Trading Metrics calculated at close of trading on 23-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2008 |
23-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
6,800.0 |
6,962.5 |
162.5 |
2.4% |
7,838.0 |
High |
6,977.0 |
7,000.0 |
23.0 |
0.3% |
7,904.0 |
Low |
6,532.5 |
6,450.0 |
-82.5 |
-1.3% |
7,425.0 |
Close |
6,904.0 |
6,566.0 |
-338.0 |
-4.9% |
7,456.0 |
Range |
444.5 |
550.0 |
105.5 |
23.7% |
479.0 |
ATR |
188.0 |
213.9 |
25.9 |
13.7% |
0.0 |
Volume |
564 |
780 |
216 |
38.3% |
3,765 |
|
Daily Pivots for day following 23-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,322.0 |
7,994.0 |
6,868.5 |
|
R3 |
7,772.0 |
7,444.0 |
6,717.3 |
|
R2 |
7,222.0 |
7,222.0 |
6,666.8 |
|
R1 |
6,894.0 |
6,894.0 |
6,616.4 |
6,783.0 |
PP |
6,672.0 |
6,672.0 |
6,672.0 |
6,616.5 |
S1 |
6,344.0 |
6,344.0 |
6,515.6 |
6,233.0 |
S2 |
6,122.0 |
6,122.0 |
6,465.2 |
|
S3 |
5,572.0 |
5,794.0 |
6,414.8 |
|
S4 |
5,022.0 |
5,244.0 |
6,263.5 |
|
|
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 |
7,685.0 |
6,450.0 |
1,235.0 |
18.8% |
392.7 |
6.0% |
9% |
False |
True |
848 |
10 |
7,981.0 |
6,450.0 |
1,531.0 |
23.3% |
250.6 |
3.8% |
8% |
False |
True |
696 |
20 |
8,300.0 |
6,450.0 |
1,850.0 |
28.2% |
184.6 |
2.8% |
6% |
False |
True |
1,305 |
40 |
8,300.0 |
6,450.0 |
1,850.0 |
28.2% |
147.2 |
2.2% |
6% |
False |
True |
1,700 |
60 |
8,300.0 |
6,450.0 |
1,850.0 |
28.2% |
122.3 |
1.9% |
6% |
False |
True |
1,275 |
80 |
8,300.0 |
6,450.0 |
1,850.0 |
28.2% |
103.3 |
1.6% |
6% |
False |
True |
1,096 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,337.5 |
2.618 |
8,439.9 |
1.618 |
7,889.9 |
1.000 |
7,550.0 |
0.618 |
7,339.9 |
HIGH |
7,000.0 |
0.618 |
6,789.9 |
0.500 |
6,725.0 |
0.382 |
6,660.1 |
LOW |
6,450.0 |
0.618 |
6,110.1 |
1.000 |
5,900.0 |
1.618 |
5,560.1 |
2.618 |
5,010.1 |
4.250 |
4,112.5 |
|
|
Fisher Pivots for day following 23-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
6,725.0 |
6,923.8 |
PP |
6,672.0 |
6,804.5 |
S1 |
6,619.0 |
6,685.3 |
|