Trading Metrics calculated at close of trading on 15-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2008 |
15-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
6,166.0 |
6,177.0 |
11.0 |
0.2% |
6,346.5 |
High |
6,246.0 |
6,200.0 |
-46.0 |
-0.7% |
6,405.5 |
Low |
6,163.0 |
6,000.0 |
-163.0 |
-2.6% |
6,143.0 |
Close |
6,214.0 |
6,022.0 |
-192.0 |
-3.1% |
6,203.5 |
Range |
83.0 |
200.0 |
117.0 |
141.0% |
262.5 |
ATR |
104.8 |
112.6 |
7.8 |
7.4% |
0.0 |
Volume |
133,394 |
89,708 |
-43,686 |
-32.7% |
657,048 |
|
Daily Pivots for day following 15-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,674.0 |
6,548.0 |
6,132.0 |
|
R3 |
6,474.0 |
6,348.0 |
6,077.0 |
|
R2 |
6,274.0 |
6,274.0 |
6,058.5 |
|
R1 |
6,148.0 |
6,148.0 |
6,040.5 |
6,111.0 |
PP |
6,074.0 |
6,074.0 |
6,074.0 |
6,055.5 |
S1 |
5,948.0 |
5,948.0 |
6,003.5 |
5,911.0 |
S2 |
5,874.0 |
5,874.0 |
5,985.5 |
|
S3 |
5,674.0 |
5,748.0 |
5,967.0 |
|
S4 |
5,474.0 |
5,548.0 |
5,912.0 |
|
|
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 |
6,314.5 |
6,000.0 |
314.5 |
5.2% |
114.5 |
1.9% |
7% |
False |
True |
121,306 |
10 |
6,547.0 |
6,000.0 |
547.0 |
9.1% |
118.5 |
2.0% |
4% |
False |
True |
108,652 |
20 |
6,547.0 |
6,000.0 |
547.0 |
9.1% |
93.0 |
1.5% |
4% |
False |
True |
95,513 |
40 |
6,640.0 |
6,000.0 |
640.0 |
10.6% |
103.0 |
1.7% |
3% |
False |
True |
49,882 |
60 |
6,776.0 |
6,000.0 |
776.0 |
12.9% |
95.5 |
1.6% |
3% |
False |
True |
33,319 |
80 |
6,821.5 |
6,000.0 |
821.5 |
13.6% |
86.0 |
1.4% |
3% |
False |
True |
25,010 |
100 |
6,821.5 |
6,000.0 |
821.5 |
13.6% |
72.5 |
1.2% |
3% |
False |
True |
20,022 |
120 |
6,821.5 |
5,903.0 |
918.5 |
15.3% |
64.5 |
1.1% |
13% |
False |
False |
16,687 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,050.0 |
2.618 |
6,723.5 |
1.618 |
6,523.5 |
1.000 |
6,400.0 |
0.618 |
6,323.5 |
HIGH |
6,200.0 |
0.618 |
6,123.5 |
0.500 |
6,100.0 |
0.382 |
6,076.5 |
LOW |
6,000.0 |
0.618 |
5,876.5 |
1.000 |
5,800.0 |
1.618 |
5,676.5 |
2.618 |
5,476.5 |
4.250 |
5,150.0 |
|
|
Fisher Pivots for day following 15-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
6,100.0 |
6,125.0 |
PP |
6,074.0 |
6,090.5 |
S1 |
6,048.0 |
6,056.0 |
|