Trading Metrics calculated at close of trading on 04-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2008 |
04-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
13,148 |
13,137 |
-11 |
-0.1% |
13,423 |
High |
13,194 |
13,181 |
-13 |
-0.1% |
13,454 |
Low |
13,078 |
12,842 |
-236 |
-1.8% |
12,842 |
Close |
13,143 |
12,887 |
-256 |
-1.9% |
12,887 |
Range |
116 |
339 |
223 |
192.2% |
612 |
ATR |
193 |
203 |
10 |
5.4% |
0 |
Volume |
166,143 |
126,546 |
-39,597 |
-23.8% |
431,420 |
|
Daily Pivots for day following 04-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,987 |
13,776 |
13,074 |
|
R3 |
13,648 |
13,437 |
12,980 |
|
R2 |
13,309 |
13,309 |
12,949 |
|
R1 |
13,098 |
13,098 |
12,918 |
13,034 |
PP |
12,970 |
12,970 |
12,970 |
12,938 |
S1 |
12,759 |
12,759 |
12,856 |
12,695 |
S2 |
12,631 |
12,631 |
12,825 |
|
S3 |
12,292 |
12,420 |
12,794 |
|
S4 |
11,953 |
12,081 |
12,701 |
|
|
Weekly Pivots for week ending 04-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,897 |
14,504 |
13,224 |
|
R3 |
14,285 |
13,892 |
13,055 |
|
R2 |
13,673 |
13,673 |
12,999 |
|
R1 |
13,280 |
13,280 |
12,943 |
13,171 |
PP |
13,061 |
13,061 |
13,061 |
13,006 |
S1 |
12,668 |
12,668 |
12,831 |
12,559 |
S2 |
12,449 |
12,449 |
12,775 |
|
S3 |
11,837 |
12,056 |
12,719 |
|
S4 |
11,225 |
11,444 |
12,551 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,547 |
12,842 |
705 |
5.5% |
222 |
1.7% |
6% |
False |
True |
107,338 |
10 |
13,654 |
12,842 |
812 |
6.3% |
189 |
1.5% |
6% |
False |
True |
99,265 |
20 |
13,879 |
12,842 |
1,037 |
8.0% |
209 |
1.6% |
4% |
False |
True |
81,539 |
40 |
13,879 |
12,815 |
1,064 |
8.3% |
207 |
1.6% |
7% |
False |
False |
40,888 |
60 |
14,369 |
12,815 |
1,554 |
12.1% |
192 |
1.5% |
5% |
False |
False |
27,273 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,622 |
2.618 |
14,069 |
1.618 |
13,730 |
1.000 |
13,520 |
0.618 |
13,391 |
HIGH |
13,181 |
0.618 |
13,052 |
0.500 |
13,012 |
0.382 |
12,972 |
LOW |
12,842 |
0.618 |
12,633 |
1.000 |
12,503 |
1.618 |
12,294 |
2.618 |
11,955 |
4.250 |
11,401 |
|
|
Fisher Pivots for day following 04-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
13,012 |
13,109 |
PP |
12,970 |
13,035 |
S1 |
12,929 |
12,961 |
|