Trading Metrics calculated at close of trading on 25-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2008 |
25-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
6,800.0 |
7,033.0 |
233.0 |
3.4% |
7,397.5 |
High |
6,965.0 |
7,114.0 |
149.0 |
2.1% |
7,397.5 |
Low |
6,788.0 |
6,840.0 |
52.0 |
0.8% |
6,450.0 |
Close |
6,941.0 |
6,919.0 |
-22.0 |
-0.3% |
6,919.0 |
Range |
177.0 |
274.0 |
97.0 |
54.8% |
947.5 |
ATR |
227.1 |
230.5 |
3.3 |
1.5% |
0.0 |
Volume |
466 |
786 |
320 |
68.7% |
3,666 |
|
Daily Pivots for day following 25-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,779.7 |
7,623.3 |
7,069.7 |
|
R3 |
7,505.7 |
7,349.3 |
6,994.4 |
|
R2 |
7,231.7 |
7,231.7 |
6,969.2 |
|
R1 |
7,075.3 |
7,075.3 |
6,944.1 |
7,016.5 |
PP |
6,957.7 |
6,957.7 |
6,957.7 |
6,928.3 |
S1 |
6,801.3 |
6,801.3 |
6,893.9 |
6,742.5 |
S2 |
6,683.7 |
6,683.7 |
6,868.8 |
|
S3 |
6,409.7 |
6,527.3 |
6,843.7 |
|
S4 |
6,135.7 |
6,253.3 |
6,768.3 |
|
|
Weekly Pivots for week ending 25-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,764.7 |
9,289.3 |
7,440.1 |
|
R3 |
8,817.2 |
8,341.8 |
7,179.6 |
|
R2 |
7,869.7 |
7,869.7 |
7,092.7 |
|
R1 |
7,394.3 |
7,394.3 |
7,005.9 |
7,158.3 |
PP |
6,922.2 |
6,922.2 |
6,922.2 |
6,804.1 |
S1 |
6,446.8 |
6,446.8 |
6,832.1 |
6,210.8 |
S2 |
5,974.7 |
5,974.7 |
6,745.3 |
|
S3 |
5,027.2 |
5,499.3 |
6,658.4 |
|
S4 |
4,079.7 |
4,551.8 |
6,397.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,397.5 |
6,450.0 |
947.5 |
13.7% |
393.7 |
5.7% |
49% |
False |
False |
733 |
10 |
7,904.0 |
6,450.0 |
1,454.0 |
21.0% |
275.0 |
4.0% |
32% |
False |
False |
743 |
20 |
8,300.0 |
6,450.0 |
1,850.0 |
26.7% |
198.1 |
2.9% |
25% |
False |
False |
700 |
40 |
8,300.0 |
6,450.0 |
1,850.0 |
26.7% |
155.0 |
2.2% |
25% |
False |
False |
1,718 |
60 |
8,300.0 |
6,450.0 |
1,850.0 |
26.7% |
127.7 |
1.8% |
25% |
False |
False |
1,288 |
80 |
8,300.0 |
6,450.0 |
1,850.0 |
26.7% |
108.3 |
1.6% |
25% |
False |
False |
1,107 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,278.5 |
2.618 |
7,831.3 |
1.618 |
7,557.3 |
1.000 |
7,388.0 |
0.618 |
7,283.3 |
HIGH |
7,114.0 |
0.618 |
7,009.3 |
0.500 |
6,977.0 |
0.382 |
6,944.7 |
LOW |
6,840.0 |
0.618 |
6,670.7 |
1.000 |
6,566.0 |
1.618 |
6,396.7 |
2.618 |
6,122.7 |
4.250 |
5,675.5 |
|
|
Fisher Pivots for day following 25-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
6,977.0 |
6,873.3 |
PP |
6,957.7 |
6,827.7 |
S1 |
6,938.3 |
6,782.0 |
|