Trading Metrics calculated at close of trading on 30-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2008 |
30-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
5,814.0 |
5,834.0 |
20.0 |
0.3% |
5,775.0 |
High |
5,877.0 |
5,851.5 |
-25.5 |
-0.4% |
5,986.0 |
Low |
5,780.5 |
5,787.5 |
7.0 |
0.1% |
5,301.5 |
Close |
5,850.5 |
5,817.5 |
-33.0 |
-0.6% |
5,835.0 |
Range |
96.5 |
64.0 |
-32.5 |
-33.7% |
684.5 |
ATR |
174.2 |
166.4 |
-7.9 |
-4.5% |
0.0 |
Volume |
139,510 |
119,335 |
-20,175 |
-14.5% |
1,293,861 |
|
Daily Pivots for day following 30-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,011.0 |
5,978.0 |
5,852.5 |
|
R3 |
5,947.0 |
5,914.0 |
5,835.0 |
|
R2 |
5,883.0 |
5,883.0 |
5,829.0 |
|
R1 |
5,850.0 |
5,850.0 |
5,823.5 |
5,834.5 |
PP |
5,819.0 |
5,819.0 |
5,819.0 |
5,811.0 |
S1 |
5,786.0 |
5,786.0 |
5,811.5 |
5,770.5 |
S2 |
5,755.0 |
5,755.0 |
5,806.0 |
|
S3 |
5,691.0 |
5,722.0 |
5,800.0 |
|
S4 |
5,627.0 |
5,658.0 |
5,782.5 |
|
|
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 |
5,683.0 |
303.0 |
5.2% |
125.5 |
2.2% |
44% |
False |
False |
181,000 |
10 |
6,021.5 |
5,301.5 |
720.0 |
12.4% |
206.0 |
3.5% |
72% |
False |
False |
209,162 |
20 |
6,547.0 |
5,301.5 |
1,245.5 |
21.4% |
162.5 |
2.8% |
41% |
False |
False |
166,240 |
40 |
6,640.0 |
5,301.5 |
1,338.5 |
23.0% |
125.5 |
2.2% |
39% |
False |
False |
106,079 |
60 |
6,640.0 |
5,301.5 |
1,338.5 |
23.0% |
120.0 |
2.1% |
39% |
False |
False |
70,902 |
80 |
6,821.5 |
5,301.5 |
1,520.0 |
26.1% |
106.5 |
1.8% |
34% |
False |
False |
53,202 |
100 |
6,821.5 |
5,301.5 |
1,520.0 |
26.1% |
92.0 |
1.6% |
34% |
False |
False |
42,575 |
120 |
6,821.5 |
5,301.5 |
1,520.0 |
26.1% |
82.5 |
1.4% |
34% |
False |
False |
35,491 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,123.5 |
2.618 |
6,019.0 |
1.618 |
5,955.0 |
1.000 |
5,915.5 |
0.618 |
5,891.0 |
HIGH |
5,851.5 |
0.618 |
5,827.0 |
0.500 |
5,819.5 |
0.382 |
5,812.0 |
LOW |
5,787.5 |
0.618 |
5,748.0 |
1.000 |
5,723.5 |
1.618 |
5,684.0 |
2.618 |
5,620.0 |
4.250 |
5,515.5 |
|
|
Fisher Pivots for day following 30-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
5,819.5 |
5,805.0 |
PP |
5,819.0 |
5,792.5 |
S1 |
5,818.0 |
5,780.0 |
|