Trading Metrics calculated at close of trading on 17-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2008 |
17-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
6,001.5 |
5,982.0 |
-19.5 |
-0.3% |
6,346.5 |
High |
6,024.5 |
6,020.0 |
-4.5 |
-0.1% |
6,405.5 |
Low |
5,895.5 |
5,856.5 |
-39.0 |
-0.7% |
6,143.0 |
Close |
5,950.5 |
5,888.5 |
-62.0 |
-1.0% |
6,203.5 |
Range |
129.0 |
163.5 |
34.5 |
26.7% |
262.5 |
ATR |
113.8 |
117.3 |
3.6 |
3.1% |
0.0 |
Volume |
164,922 |
199,808 |
34,886 |
21.2% |
657,048 |
|
Daily Pivots for day following 17-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,412.0 |
6,314.0 |
5,978.5 |
|
R3 |
6,248.5 |
6,150.5 |
5,933.5 |
|
R2 |
6,085.0 |
6,085.0 |
5,918.5 |
|
R1 |
5,987.0 |
5,987.0 |
5,903.5 |
5,954.0 |
PP |
5,921.5 |
5,921.5 |
5,921.5 |
5,905.5 |
S1 |
5,823.5 |
5,823.5 |
5,873.5 |
5,791.0 |
S2 |
5,758.0 |
5,758.0 |
5,858.5 |
|
S3 |
5,594.5 |
5,660.0 |
5,843.5 |
|
S4 |
5,431.0 |
5,496.5 |
5,798.5 |
|
|
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 |
6,249.5 |
5,856.5 |
393.0 |
6.7% |
136.5 |
2.3% |
8% |
False |
True |
145,665 |
10 |
6,547.0 |
5,856.5 |
690.5 |
11.7% |
124.5 |
2.1% |
5% |
False |
True |
135,007 |
20 |
6,547.0 |
5,856.5 |
690.5 |
11.7% |
99.5 |
1.7% |
5% |
False |
True |
110,388 |
40 |
6,640.0 |
5,856.5 |
783.5 |
13.3% |
104.0 |
1.8% |
4% |
False |
True |
58,990 |
60 |
6,776.0 |
5,856.5 |
919.5 |
15.6% |
97.5 |
1.7% |
3% |
False |
True |
39,387 |
80 |
6,821.5 |
5,856.5 |
965.0 |
16.4% |
89.0 |
1.5% |
3% |
False |
True |
29,568 |
100 |
6,821.5 |
5,856.5 |
965.0 |
16.4% |
75.0 |
1.3% |
3% |
False |
True |
23,669 |
120 |
6,821.5 |
5,856.5 |
965.0 |
16.4% |
67.0 |
1.1% |
3% |
False |
True |
19,726 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,715.0 |
2.618 |
6,448.0 |
1.618 |
6,284.5 |
1.000 |
6,183.5 |
0.618 |
6,121.0 |
HIGH |
6,020.0 |
0.618 |
5,957.5 |
0.500 |
5,938.0 |
0.382 |
5,919.0 |
LOW |
5,856.5 |
0.618 |
5,755.5 |
1.000 |
5,693.0 |
1.618 |
5,592.0 |
2.618 |
5,428.5 |
4.250 |
5,161.5 |
|
|
Fisher Pivots for day following 17-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
5,938.0 |
6,028.0 |
PP |
5,921.5 |
5,981.5 |
S1 |
5,905.0 |
5,935.0 |
|