Trading Metrics calculated at close of trading on 17-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2008 |
17-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
12,520 |
12,486 |
-34 |
-0.3% |
12,888 |
High |
12,643 |
12,585 |
-58 |
-0.5% |
12,984 |
Low |
12,419 |
12,154 |
-265 |
-2.1% |
12,550 |
Close |
12,490 |
12,216 |
-274 |
-2.2% |
12,661 |
Range |
224 |
431 |
207 |
92.4% |
434 |
ATR |
228 |
243 |
14 |
6.3% |
0 |
Volume |
0 |
261,343 |
261,343 |
|
1,163,626 |
|
Daily Pivots for day following 17-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,611 |
13,345 |
12,453 |
|
R3 |
13,180 |
12,914 |
12,335 |
|
R2 |
12,749 |
12,749 |
12,295 |
|
R1 |
12,483 |
12,483 |
12,256 |
12,401 |
PP |
12,318 |
12,318 |
12,318 |
12,277 |
S1 |
12,052 |
12,052 |
12,177 |
11,970 |
S2 |
11,887 |
11,887 |
12,137 |
|
S3 |
11,456 |
11,621 |
12,098 |
|
S4 |
11,025 |
11,190 |
11,979 |
|
|
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 |
12,839 |
12,154 |
685 |
5.6% |
286 |
2.3% |
9% |
False |
True |
149,531 |
10 |
13,181 |
12,154 |
1,027 |
8.4% |
284 |
2.3% |
6% |
False |
True |
176,617 |
20 |
13,654 |
12,154 |
1,500 |
12.3% |
228 |
1.9% |
4% |
False |
True |
141,302 |
40 |
13,879 |
12,154 |
1,725 |
14.1% |
219 |
1.8% |
4% |
False |
True |
81,861 |
60 |
14,042 |
12,154 |
1,888 |
15.5% |
212 |
1.7% |
3% |
False |
True |
54,597 |
80 |
14,369 |
12,154 |
2,215 |
18.1% |
180 |
1.5% |
3% |
False |
True |
40,952 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,417 |
2.618 |
13,713 |
1.618 |
13,282 |
1.000 |
13,016 |
0.618 |
12,851 |
HIGH |
12,585 |
0.618 |
12,420 |
0.500 |
12,370 |
0.382 |
12,319 |
LOW |
12,154 |
0.618 |
11,888 |
1.000 |
11,723 |
1.618 |
11,457 |
2.618 |
11,026 |
4.250 |
10,322 |
|
|
Fisher Pivots for day following 17-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
12,370 |
12,481 |
PP |
12,318 |
12,392 |
S1 |
12,267 |
12,304 |
|