Trading Metrics calculated at close of trading on 03-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2008 |
03-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
13,334 |
13,148 |
-186 |
-1.4% |
13,540 |
High |
13,376 |
13,194 |
-182 |
-1.4% |
13,654 |
Low |
13,050 |
13,078 |
28 |
0.2% |
13,370 |
Close |
13,136 |
13,143 |
7 |
0.1% |
13,427 |
Range |
326 |
116 |
-210 |
-64.4% |
284 |
ATR |
199 |
193 |
-6 |
-3.0% |
0 |
Volume |
52,819 |
166,143 |
113,324 |
214.6% |
264,641 |
|
Daily Pivots for day following 03-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,486 |
13,431 |
13,207 |
|
R3 |
13,370 |
13,315 |
13,175 |
|
R2 |
13,254 |
13,254 |
13,164 |
|
R1 |
13,199 |
13,199 |
13,154 |
13,169 |
PP |
13,138 |
13,138 |
13,138 |
13,123 |
S1 |
13,083 |
13,083 |
13,132 |
13,053 |
S2 |
13,022 |
13,022 |
13,122 |
|
S3 |
12,906 |
12,967 |
13,111 |
|
S4 |
12,790 |
12,851 |
13,079 |
|
|
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% |
200 |
1.5% |
15% |
False |
False |
89,240 |
10 |
13,654 |
13,050 |
604 |
4.6% |
171 |
1.3% |
15% |
False |
False |
105,987 |
20 |
13,879 |
13,050 |
829 |
6.3% |
203 |
1.5% |
11% |
False |
False |
75,236 |
40 |
13,879 |
12,815 |
1,064 |
8.1% |
206 |
1.6% |
31% |
False |
False |
37,725 |
60 |
14,369 |
12,815 |
1,554 |
11.8% |
187 |
1.4% |
21% |
False |
False |
25,164 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,687 |
2.618 |
13,498 |
1.618 |
13,382 |
1.000 |
13,310 |
0.618 |
13,266 |
HIGH |
13,194 |
0.618 |
13,150 |
0.500 |
13,136 |
0.382 |
13,122 |
LOW |
13,078 |
0.618 |
13,006 |
1.000 |
12,962 |
1.618 |
12,890 |
2.618 |
12,774 |
4.250 |
12,585 |
|
|
Fisher Pivots for day following 03-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
13,141 |
13,252 |
PP |
13,138 |
13,216 |
S1 |
13,136 |
13,179 |
|