Trading Metrics calculated at close of trading on 29-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2008 |
29-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
5,817.5 |
5,814.0 |
-3.5 |
-0.1% |
5,775.0 |
High |
5,825.0 |
5,877.0 |
52.0 |
0.9% |
5,986.0 |
Low |
5,683.0 |
5,780.5 |
97.5 |
1.7% |
5,301.5 |
Close |
5,755.0 |
5,850.5 |
95.5 |
1.7% |
5,835.0 |
Range |
142.0 |
96.5 |
-45.5 |
-32.0% |
684.5 |
ATR |
178.2 |
174.2 |
-4.0 |
-2.3% |
0.0 |
Volume |
151,354 |
139,510 |
-11,844 |
-7.8% |
1,293,861 |
|
Daily Pivots for day following 29-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,125.5 |
6,084.5 |
5,903.5 |
|
R3 |
6,029.0 |
5,988.0 |
5,877.0 |
|
R2 |
5,932.5 |
5,932.5 |
5,868.0 |
|
R1 |
5,891.5 |
5,891.5 |
5,859.5 |
5,912.0 |
PP |
5,836.0 |
5,836.0 |
5,836.0 |
5,846.0 |
S1 |
5,795.0 |
5,795.0 |
5,841.5 |
5,815.5 |
S2 |
5,739.5 |
5,739.5 |
5,833.0 |
|
S3 |
5,643.0 |
5,698.5 |
5,824.0 |
|
S4 |
5,546.5 |
5,602.0 |
5,797.5 |
|
|
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 |
5,495.0 |
491.0 |
8.4% |
182.5 |
3.1% |
72% |
False |
False |
224,604 |
10 |
6,024.5 |
5,301.5 |
723.0 |
12.4% |
212.5 |
3.6% |
76% |
False |
False |
213,721 |
20 |
6,547.0 |
5,301.5 |
1,245.5 |
21.3% |
165.5 |
2.8% |
44% |
False |
False |
161,186 |
40 |
6,640.0 |
5,301.5 |
1,338.5 |
22.9% |
126.5 |
2.2% |
41% |
False |
False |
103,149 |
60 |
6,640.0 |
5,301.5 |
1,338.5 |
22.9% |
120.0 |
2.0% |
41% |
False |
False |
68,914 |
80 |
6,821.5 |
5,301.5 |
1,520.0 |
26.0% |
106.5 |
1.8% |
36% |
False |
False |
51,712 |
100 |
6,821.5 |
5,301.5 |
1,520.0 |
26.0% |
91.5 |
1.6% |
36% |
False |
False |
41,382 |
120 |
6,821.5 |
5,301.5 |
1,520.0 |
26.0% |
82.0 |
1.4% |
36% |
False |
False |
34,497 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,287.0 |
2.618 |
6,129.5 |
1.618 |
6,033.0 |
1.000 |
5,973.5 |
0.618 |
5,936.5 |
HIGH |
5,877.0 |
0.618 |
5,840.0 |
0.500 |
5,829.0 |
0.382 |
5,817.5 |
LOW |
5,780.5 |
0.618 |
5,721.0 |
1.000 |
5,684.0 |
1.618 |
5,624.5 |
2.618 |
5,528.0 |
4.250 |
5,370.5 |
|
|
Fisher Pivots for day following 29-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
5,843.0 |
5,845.0 |
PP |
5,836.0 |
5,840.0 |
S1 |
5,829.0 |
5,834.5 |
|