Trading Metrics calculated at close of trading on 22-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2008 |
22-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
5,775.0 |
5,387.5 |
-387.5 |
-6.7% |
6,166.0 |
High |
5,808.5 |
5,783.0 |
-25.5 |
-0.4% |
6,246.0 |
Low |
5,544.5 |
5,301.5 |
-243.0 |
-4.4% |
5,846.0 |
Close |
5,607.5 |
5,734.5 |
127.0 |
2.3% |
5,895.0 |
Range |
264.0 |
481.5 |
217.5 |
82.4% |
400.0 |
ATR |
137.8 |
162.4 |
24.5 |
17.8% |
0.0 |
Volume |
209,618 |
252,086 |
42,468 |
20.3% |
775,588 |
|
Daily Pivots for day following 22-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,051.0 |
6,874.0 |
5,999.5 |
|
R3 |
6,569.5 |
6,392.5 |
5,867.0 |
|
R2 |
6,088.0 |
6,088.0 |
5,823.0 |
|
R1 |
5,911.0 |
5,911.0 |
5,778.5 |
5,999.5 |
PP |
5,606.5 |
5,606.5 |
5,606.5 |
5,650.5 |
S1 |
5,429.5 |
5,429.5 |
5,690.5 |
5,518.0 |
S2 |
5,125.0 |
5,125.0 |
5,646.0 |
|
S3 |
4,643.5 |
4,948.0 |
5,602.0 |
|
S4 |
4,162.0 |
4,466.5 |
5,469.5 |
|
|
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 |
6,024.5 |
5,301.5 |
723.0 |
12.6% |
242.5 |
4.2% |
60% |
False |
True |
202,838 |
10 |
6,314.5 |
5,301.5 |
1,013.0 |
17.7% |
178.5 |
3.1% |
43% |
False |
True |
162,072 |
20 |
6,547.0 |
5,301.5 |
1,245.5 |
21.7% |
132.0 |
2.3% |
35% |
False |
True |
118,218 |
40 |
6,640.0 |
5,301.5 |
1,338.5 |
23.3% |
117.5 |
2.0% |
32% |
False |
True |
75,182 |
60 |
6,776.0 |
5,301.5 |
1,474.5 |
25.7% |
110.5 |
1.9% |
29% |
False |
True |
50,201 |
80 |
6,821.5 |
5,301.5 |
1,520.0 |
26.5% |
98.5 |
1.7% |
28% |
False |
True |
37,679 |
100 |
6,821.5 |
5,301.5 |
1,520.0 |
26.5% |
83.5 |
1.5% |
28% |
False |
True |
30,163 |
120 |
6,821.5 |
5,301.5 |
1,520.0 |
26.5% |
74.5 |
1.3% |
28% |
False |
True |
25,138 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,829.5 |
2.618 |
7,043.5 |
1.618 |
6,562.0 |
1.000 |
6,264.5 |
0.618 |
6,080.5 |
HIGH |
5,783.0 |
0.618 |
5,599.0 |
0.500 |
5,542.0 |
0.382 |
5,485.5 |
LOW |
5,301.5 |
0.618 |
5,004.0 |
1.000 |
4,820.0 |
1.618 |
4,522.5 |
2.618 |
4,041.0 |
4.250 |
3,255.0 |
|
|
Fisher Pivots for day following 22-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
5,670.5 |
5,710.0 |
PP |
5,606.5 |
5,686.0 |
S1 |
5,542.0 |
5,661.5 |
|