Trading Metrics calculated at close of trading on 23-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2008 |
23-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
5,387.5 |
5,794.0 |
406.5 |
7.5% |
6,166.0 |
High |
5,783.0 |
5,844.0 |
61.0 |
1.1% |
6,246.0 |
Low |
5,301.5 |
5,495.0 |
193.5 |
3.6% |
5,846.0 |
Close |
5,734.5 |
5,621.0 |
-113.5 |
-2.0% |
5,895.0 |
Range |
481.5 |
349.0 |
-132.5 |
-27.5% |
400.0 |
ATR |
162.4 |
175.7 |
13.3 |
8.2% |
0.0 |
Volume |
252,086 |
337,353 |
85,267 |
33.8% |
775,588 |
|
Daily Pivots for day following 23-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,700.5 |
6,509.5 |
5,813.0 |
|
R3 |
6,351.5 |
6,160.5 |
5,717.0 |
|
R2 |
6,002.5 |
6,002.5 |
5,685.0 |
|
R1 |
5,811.5 |
5,811.5 |
5,653.0 |
5,732.5 |
PP |
5,653.5 |
5,653.5 |
5,653.5 |
5,614.0 |
S1 |
5,462.5 |
5,462.5 |
5,589.0 |
5,383.5 |
S2 |
5,304.5 |
5,304.5 |
5,557.0 |
|
S3 |
4,955.5 |
5,113.5 |
5,525.0 |
|
S4 |
4,606.5 |
4,764.5 |
5,429.0 |
|
|
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 |
6,021.5 |
5,301.5 |
720.0 |
12.8% |
286.5 |
5.1% |
44% |
False |
False |
237,324 |
10 |
6,314.5 |
5,301.5 |
1,013.0 |
18.0% |
206.5 |
3.7% |
32% |
False |
False |
185,206 |
20 |
6,547.0 |
5,301.5 |
1,245.5 |
22.2% |
146.5 |
2.6% |
26% |
False |
False |
131,117 |
40 |
6,640.0 |
5,301.5 |
1,338.5 |
23.8% |
124.5 |
2.2% |
24% |
False |
False |
83,588 |
60 |
6,776.0 |
5,301.5 |
1,474.5 |
26.2% |
115.0 |
2.0% |
22% |
False |
False |
55,822 |
80 |
6,821.5 |
5,301.5 |
1,520.0 |
27.0% |
102.0 |
1.8% |
21% |
False |
False |
41,895 |
100 |
6,821.5 |
5,301.5 |
1,520.0 |
27.0% |
86.5 |
1.5% |
21% |
False |
False |
33,536 |
120 |
6,821.5 |
5,301.5 |
1,520.0 |
27.0% |
77.5 |
1.4% |
21% |
False |
False |
27,950 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,327.0 |
2.618 |
6,757.5 |
1.618 |
6,408.5 |
1.000 |
6,193.0 |
0.618 |
6,059.5 |
HIGH |
5,844.0 |
0.618 |
5,710.5 |
0.500 |
5,669.5 |
0.382 |
5,628.5 |
LOW |
5,495.0 |
0.618 |
5,279.5 |
1.000 |
5,146.0 |
1.618 |
4,930.5 |
2.618 |
4,581.5 |
4.250 |
4,012.0 |
|
|
Fisher Pivots for day following 23-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
5,669.5 |
5,605.0 |
PP |
5,653.5 |
5,589.0 |
S1 |
5,637.0 |
5,573.0 |
|