Trading Metrics calculated at close of trading on 18-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2008 |
18-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
5,982.0 |
5,890.0 |
-92.0 |
-1.5% |
6,166.0 |
High |
6,020.0 |
6,021.5 |
1.5 |
0.0% |
6,246.0 |
Low |
5,856.5 |
5,846.0 |
-10.5 |
-0.2% |
5,846.0 |
Close |
5,888.5 |
5,895.0 |
6.5 |
0.1% |
5,895.0 |
Range |
163.5 |
175.5 |
12.0 |
7.3% |
400.0 |
ATR |
117.3 |
121.5 |
4.2 |
3.5% |
0.0 |
Volume |
199,808 |
187,756 |
-12,052 |
-6.0% |
775,588 |
|
Daily Pivots for day following 18-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,447.5 |
6,346.5 |
5,991.5 |
|
R3 |
6,272.0 |
6,171.0 |
5,943.5 |
|
R2 |
6,096.5 |
6,096.5 |
5,927.0 |
|
R1 |
5,995.5 |
5,995.5 |
5,911.0 |
6,046.0 |
PP |
5,921.0 |
5,921.0 |
5,921.0 |
5,946.0 |
S1 |
5,820.0 |
5,820.0 |
5,879.0 |
5,870.5 |
S2 |
5,745.5 |
5,745.5 |
5,863.0 |
|
S3 |
5,570.0 |
5,644.5 |
5,846.5 |
|
S4 |
5,394.5 |
5,469.0 |
5,798.5 |
|
|
Weekly Pivots for week ending 18-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,195.5 |
6,945.5 |
6,115.0 |
|
R3 |
6,795.5 |
6,545.5 |
6,005.0 |
|
R2 |
6,395.5 |
6,395.5 |
5,968.5 |
|
R1 |
6,145.5 |
6,145.5 |
5,931.5 |
6,070.5 |
PP |
5,995.5 |
5,995.5 |
5,995.5 |
5,958.0 |
S1 |
5,745.5 |
5,745.5 |
5,858.5 |
5,670.5 |
S2 |
5,595.5 |
5,595.5 |
5,821.5 |
|
S3 |
5,195.5 |
5,345.5 |
5,785.0 |
|
S4 |
4,795.5 |
4,945.5 |
5,675.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,246.0 |
5,846.0 |
400.0 |
6.8% |
150.0 |
2.5% |
12% |
False |
True |
155,117 |
10 |
6,405.5 |
5,846.0 |
559.5 |
9.5% |
121.5 |
2.1% |
9% |
False |
True |
143,263 |
20 |
6,547.0 |
5,846.0 |
701.0 |
11.9% |
102.5 |
1.7% |
7% |
False |
True |
111,830 |
40 |
6,640.0 |
5,846.0 |
794.0 |
13.5% |
105.0 |
1.8% |
6% |
False |
True |
63,677 |
60 |
6,776.0 |
5,846.0 |
930.0 |
15.8% |
99.5 |
1.7% |
5% |
False |
True |
42,516 |
80 |
6,821.5 |
5,846.0 |
975.5 |
16.5% |
90.0 |
1.5% |
5% |
False |
True |
31,912 |
100 |
6,821.5 |
5,846.0 |
975.5 |
16.5% |
76.5 |
1.3% |
5% |
False |
True |
25,547 |
120 |
6,821.5 |
5,846.0 |
975.5 |
16.5% |
68.5 |
1.2% |
5% |
False |
True |
21,291 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,767.5 |
2.618 |
6,481.0 |
1.618 |
6,305.5 |
1.000 |
6,197.0 |
0.618 |
6,130.0 |
HIGH |
6,021.5 |
0.618 |
5,954.5 |
0.500 |
5,934.0 |
0.382 |
5,913.0 |
LOW |
5,846.0 |
0.618 |
5,737.5 |
1.000 |
5,670.5 |
1.618 |
5,562.0 |
2.618 |
5,386.5 |
4.250 |
5,100.0 |
|
|
Fisher Pivots for day following 18-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
5,934.0 |
5,935.0 |
PP |
5,921.0 |
5,922.0 |
S1 |
5,908.0 |
5,908.5 |
|