Trading Metrics calculated at close of trading on 09-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2008 |
09-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
12,870 |
12,642 |
-228 |
-1.8% |
13,423 |
High |
12,958 |
12,794 |
-164 |
-1.3% |
13,454 |
Low |
12,615 |
12,550 |
-65 |
-0.5% |
12,842 |
Close |
12,651 |
12,745 |
94 |
0.7% |
12,887 |
Range |
343 |
244 |
-99 |
-28.9% |
612 |
ATR |
211 |
214 |
2 |
1.1% |
0 |
Volume |
205,987 |
243,424 |
37,437 |
18.2% |
431,420 |
|
Daily Pivots for day following 09-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,428 |
13,331 |
12,879 |
|
R3 |
13,184 |
13,087 |
12,812 |
|
R2 |
12,940 |
12,940 |
12,790 |
|
R1 |
12,843 |
12,843 |
12,767 |
12,892 |
PP |
12,696 |
12,696 |
12,696 |
12,721 |
S1 |
12,599 |
12,599 |
12,723 |
12,648 |
S2 |
12,452 |
12,452 |
12,700 |
|
S3 |
12,208 |
12,355 |
12,678 |
|
S4 |
11,964 |
12,111 |
12,611 |
|
|
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 |
13,194 |
12,550 |
644 |
5.1% |
243 |
1.9% |
30% |
False |
True |
184,823 |
10 |
13,652 |
12,550 |
1,102 |
8.6% |
217 |
1.7% |
18% |
False |
True |
123,031 |
20 |
13,879 |
12,550 |
1,329 |
10.4% |
220 |
1.7% |
15% |
False |
True |
112,921 |
40 |
13,879 |
12,550 |
1,329 |
10.4% |
208 |
1.6% |
15% |
False |
True |
56,666 |
60 |
14,178 |
12,550 |
1,628 |
12.8% |
196 |
1.5% |
12% |
False |
True |
37,796 |
80 |
14,369 |
12,550 |
1,819 |
14.3% |
161 |
1.3% |
11% |
False |
True |
28,350 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,831 |
2.618 |
13,433 |
1.618 |
13,189 |
1.000 |
13,038 |
0.618 |
12,945 |
HIGH |
12,794 |
0.618 |
12,701 |
0.500 |
12,672 |
0.382 |
12,643 |
LOW |
12,550 |
0.618 |
12,399 |
1.000 |
12,306 |
1.618 |
12,155 |
2.618 |
11,911 |
4.250 |
11,513 |
|
|
Fisher Pivots for day following 09-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
12,721 |
12,754 |
PP |
12,696 |
12,751 |
S1 |
12,672 |
12,748 |
|