.7 |
-1.6% |
0.0 |
Volume |
140,495 |
133,394 |
-7,101 |
-5.1% |
657,048 |
|
Daily Pivots for day following 14-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,456.5 |
6,418.5 |
6,259.5 |
|
R3 |
6,373.5 |
6,335.5 |
6,237.0 |
|
R2 |
6,290.5 |
6,290.5 |
6,229.0 |
|
R1 |
6,252.5 |
6,252.5 |
6,221.5 |
6,271.5 |
PP |
6,207.5 |
6,207.5 |
6,207.5 |
6,217.0 |
S1 |
6,169.5 |
6,169.5 |
6,206.5 |
6,188.5 |
S2 |
6,124.5 |
6,124.5 |
6,199.0 |
|
S3 |
6,041.5 |
6,086.5 |
6,191.0 |
|
S4 |
5,958.5 |
6,003.5 |
6,168.5 |
|
|
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% |
88.0 |
1.4% |
27% |
False |
False |
128,807 |
10 |
6,547.0 |
6,143.0 |
404.0 |
6.5% |
102.5 |
1.6% |
18% |
False |
False |
103,896 |
20 |
6,547.0 |
6,143.0 |
404.0 |
6.5% |
90.0 |
1.5% |
18% |
False |
False |
92,087 |
40 |
6,640.0 |
6,069.0 |
571.0 |
9.2% |
101.0 |
1.6% |
25% |
False |
False |
47,641 |
60 |
6,776.0 |
6,069.0 |
707.0 |
11.4% |
94.0 |
1.5% |
21% |
False |
False |
31,825 |
80 |
6,821.5 |
6,069.0 |
752.5 |
12.1% |
83.5 |
1.3% |
19% |
False |
False |
23,889 |
100 |
6,821.5 |
6,069.0 |
752.5 |
12.1% |
71.0 |
1.1% |
19% |
False |
False |
19,125 |
120 |
6,821.5 |
5,903.0 |
918.5 |
14.8% |
63.0 |
1.0% |
34% |
False |
False |
15,940 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,599.0 |
2.618 |
6,463.5 |
1.618 |
6,380.5 |
1.000 |
6,329.0 |
0.618 |
6,297.5 |
HIGH |
6,246.0 |
0.618 |
6,214.5 |
0.500 |
6,204.5 |
0.382 |
6,194.5 |
LOW |
6,163.0 |
0.618 |
6,111.5 |
1.000 |
6,080.0 |
1.618 |
6,028.5 |
2.618 |
5,945.5 |
4.250 |
5,810.0 |
|
|
Fisher Pivots for day following 14-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
6,211.0 |
6,229.0 |
PP |
6,207.5 |
6,224.0 |
S1 |
6,204.5 |
6,219.0 |
|