Trading Metrics calculated at close of trading on 30-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2008 |
30-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
12,362 |
12,471 |
109 |
0.9% |
12,106 |
High |
12,504 |
12,678 |
174 |
1.4% |
12,490 |
Low |
12,339 |
12,356 |
17 |
0.1% |
11,456 |
Close |
12,471 |
12,394 |
-77 |
-0.6% |
12,236 |
Range |
165 |
322 |
157 |
95.2% |
1,034 |
ATR |
293 |
295 |
2 |
0.7% |
0 |
Volume |
183,631 |
138,064 |
-45,567 |
-24.8% |
1,180,738 |
|
Daily Pivots for day following 30-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,442 |
13,240 |
12,571 |
|
R3 |
13,120 |
12,918 |
12,483 |
|
R2 |
12,798 |
12,798 |
12,453 |
|
R1 |
12,596 |
12,596 |
12,424 |
12,536 |
PP |
12,476 |
12,476 |
12,476 |
12,446 |
S1 |
12,274 |
12,274 |
12,365 |
12,214 |
S2 |
12,154 |
12,154 |
12,335 |
|
S3 |
11,832 |
11,952 |
12,306 |
|
S4 |
11,510 |
11,630 |
12,217 |
|
|
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 |
12,678 |
12,083 |
595 |
4.8% |
265 |
2.1% |
52% |
True |
False |
211,624 |
10 |
12,678 |
11,456 |
1,222 |
9.9% |
367 |
3.0% |
77% |
True |
False |
250,609 |
20 |
13,376 |
11,456 |
1,920 |
15.5% |
315 |
2.5% |
49% |
False |
False |
211,494 |
40 |
13,879 |
11,456 |
2,423 |
19.5% |
252 |
2.0% |
39% |
False |
False |
137,917 |
60 |
13,879 |
11,456 |
2,423 |
19.5% |
240 |
1.9% |
39% |
False |
False |
92,002 |
80 |
14,369 |
11,456 |
2,913 |
23.5% |
214 |
1.7% |
32% |
False |
False |
69,010 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,047 |
2.618 |
13,521 |
1.618 |
13,199 |
1.000 |
13,000 |
0.618 |
12,877 |
HIGH |
12,678 |
0.618 |
12,555 |
0.500 |
12,517 |
0.382 |
12,479 |
LOW |
12,356 |
0.618 |
12,157 |
1.000 |
12,034 |
1.618 |
11,835 |
2.618 |
11,513 |
4.250 |
10,988 |
|
|
Fisher Pivots for day following 30-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
12,517 |
12,390 |
PP |
12,476 |
12,385 |
S1 |
12,435 |
12,381 |
|