Trading Metrics calculated at close of trading on 10-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2008 |
10-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
12,642 |
12,775 |
133 |
1.1% |
13,423 |
High |
12,794 |
12,984 |
190 |
1.5% |
13,454 |
Low |
12,550 |
12,677 |
127 |
1.0% |
12,842 |
Close |
12,745 |
12,844 |
99 |
0.8% |
12,887 |
Range |
244 |
307 |
63 |
25.8% |
612 |
ATR |
214 |
220 |
7 |
3.1% |
0 |
Volume |
243,424 |
260,540 |
17,116 |
7.0% |
431,420 |
|
Daily Pivots for day following 10-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,756 |
13,607 |
13,013 |
|
R3 |
13,449 |
13,300 |
12,929 |
|
R2 |
13,142 |
13,142 |
12,900 |
|
R1 |
12,993 |
12,993 |
12,872 |
13,068 |
PP |
12,835 |
12,835 |
12,835 |
12,872 |
S1 |
12,686 |
12,686 |
12,816 |
12,761 |
S2 |
12,528 |
12,528 |
12,788 |
|
S3 |
12,221 |
12,379 |
12,760 |
|
S4 |
11,914 |
12,072 |
12,675 |
|
|
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 |
13,181 |
12,550 |
631 |
4.9% |
282 |
2.2% |
47% |
False |
False |
203,702 |
10 |
13,652 |
12,550 |
1,102 |
8.6% |
241 |
1.9% |
27% |
False |
False |
146,471 |
20 |
13,850 |
12,550 |
1,300 |
10.1% |
217 |
1.7% |
23% |
False |
False |
125,852 |
40 |
13,879 |
12,550 |
1,329 |
10.3% |
208 |
1.6% |
22% |
False |
False |
63,179 |
60 |
14,178 |
12,550 |
1,628 |
12.7% |
201 |
1.6% |
18% |
False |
False |
42,138 |
80 |
14,369 |
12,550 |
1,819 |
14.2% |
165 |
1.3% |
16% |
False |
False |
31,606 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,289 |
2.618 |
13,788 |
1.618 |
13,481 |
1.000 |
13,291 |
0.618 |
13,174 |
HIGH |
12,984 |
0.618 |
12,867 |
0.500 |
12,831 |
0.382 |
12,794 |
LOW |
12,677 |
0.618 |
12,487 |
1.000 |
12,370 |
1.618 |
12,180 |
2.618 |
11,873 |
4.250 |
11,372 |
|
|
Fisher Pivots for day following 10-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
12,840 |
12,818 |
PP |
12,835 |
12,793 |
S1 |
12,831 |
12,767 |
|