Trading Metrics calculated at close of trading on 11-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2008 |
11-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
12,775 |
12,835 |
60 |
0.5% |
12,888 |
High |
12,984 |
12,839 |
-145 |
-1.1% |
12,984 |
Low |
12,677 |
12,590 |
-87 |
-0.7% |
12,550 |
Close |
12,844 |
12,661 |
-183 |
-1.4% |
12,661 |
Range |
307 |
249 |
-58 |
-18.9% |
434 |
ATR |
220 |
223 |
2 |
1.1% |
0 |
Volume |
260,540 |
271,660 |
11,120 |
4.3% |
1,163,626 |
|
Daily Pivots for day following 11-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,444 |
13,301 |
12,798 |
|
R3 |
13,195 |
13,052 |
12,730 |
|
R2 |
12,946 |
12,946 |
12,707 |
|
R1 |
12,803 |
12,803 |
12,684 |
12,750 |
PP |
12,697 |
12,697 |
12,697 |
12,670 |
S1 |
12,554 |
12,554 |
12,638 |
12,501 |
S2 |
12,448 |
12,448 |
12,615 |
|
S3 |
12,199 |
12,305 |
12,593 |
|
S4 |
11,950 |
12,056 |
12,524 |
|
|
Weekly Pivots for week ending 11-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,034 |
13,781 |
12,900 |
|
R3 |
13,600 |
13,347 |
12,780 |
|
R2 |
13,166 |
13,166 |
12,741 |
|
R1 |
12,913 |
12,913 |
12,701 |
12,823 |
PP |
12,732 |
12,732 |
12,732 |
12,686 |
S1 |
12,479 |
12,479 |
12,621 |
12,389 |
S2 |
12,298 |
12,298 |
12,582 |
|
S3 |
11,864 |
12,045 |
12,542 |
|
S4 |
11,430 |
11,611 |
12,422 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,984 |
12,550 |
434 |
3.4% |
264 |
2.1% |
26% |
False |
False |
232,725 |
10 |
13,547 |
12,550 |
997 |
7.9% |
243 |
1.9% |
11% |
False |
False |
170,032 |
20 |
13,654 |
12,550 |
1,104 |
8.7% |
208 |
1.6% |
10% |
False |
False |
139,227 |
40 |
13,879 |
12,550 |
1,329 |
10.5% |
210 |
1.7% |
8% |
False |
False |
69,969 |
60 |
14,048 |
12,550 |
1,498 |
11.8% |
202 |
1.6% |
7% |
False |
False |
46,665 |
80 |
14,369 |
12,550 |
1,819 |
14.4% |
168 |
1.3% |
6% |
False |
False |
35,002 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,897 |
2.618 |
13,491 |
1.618 |
13,242 |
1.000 |
13,088 |
0.618 |
12,993 |
HIGH |
12,839 |
0.618 |
12,744 |
0.500 |
12,715 |
0.382 |
12,685 |
LOW |
12,590 |
0.618 |
12,436 |
1.000 |
12,341 |
1.618 |
12,187 |
2.618 |
11,938 |
4.250 |
11,532 |
|
|
Fisher Pivots for day following 11-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
12,715 |
12,767 |
PP |
12,697 |
12,732 |
S1 |
12,679 |
12,696 |
|