Trading Metrics calculated at close of trading on 28-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2008 |
28-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
5,986.0 |
5,817.5 |
-168.5 |
-2.8% |
5,775.0 |
High |
5,986.0 |
5,825.0 |
-161.0 |
-2.7% |
5,986.0 |
Low |
5,827.0 |
5,683.0 |
-144.0 |
-2.5% |
5,301.5 |
Close |
5,835.0 |
5,755.0 |
-80.0 |
-1.4% |
5,835.0 |
Range |
159.0 |
142.0 |
-17.0 |
-10.7% |
684.5 |
ATR |
180.3 |
178.2 |
-2.0 |
-1.1% |
0.0 |
Volume |
226,690 |
151,354 |
-75,336 |
-33.2% |
1,293,861 |
|
Daily Pivots for day following 28-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,180.5 |
6,109.5 |
5,833.0 |
|
R3 |
6,038.5 |
5,967.5 |
5,794.0 |
|
R2 |
5,896.5 |
5,896.5 |
5,781.0 |
|
R1 |
5,825.5 |
5,825.5 |
5,768.0 |
5,790.0 |
PP |
5,754.5 |
5,754.5 |
5,754.5 |
5,736.5 |
S1 |
5,683.5 |
5,683.5 |
5,742.0 |
5,648.0 |
S2 |
5,612.5 |
5,612.5 |
5,729.0 |
|
S3 |
5,470.5 |
5,541.5 |
5,716.0 |
|
S4 |
5,328.5 |
5,399.5 |
5,677.0 |
|
|
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 |
11.9% |
259.5 |
4.5% |
66% |
False |
False |
247,119 |
10 |
6,200.0 |
5,301.5 |
898.5 |
15.6% |
223.0 |
3.9% |
50% |
False |
False |
208,740 |
20 |
6,547.0 |
5,301.5 |
1,245.5 |
21.6% |
162.5 |
2.8% |
36% |
False |
False |
156,318 |
40 |
6,640.0 |
5,301.5 |
1,338.5 |
23.3% |
126.5 |
2.2% |
34% |
False |
False |
99,676 |
60 |
6,775.5 |
5,301.5 |
1,474.0 |
25.6% |
121.0 |
2.1% |
31% |
False |
False |
66,590 |
80 |
6,821.5 |
5,301.5 |
1,520.0 |
26.4% |
106.0 |
1.8% |
30% |
False |
False |
49,970 |
100 |
6,821.5 |
5,301.5 |
1,520.0 |
26.4% |
91.0 |
1.6% |
30% |
False |
False |
39,987 |
120 |
6,821.5 |
5,301.5 |
1,520.0 |
26.4% |
81.5 |
1.4% |
30% |
False |
False |
33,334 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,428.5 |
2.618 |
6,197.0 |
1.618 |
6,055.0 |
1.000 |
5,967.0 |
0.618 |
5,913.0 |
HIGH |
5,825.0 |
0.618 |
5,771.0 |
0.500 |
5,754.0 |
0.382 |
5,737.0 |
LOW |
5,683.0 |
0.618 |
5,595.0 |
1.000 |
5,541.0 |
1.618 |
5,453.0 |
2.618 |
5,311.0 |
4.250 |
5,079.5 |
|
|
Fisher Pivots for day following 28-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
5,754.5 |
5,834.5 |
PP |
5,754.5 |
5,808.0 |
S1 |
5,754.0 |
5,781.5 |
|