Trading Metrics calculated at close of trading on 18-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2008 |
18-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
12,486 |
12,221 |
-265 |
-2.1% |
12,661 |
High |
12,585 |
12,384 |
-201 |
-1.6% |
12,834 |
Low |
12,154 |
12,051 |
-103 |
-0.8% |
12,051 |
Close |
12,216 |
12,106 |
-110 |
-0.9% |
12,106 |
Range |
431 |
333 |
-98 |
-22.7% |
783 |
ATR |
243 |
249 |
6 |
2.7% |
0 |
Volume |
261,343 |
538,894 |
277,551 |
106.2% |
1,014,893 |
|
Daily Pivots for day following 18-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,179 |
12,976 |
12,289 |
|
R3 |
12,846 |
12,643 |
12,198 |
|
R2 |
12,513 |
12,513 |
12,167 |
|
R1 |
12,310 |
12,310 |
12,137 |
12,245 |
PP |
12,180 |
12,180 |
12,180 |
12,148 |
S1 |
11,977 |
11,977 |
12,076 |
11,912 |
S2 |
11,847 |
11,847 |
12,045 |
|
S3 |
11,514 |
11,644 |
12,015 |
|
S4 |
11,181 |
11,311 |
11,923 |
|
|
Weekly Pivots for week ending 18-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,679 |
14,176 |
12,537 |
|
R3 |
13,896 |
13,393 |
12,321 |
|
R2 |
13,113 |
13,113 |
12,250 |
|
R1 |
12,610 |
12,610 |
12,178 |
12,470 |
PP |
12,330 |
12,330 |
12,330 |
12,261 |
S1 |
11,827 |
11,827 |
12,034 |
11,687 |
S2 |
11,547 |
11,547 |
11,963 |
|
S3 |
10,764 |
11,044 |
11,891 |
|
S4 |
9,981 |
10,261 |
11,675 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,834 |
12,051 |
783 |
6.5% |
303 |
2.5% |
7% |
False |
True |
202,978 |
10 |
12,984 |
12,051 |
933 |
7.7% |
283 |
2.3% |
6% |
False |
True |
217,851 |
20 |
13,654 |
12,051 |
1,603 |
13.2% |
236 |
2.0% |
3% |
False |
True |
158,558 |
40 |
13,879 |
12,051 |
1,828 |
15.1% |
221 |
1.8% |
3% |
False |
True |
95,329 |
60 |
14,042 |
12,051 |
1,991 |
16.4% |
214 |
1.8% |
3% |
False |
True |
63,578 |
80 |
14,369 |
12,051 |
2,318 |
19.1% |
184 |
1.5% |
2% |
False |
True |
47,688 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,799 |
2.618 |
13,256 |
1.618 |
12,923 |
1.000 |
12,717 |
0.618 |
12,590 |
HIGH |
12,384 |
0.618 |
12,257 |
0.500 |
12,218 |
0.382 |
12,178 |
LOW |
12,051 |
0.618 |
11,845 |
1.000 |
11,718 |
1.618 |
11,512 |
2.618 |
11,179 |
4.250 |
10,636 |
|
|
Fisher Pivots for day following 18-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
12,218 |
12,347 |
PP |
12,180 |
12,267 |
S1 |
12,143 |
12,186 |
|