Trading Metrics calculated at close of trading on 31-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2008 |
31-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
5,834.0 |
5,805.0 |
-29.0 |
-0.5% |
5,775.0 |
High |
5,851.5 |
5,893.5 |
42.0 |
0.7% |
5,986.0 |
Low |
5,787.5 |
5,663.5 |
-124.0 |
-2.1% |
5,301.5 |
Close |
5,817.5 |
5,874.0 |
56.5 |
1.0% |
5,835.0 |
Range |
64.0 |
230.0 |
166.0 |
259.4% |
684.5 |
ATR |
166.4 |
170.9 |
4.5 |
2.7% |
0.0 |
Volume |
119,335 |
87,988 |
-31,347 |
-26.3% |
1,293,861 |
|
Daily Pivots for day following 31-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,500.5 |
6,417.0 |
6,000.5 |
|
R3 |
6,270.5 |
6,187.0 |
5,937.0 |
|
R2 |
6,040.5 |
6,040.5 |
5,916.0 |
|
R1 |
5,957.0 |
5,957.0 |
5,895.0 |
5,999.0 |
PP |
5,810.5 |
5,810.5 |
5,810.5 |
5,831.0 |
S1 |
5,727.0 |
5,727.0 |
5,853.0 |
5,769.0 |
S2 |
5,580.5 |
5,580.5 |
5,832.0 |
|
S3 |
5,350.5 |
5,497.0 |
5,811.0 |
|
S4 |
5,120.5 |
5,267.0 |
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 |
5,663.5 |
322.5 |
5.5% |
138.5 |
2.4% |
65% |
False |
True |
144,975 |
10 |
6,021.5 |
5,301.5 |
720.0 |
12.3% |
212.5 |
3.6% |
80% |
False |
False |
197,980 |
20 |
6,547.0 |
5,301.5 |
1,245.5 |
21.2% |
168.5 |
2.9% |
46% |
False |
False |
166,494 |
40 |
6,640.0 |
5,301.5 |
1,338.5 |
22.8% |
130.0 |
2.2% |
43% |
False |
False |
108,272 |
60 |
6,640.0 |
5,301.5 |
1,338.5 |
22.8% |
122.5 |
2.1% |
43% |
False |
False |
72,362 |
80 |
6,821.5 |
5,301.5 |
1,520.0 |
25.9% |
109.0 |
1.9% |
38% |
False |
False |
54,301 |
100 |
6,821.5 |
5,301.5 |
1,520.0 |
25.9% |
94.0 |
1.6% |
38% |
False |
False |
43,455 |
120 |
6,821.5 |
5,301.5 |
1,520.0 |
25.9% |
84.5 |
1.4% |
38% |
False |
False |
36,225 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,871.0 |
2.618 |
6,495.5 |
1.618 |
6,265.5 |
1.000 |
6,123.5 |
0.618 |
6,035.5 |
HIGH |
5,893.5 |
0.618 |
5,805.5 |
0.500 |
5,778.5 |
0.382 |
5,751.5 |
LOW |
5,663.5 |
0.618 |
5,521.5 |
1.000 |
5,433.5 |
1.618 |
5,291.5 |
2.618 |
5,061.5 |
4.250 |
4,686.0 |
|
|
Fisher Pivots for day following 31-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
5,842.0 |
5,842.0 |
PP |
5,810.5 |
5,810.5 |
S1 |
5,778.5 |
5,778.5 |
|