Trading Metrics calculated at close of trading on 22-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2008 |
22-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
7,397.5 |
6,800.0 |
-597.5 |
-8.1% |
7,838.0 |
High |
7,397.5 |
6,977.0 |
-420.5 |
-5.7% |
7,904.0 |
Low |
6,874.5 |
6,532.5 |
-342.0 |
-5.0% |
7,425.0 |
Close |
6,929.0 |
6,904.0 |
-25.0 |
-0.4% |
7,456.0 |
Range |
523.0 |
444.5 |
-78.5 |
-15.0% |
479.0 |
ATR |
168.3 |
188.0 |
19.7 |
11.7% |
0.0 |
Volume |
1,070 |
564 |
-506 |
-47.3% |
3,765 |
|
Daily Pivots for day following 22-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,138.0 |
7,965.5 |
7,148.5 |
|
R3 |
7,693.5 |
7,521.0 |
7,026.2 |
|
R2 |
7,249.0 |
7,249.0 |
6,985.5 |
|
R1 |
7,076.5 |
7,076.5 |
6,944.7 |
7,162.8 |
PP |
6,804.5 |
6,804.5 |
6,804.5 |
6,847.6 |
S1 |
6,632.0 |
6,632.0 |
6,863.3 |
6,718.3 |
S2 |
6,360.0 |
6,360.0 |
6,822.5 |
|
S3 |
5,915.5 |
6,187.5 |
6,781.8 |
|
S4 |
5,471.0 |
5,743.0 |
6,659.5 |
|
|
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 |
7,690.5 |
6,532.5 |
1,158.0 |
16.8% |
302.8 |
4.4% |
32% |
False |
True |
895 |
10 |
7,988.5 |
6,532.5 |
1,456.0 |
21.1% |
204.5 |
3.0% |
26% |
False |
True |
642 |
20 |
8,300.0 |
6,532.5 |
1,767.5 |
25.6% |
161.8 |
2.3% |
21% |
False |
True |
1,653 |
40 |
8,300.0 |
6,532.5 |
1,767.5 |
25.6% |
134.9 |
2.0% |
21% |
False |
True |
1,708 |
60 |
8,300.0 |
6,532.5 |
1,767.5 |
25.6% |
114.7 |
1.7% |
21% |
False |
True |
1,276 |
80 |
8,300.0 |
6,532.5 |
1,767.5 |
25.6% |
96.5 |
1.4% |
21% |
False |
True |
1,089 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,866.1 |
2.618 |
8,140.7 |
1.618 |
7,696.2 |
1.000 |
7,421.5 |
0.618 |
7,251.7 |
HIGH |
6,977.0 |
0.618 |
6,807.2 |
0.500 |
6,754.8 |
0.382 |
6,702.3 |
LOW |
6,532.5 |
0.618 |
6,257.8 |
1.000 |
6,088.0 |
1.618 |
5,813.3 |
2.618 |
5,368.8 |
4.250 |
4,643.4 |
|
|
Fisher Pivots for day following 22-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
6,854.3 |
7,084.3 |
PP |
6,804.5 |
7,024.2 |
S1 |
6,754.8 |
6,964.1 |
|