Trading Metrics calculated at close of trading on 02-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2007 |
02-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
13,423 |
13,334 |
-89 |
-0.7% |
13,540 |
High |
13,454 |
13,376 |
-78 |
-0.6% |
13,654 |
Low |
13,301 |
13,050 |
-251 |
-1.9% |
13,370 |
Close |
13,328 |
13,136 |
-192 |
-1.4% |
13,427 |
Range |
153 |
326 |
173 |
113.1% |
284 |
ATR |
189 |
199 |
10 |
5.2% |
0 |
Volume |
85,912 |
52,819 |
-33,093 |
-38.5% |
264,641 |
|
Daily Pivots for day following 02-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,165 |
13,977 |
13,315 |
|
R3 |
13,839 |
13,651 |
13,226 |
|
R2 |
13,513 |
13,513 |
13,196 |
|
R1 |
13,325 |
13,325 |
13,166 |
13,256 |
PP |
13,187 |
13,187 |
13,187 |
13,153 |
S1 |
12,999 |
12,999 |
13,106 |
12,930 |
S2 |
12,861 |
12,861 |
13,076 |
|
S3 |
12,535 |
12,673 |
13,046 |
|
S4 |
12,209 |
12,347 |
12,957 |
|
|
Weekly Pivots for week ending 28-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,336 |
14,165 |
13,583 |
|
R3 |
14,052 |
13,881 |
13,505 |
|
R2 |
13,768 |
13,768 |
13,479 |
|
R1 |
13,597 |
13,597 |
13,453 |
13,541 |
PP |
13,484 |
13,484 |
13,484 |
13,455 |
S1 |
13,313 |
13,313 |
13,401 |
13,257 |
S2 |
13,200 |
13,200 |
13,375 |
|
S3 |
12,916 |
13,029 |
13,349 |
|
S4 |
12,632 |
12,745 |
13,271 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,652 |
13,050 |
602 |
4.6% |
191 |
1.5% |
14% |
False |
True |
61,239 |
10 |
13,654 |
13,050 |
604 |
4.6% |
179 |
1.4% |
14% |
False |
True |
106,082 |
20 |
13,879 |
13,050 |
829 |
6.3% |
201 |
1.5% |
10% |
False |
True |
66,953 |
40 |
13,879 |
12,815 |
1,064 |
8.1% |
206 |
1.6% |
30% |
False |
False |
33,574 |
60 |
14,369 |
12,815 |
1,554 |
11.8% |
186 |
1.4% |
21% |
False |
False |
22,395 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,762 |
2.618 |
14,230 |
1.618 |
13,904 |
1.000 |
13,702 |
0.618 |
13,578 |
HIGH |
13,376 |
0.618 |
13,252 |
0.500 |
13,213 |
0.382 |
13,175 |
LOW |
13,050 |
0.618 |
12,849 |
1.000 |
12,724 |
1.618 |
12,523 |
2.618 |
12,197 |
4.250 |
11,665 |
|
|
Fisher Pivots for day following 02-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
13,213 |
13,299 |
PP |
13,187 |
13,244 |
S1 |
13,162 |
13,190 |
|