Trading Metrics calculated at close of trading on 28-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2008 |
28-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
12,382 |
12,241 |
-141 |
-1.1% |
12,106 |
High |
12,490 |
12,399 |
-91 |
-0.7% |
12,490 |
Low |
12,190 |
12,083 |
-107 |
-0.9% |
11,456 |
Close |
12,236 |
12,377 |
141 |
1.2% |
12,236 |
Range |
300 |
316 |
16 |
5.3% |
1,034 |
ATR |
302 |
303 |
1 |
0.3% |
0 |
Volume |
206,536 |
203,428 |
-3,108 |
-1.5% |
1,180,738 |
|
Daily Pivots for day following 28-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,234 |
13,122 |
12,551 |
|
R3 |
12,918 |
12,806 |
12,464 |
|
R2 |
12,602 |
12,602 |
12,435 |
|
R1 |
12,490 |
12,490 |
12,406 |
12,546 |
PP |
12,286 |
12,286 |
12,286 |
12,315 |
S1 |
12,174 |
12,174 |
12,348 |
12,230 |
S2 |
11,970 |
11,970 |
12,319 |
|
S3 |
11,654 |
11,858 |
12,290 |
|
S4 |
11,338 |
11,542 |
12,203 |
|
|
Weekly Pivots for week ending 25-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,163 |
14,733 |
12,805 |
|
R3 |
14,129 |
13,699 |
12,520 |
|
R2 |
13,095 |
13,095 |
12,426 |
|
R1 |
12,665 |
12,665 |
12,331 |
12,880 |
PP |
12,061 |
12,061 |
12,061 |
12,168 |
S1 |
11,631 |
11,631 |
12,141 |
11,846 |
S2 |
11,027 |
11,027 |
12,047 |
|
S3 |
9,993 |
10,597 |
11,952 |
|
S4 |
8,959 |
9,563 |
11,667 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,490 |
11,456 |
1,034 |
8.4% |
438 |
3.5% |
89% |
False |
False |
276,833 |
10 |
12,834 |
11,456 |
1,378 |
11.1% |
371 |
3.0% |
67% |
False |
False |
239,905 |
20 |
13,547 |
11,456 |
2,091 |
16.9% |
307 |
2.5% |
44% |
False |
False |
204,968 |
40 |
13,879 |
11,456 |
2,423 |
19.6% |
248 |
2.0% |
38% |
False |
False |
129,904 |
60 |
14,023 |
11,456 |
2,567 |
20.7% |
241 |
1.9% |
36% |
False |
False |
86,643 |
80 |
14,369 |
11,456 |
2,913 |
23.5% |
209 |
1.7% |
32% |
False |
False |
64,989 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,742 |
2.618 |
13,226 |
1.618 |
12,910 |
1.000 |
12,715 |
0.618 |
12,594 |
HIGH |
12,399 |
0.618 |
12,278 |
0.500 |
12,241 |
0.382 |
12,204 |
LOW |
12,083 |
0.618 |
11,888 |
1.000 |
11,767 |
1.618 |
11,572 |
2.618 |
11,256 |
4.250 |
10,740 |
|
|
Fisher Pivots for day following 28-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
12,332 |
12,347 |
PP |
12,286 |
12,317 |
S1 |
12,241 |
12,287 |
|