Trading Metrics calculated at close of trading on 21-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2008 |
21-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
7,534.0 |
7,397.5 |
-136.5 |
-1.8% |
7,838.0 |
High |
7,636.0 |
7,397.5 |
-238.5 |
-3.1% |
7,904.0 |
Low |
7,425.0 |
6,874.5 |
-550.5 |
-7.4% |
7,425.0 |
Close |
7,456.0 |
6,929.0 |
-527.0 |
-7.1% |
7,456.0 |
Range |
211.0 |
523.0 |
312.0 |
147.9% |
479.0 |
ATR |
136.5 |
168.3 |
31.8 |
23.3% |
0.0 |
Volume |
816 |
1,070 |
254 |
31.1% |
3,765 |
|
Daily Pivots for day following 21-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,636.0 |
8,305.5 |
7,216.7 |
|
R3 |
8,113.0 |
7,782.5 |
7,072.8 |
|
R2 |
7,590.0 |
7,590.0 |
7,024.9 |
|
R1 |
7,259.5 |
7,259.5 |
6,976.9 |
7,163.3 |
PP |
7,067.0 |
7,067.0 |
7,067.0 |
7,018.9 |
S1 |
6,736.5 |
6,736.5 |
6,881.1 |
6,640.3 |
S2 |
6,544.0 |
6,544.0 |
6,833.1 |
|
S3 |
6,021.0 |
6,213.5 |
6,785.2 |
|
S4 |
5,498.0 |
5,690.5 |
6,641.4 |
|
|
Weekly Pivots for week ending 18-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,032.0 |
8,723.0 |
7,719.5 |
|
R3 |
8,553.0 |
8,244.0 |
7,587.7 |
|
R2 |
8,074.0 |
8,074.0 |
7,543.8 |
|
R1 |
7,765.0 |
7,765.0 |
7,499.9 |
7,680.0 |
PP |
7,595.0 |
7,595.0 |
7,595.0 |
7,552.5 |
S1 |
7,286.0 |
7,286.0 |
7,412.1 |
7,201.0 |
S2 |
7,116.0 |
7,116.0 |
7,368.2 |
|
S3 |
6,637.0 |
6,807.0 |
7,324.3 |
|
S4 |
6,158.0 |
6,328.0 |
7,192.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,866.0 |
6,874.5 |
991.5 |
14.3% |
247.1 |
3.6% |
5% |
False |
True |
869 |
10 |
8,079.5 |
6,874.5 |
1,205.0 |
17.4% |
177.2 |
2.6% |
5% |
False |
True |
769 |
20 |
8,300.0 |
6,874.5 |
1,425.5 |
20.6% |
147.5 |
2.1% |
4% |
False |
True |
1,931 |
40 |
8,300.0 |
6,874.5 |
1,425.5 |
20.6% |
125.7 |
1.8% |
4% |
False |
True |
1,708 |
60 |
8,300.0 |
6,874.5 |
1,425.5 |
20.6% |
108.1 |
1.6% |
4% |
False |
True |
1,286 |
80 |
8,300.0 |
6,874.5 |
1,425.5 |
20.6% |
91.0 |
1.3% |
4% |
False |
True |
1,082 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,620.3 |
2.618 |
8,766.7 |
1.618 |
8,243.7 |
1.000 |
7,920.5 |
0.618 |
7,720.7 |
HIGH |
7,397.5 |
0.618 |
7,197.7 |
0.500 |
7,136.0 |
0.382 |
7,074.3 |
LOW |
6,874.5 |
0.618 |
6,551.3 |
1.000 |
6,351.5 |
1.618 |
6,028.3 |
2.618 |
5,505.3 |
4.250 |
4,651.8 |
|
|
Fisher Pivots for day following 21-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
7,136.0 |
7,279.8 |
PP |
7,067.0 |
7,162.8 |
S1 |
6,998.0 |
7,045.9 |
|