Trading Metrics calculated at close of trading on 25-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2008 |
25-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
5,785.0 |
5,986.0 |
201.0 |
3.5% |
5,775.0 |
High |
5,883.5 |
5,986.0 |
102.5 |
1.7% |
5,986.0 |
Low |
5,718.5 |
5,827.0 |
108.5 |
1.9% |
5,301.5 |
Close |
5,871.0 |
5,835.0 |
-36.0 |
-0.6% |
5,835.0 |
Range |
165.0 |
159.0 |
-6.0 |
-3.6% |
684.5 |
ATR |
181.9 |
180.3 |
-1.6 |
-0.9% |
0.0 |
Volume |
268,114 |
226,690 |
-41,424 |
-15.5% |
1,293,861 |
|
Daily Pivots for day following 25-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,359.5 |
6,256.5 |
5,922.5 |
|
R3 |
6,200.5 |
6,097.5 |
5,878.5 |
|
R2 |
6,041.5 |
6,041.5 |
5,864.0 |
|
R1 |
5,938.5 |
5,938.5 |
5,849.5 |
5,910.5 |
PP |
5,882.5 |
5,882.5 |
5,882.5 |
5,869.0 |
S1 |
5,779.5 |
5,779.5 |
5,820.5 |
5,751.5 |
S2 |
5,723.5 |
5,723.5 |
5,806.0 |
|
S3 |
5,564.5 |
5,620.5 |
5,791.5 |
|
S4 |
5,405.5 |
5,461.5 |
5,747.5 |
|
|
Weekly Pivots for week ending 25-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,761.0 |
7,482.5 |
6,211.5 |
|
R3 |
7,076.5 |
6,798.0 |
6,023.0 |
|
R2 |
6,392.0 |
6,392.0 |
5,960.5 |
|
R1 |
6,113.5 |
6,113.5 |
5,897.5 |
6,253.0 |
PP |
5,707.5 |
5,707.5 |
5,707.5 |
5,777.0 |
S1 |
5,429.0 |
5,429.0 |
5,772.5 |
5,568.0 |
S2 |
5,023.0 |
5,023.0 |
5,709.5 |
|
S3 |
4,338.5 |
4,744.5 |
5,647.0 |
|
S4 |
3,654.0 |
4,060.0 |
5,458.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,986.0 |
5,301.5 |
684.5 |
11.7% |
283.5 |
4.9% |
78% |
True |
False |
258,772 |
10 |
6,246.0 |
5,301.5 |
944.5 |
16.2% |
217.0 |
3.7% |
56% |
False |
False |
206,944 |
20 |
6,547.0 |
5,301.5 |
1,245.5 |
21.3% |
159.0 |
2.7% |
43% |
False |
False |
150,671 |
40 |
6,640.0 |
5,301.5 |
1,338.5 |
22.9% |
126.5 |
2.2% |
40% |
False |
False |
95,897 |
60 |
6,776.0 |
5,301.5 |
1,474.5 |
25.3% |
119.5 |
2.0% |
36% |
False |
False |
64,068 |
80 |
6,821.5 |
5,301.5 |
1,520.0 |
26.0% |
104.5 |
1.8% |
35% |
False |
False |
48,078 |
100 |
6,821.5 |
5,301.5 |
1,520.0 |
26.0% |
89.5 |
1.5% |
35% |
False |
False |
38,474 |
120 |
6,821.5 |
5,301.5 |
1,520.0 |
26.0% |
80.5 |
1.4% |
35% |
False |
False |
32,073 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,662.0 |
2.618 |
6,402.5 |
1.618 |
6,243.5 |
1.000 |
6,145.0 |
0.618 |
6,084.5 |
HIGH |
5,986.0 |
0.618 |
5,925.5 |
0.500 |
5,906.5 |
0.382 |
5,887.5 |
LOW |
5,827.0 |
0.618 |
5,728.5 |
1.000 |
5,668.0 |
1.618 |
5,569.5 |
2.618 |
5,410.5 |
4.250 |
5,151.0 |
|
|
Fisher Pivots for day following 25-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
5,906.5 |
5,803.5 |
PP |
5,882.5 |
5,772.0 |
S1 |
5,859.0 |
5,740.5 |
|