Trading Metrics calculated at close of trading on 29-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2008 |
29-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
12,241 |
12,362 |
121 |
1.0% |
12,106 |
High |
12,399 |
12,504 |
105 |
0.8% |
12,490 |
Low |
12,083 |
12,339 |
256 |
2.1% |
11,456 |
Close |
12,377 |
12,471 |
94 |
0.8% |
12,236 |
Range |
316 |
165 |
-151 |
-47.8% |
1,034 |
ATR |
303 |
293 |
-10 |
-3.2% |
0 |
Volume |
203,428 |
183,631 |
-19,797 |
-9.7% |
1,180,738 |
|
Daily Pivots for day following 29-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,933 |
12,867 |
12,562 |
|
R3 |
12,768 |
12,702 |
12,517 |
|
R2 |
12,603 |
12,603 |
12,501 |
|
R1 |
12,537 |
12,537 |
12,486 |
12,570 |
PP |
12,438 |
12,438 |
12,438 |
12,455 |
S1 |
12,372 |
12,372 |
12,456 |
12,405 |
S2 |
12,273 |
12,273 |
12,441 |
|
S3 |
12,108 |
12,207 |
12,426 |
|
S4 |
11,943 |
12,042 |
12,380 |
|
|
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 |
12,504 |
11,634 |
870 |
7.0% |
334 |
2.7% |
96% |
True |
False |
256,130 |
10 |
12,807 |
11,456 |
1,351 |
10.8% |
363 |
2.9% |
75% |
False |
False |
236,803 |
20 |
13,454 |
11,456 |
1,998 |
16.0% |
306 |
2.5% |
51% |
False |
False |
208,886 |
40 |
13,879 |
11,456 |
2,423 |
19.4% |
249 |
2.0% |
42% |
False |
False |
134,475 |
60 |
13,879 |
11,456 |
2,423 |
19.4% |
238 |
1.9% |
42% |
False |
False |
89,703 |
80 |
14,369 |
11,456 |
2,913 |
23.4% |
211 |
1.7% |
35% |
False |
False |
67,284 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,205 |
2.618 |
12,936 |
1.618 |
12,771 |
1.000 |
12,669 |
0.618 |
12,606 |
HIGH |
12,504 |
0.618 |
12,441 |
0.500 |
12,422 |
0.382 |
12,402 |
LOW |
12,339 |
0.618 |
12,237 |
1.000 |
12,174 |
1.618 |
12,072 |
2.618 |
11,907 |
4.250 |
11,638 |
|
|
Fisher Pivots for day following 29-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
12,455 |
12,412 |
PP |
12,438 |
12,353 |
S1 |
12,422 |
12,294 |
|