Trading Metrics calculated at close of trading on 15-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2008 |
15-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
12,661 |
12,798 |
137 |
1.1% |
12,888 |
High |
12,834 |
12,807 |
-27 |
-0.2% |
12,984 |
Low |
12,590 |
12,524 |
-66 |
-0.5% |
12,550 |
Close |
12,798 |
12,564 |
-234 |
-1.8% |
12,661 |
Range |
244 |
283 |
39 |
16.0% |
434 |
ATR |
224 |
229 |
4 |
1.9% |
0 |
Volume |
214,656 |
0 |
-214,656 |
-100.0% |
1,163,626 |
|
Daily Pivots for day following 15-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,481 |
13,305 |
12,720 |
|
R3 |
13,198 |
13,022 |
12,642 |
|
R2 |
12,915 |
12,915 |
12,616 |
|
R1 |
12,739 |
12,739 |
12,590 |
12,686 |
PP |
12,632 |
12,632 |
12,632 |
12,605 |
S1 |
12,456 |
12,456 |
12,538 |
12,403 |
S2 |
12,349 |
12,349 |
12,512 |
|
S3 |
12,066 |
12,173 |
12,486 |
|
S4 |
11,783 |
11,890 |
12,408 |
|
|
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 |
12,524 |
460 |
3.7% |
266 |
2.1% |
9% |
False |
True |
198,056 |
10 |
13,376 |
12,524 |
852 |
6.8% |
263 |
2.1% |
5% |
False |
True |
172,379 |
20 |
13,654 |
12,524 |
1,130 |
9.0% |
214 |
1.7% |
4% |
False |
True |
143,350 |
40 |
13,879 |
12,524 |
1,355 |
10.8% |
215 |
1.7% |
3% |
False |
True |
75,332 |
60 |
14,042 |
12,524 |
1,518 |
12.1% |
205 |
1.6% |
3% |
False |
True |
50,243 |
80 |
14,369 |
12,524 |
1,845 |
14.7% |
174 |
1.4% |
2% |
False |
True |
37,685 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,010 |
2.618 |
13,548 |
1.618 |
13,265 |
1.000 |
13,090 |
0.618 |
12,982 |
HIGH |
12,807 |
0.618 |
12,699 |
0.500 |
12,666 |
0.382 |
12,632 |
LOW |
12,524 |
0.618 |
12,349 |
1.000 |
12,241 |
1.618 |
12,066 |
2.618 |
11,783 |
4.250 |
11,321 |
|
|
Fisher Pivots for day following 15-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
12,666 |
12,682 |
PP |
12,632 |
12,642 |
S1 |
12,598 |
12,603 |
|