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 |
1,812.50 |
1,807.00 |
-5.50 |
-0.3% |
1,851.50 |
High |
1,850.00 |
1,860.50 |
10.50 |
0.6% |
1,873.50 |
Low |
1,796.25 |
1,783.50 |
-12.75 |
-0.7% |
1,698.25 |
Close |
1,811.50 |
1,847.75 |
36.25 |
2.0% |
1,793.50 |
Range |
53.75 |
77.00 |
23.25 |
43.3% |
175.25 |
ATR |
56.69 |
58.14 |
1.45 |
2.6% |
0.00 |
Volume |
329,069 |
531,765 |
202,696 |
61.6% |
2,790,037 |
|
Daily Pivots for day following 31-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,061.50 |
2,031.75 |
1,890.00 |
|
R3 |
1,984.50 |
1,954.75 |
1,869.00 |
|
R2 |
1,907.50 |
1,907.50 |
1,861.75 |
|
R1 |
1,877.75 |
1,877.75 |
1,854.75 |
1,892.50 |
PP |
1,830.50 |
1,830.50 |
1,830.50 |
1,838.00 |
S1 |
1,800.75 |
1,800.75 |
1,840.75 |
1,815.50 |
S2 |
1,753.50 |
1,753.50 |
1,833.75 |
|
S3 |
1,676.50 |
1,723.75 |
1,826.50 |
|
S4 |
1,599.50 |
1,646.75 |
1,805.50 |
|
|
Weekly Pivots for week ending 25-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,314.25 |
2,229.00 |
1,890.00 |
|
R3 |
2,139.00 |
2,053.75 |
1,841.75 |
|
R2 |
1,963.75 |
1,963.75 |
1,825.75 |
|
R1 |
1,878.50 |
1,878.50 |
1,809.50 |
1,833.50 |
PP |
1,788.50 |
1,788.50 |
1,788.50 |
1,766.00 |
S1 |
1,703.25 |
1,703.25 |
1,777.50 |
1,658.25 |
S2 |
1,613.25 |
1,613.25 |
1,761.25 |
|
S3 |
1,438.00 |
1,528.00 |
1,745.25 |
|
S4 |
1,262.75 |
1,352.75 |
1,697.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,873.50 |
1,761.50 |
112.00 |
6.1% |
58.75 |
3.2% |
77% |
False |
False |
457,087 |
10 |
1,905.00 |
1,698.25 |
206.75 |
11.2% |
66.50 |
3.6% |
72% |
False |
False |
592,237 |
20 |
2,082.75 |
1,698.25 |
384.50 |
20.8% |
63.25 |
3.4% |
39% |
False |
False |
550,786 |
40 |
2,174.00 |
1,698.25 |
475.75 |
25.7% |
50.50 |
2.7% |
31% |
False |
False |
358,757 |
60 |
2,258.25 |
1,698.25 |
560.00 |
30.3% |
51.25 |
2.8% |
27% |
False |
False |
239,351 |
80 |
2,276.25 |
1,698.25 |
578.00 |
31.3% |
48.25 |
2.6% |
26% |
False |
False |
179,527 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,187.75 |
2.618 |
2,062.00 |
1.618 |
1,985.00 |
1.000 |
1,937.50 |
0.618 |
1,908.00 |
HIGH |
1,860.50 |
0.618 |
1,831.00 |
0.500 |
1,822.00 |
0.382 |
1,813.00 |
LOW |
1,783.50 |
0.618 |
1,736.00 |
1.000 |
1,706.50 |
1.618 |
1,659.00 |
2.618 |
1,582.00 |
4.250 |
1,456.25 |
|
|
Fisher Pivots for day following 31-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
1,839.25 |
1,839.25 |
PP |
1,830.50 |
1,830.50 |
S1 |
1,822.00 |
1,822.00 |
|