Trading Metrics calculated at close of trading on 16-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2008 |
16-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
6,177.0 |
6,001.5 |
-175.5 |
-2.8% |
6,346.5 |
High |
6,200.0 |
6,024.5 |
-175.5 |
-2.8% |
6,405.5 |
Low |
6,000.0 |
5,895.5 |
-104.5 |
-1.7% |
6,143.0 |
Close |
6,022.0 |
5,950.5 |
-71.5 |
-1.2% |
6,203.5 |
Range |
200.0 |
129.0 |
-71.0 |
-35.5% |
262.5 |
ATR |
112.6 |
113.8 |
1.2 |
1.0% |
0.0 |
Volume |
89,708 |
164,922 |
75,214 |
83.8% |
657,048 |
|
Daily Pivots for day following 16-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,344.0 |
6,276.0 |
6,021.5 |
|
R3 |
6,215.0 |
6,147.0 |
5,986.0 |
|
R2 |
6,086.0 |
6,086.0 |
5,974.0 |
|
R1 |
6,018.0 |
6,018.0 |
5,962.5 |
5,987.5 |
PP |
5,957.0 |
5,957.0 |
5,957.0 |
5,941.5 |
S1 |
5,889.0 |
5,889.0 |
5,938.5 |
5,858.5 |
S2 |
5,828.0 |
5,828.0 |
5,927.0 |
|
S3 |
5,699.0 |
5,760.0 |
5,915.0 |
|
S4 |
5,570.0 |
5,631.0 |
5,879.5 |
|
|
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 |
6,314.5 |
5,895.5 |
419.0 |
7.0% |
126.5 |
2.1% |
13% |
False |
True |
133,088 |
10 |
6,547.0 |
5,895.5 |
651.5 |
10.9% |
119.0 |
2.0% |
8% |
False |
True |
123,318 |
20 |
6,547.0 |
5,895.5 |
651.5 |
10.9% |
95.0 |
1.6% |
8% |
False |
True |
102,542 |
40 |
6,640.0 |
5,895.5 |
744.5 |
12.5% |
105.0 |
1.8% |
7% |
False |
True |
54,001 |
60 |
6,776.0 |
5,895.5 |
880.5 |
14.8% |
96.5 |
1.6% |
6% |
False |
True |
36,060 |
80 |
6,821.5 |
5,895.5 |
926.0 |
15.6% |
87.5 |
1.5% |
6% |
False |
True |
27,071 |
100 |
6,821.5 |
5,895.5 |
926.0 |
15.6% |
73.0 |
1.2% |
6% |
False |
True |
21,671 |
120 |
6,821.5 |
5,895.5 |
926.0 |
15.6% |
65.5 |
1.1% |
6% |
False |
True |
18,061 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,573.0 |
2.618 |
6,362.0 |
1.618 |
6,233.0 |
1.000 |
6,153.5 |
0.618 |
6,104.0 |
HIGH |
6,024.5 |
0.618 |
5,975.0 |
0.500 |
5,960.0 |
0.382 |
5,945.0 |
LOW |
5,895.5 |
0.618 |
5,816.0 |
1.000 |
5,766.5 |
1.618 |
5,687.0 |
2.618 |
5,558.0 |
4.250 |
5,347.0 |
|
|
Fisher Pivots for day following 16-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
5,960.0 |
6,071.0 |
PP |
5,957.0 |
6,030.5 |
S1 |
5,953.5 |
5,990.5 |
|