Trading Metrics calculated at close of trading on 22-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2008 |
22-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
12,221 |
12,106 |
-115 |
-0.9% |
12,661 |
High |
12,384 |
12,143 |
-241 |
-1.9% |
12,834 |
Low |
12,051 |
11,456 |
-595 |
-4.9% |
12,051 |
Close |
12,106 |
11,951 |
-155 |
-1.3% |
12,106 |
Range |
333 |
687 |
354 |
106.3% |
783 |
ATR |
249 |
280 |
31 |
12.6% |
0 |
Volume |
538,894 |
287,144 |
-251,750 |
-46.7% |
1,014,893 |
|
Daily Pivots for day following 22-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,911 |
13,618 |
12,329 |
|
R3 |
13,224 |
12,931 |
12,140 |
|
R2 |
12,537 |
12,537 |
12,077 |
|
R1 |
12,244 |
12,244 |
12,014 |
12,047 |
PP |
11,850 |
11,850 |
11,850 |
11,752 |
S1 |
11,557 |
11,557 |
11,888 |
11,360 |
S2 |
11,163 |
11,163 |
11,825 |
|
S3 |
10,476 |
10,870 |
11,762 |
|
S4 |
9,789 |
10,183 |
11,573 |
|
|
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 |
12,807 |
11,456 |
1,351 |
11.3% |
392 |
3.3% |
37% |
False |
True |
217,476 |
10 |
12,984 |
11,456 |
1,528 |
12.8% |
335 |
2.8% |
32% |
False |
True |
228,364 |
20 |
13,654 |
11,456 |
2,198 |
18.4% |
264 |
2.2% |
23% |
False |
True |
164,848 |
40 |
13,879 |
11,456 |
2,423 |
20.3% |
239 |
2.0% |
20% |
False |
True |
102,503 |
60 |
14,042 |
11,456 |
2,586 |
21.6% |
223 |
1.9% |
19% |
False |
True |
68,363 |
80 |
14,369 |
11,456 |
2,913 |
24.4% |
192 |
1.6% |
17% |
False |
True |
51,277 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,063 |
2.618 |
13,942 |
1.618 |
13,255 |
1.000 |
12,830 |
0.618 |
12,568 |
HIGH |
12,143 |
0.618 |
11,881 |
0.500 |
11,800 |
0.382 |
11,719 |
LOW |
11,456 |
0.618 |
11,032 |
1.000 |
10,769 |
1.618 |
10,345 |
2.618 |
9,658 |
4.250 |
8,536 |
|
|
Fisher Pivots for day following 22-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
11,901 |
12,021 |
PP |
11,850 |
11,997 |
S1 |
11,800 |
11,974 |
|