Trading Metrics calculated at close of trading on 28-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2008 |
28-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
7,033.0 |
6,700.0 |
-333.0 |
-4.7% |
7,397.5 |
High |
7,114.0 |
6,996.0 |
-118.0 |
-1.7% |
7,397.5 |
Low |
6,840.0 |
6,685.0 |
-155.0 |
-2.3% |
6,450.0 |
Close |
6,919.0 |
6,928.0 |
9.0 |
0.1% |
6,919.0 |
Range |
274.0 |
311.0 |
37.0 |
13.5% |
947.5 |
ATR |
230.5 |
236.2 |
5.8 |
2.5% |
0.0 |
Volume |
786 |
1,270 |
484 |
61.6% |
3,666 |
|
Daily Pivots for day following 28-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,802.7 |
7,676.3 |
7,099.1 |
|
R3 |
7,491.7 |
7,365.3 |
7,013.5 |
|
R2 |
7,180.7 |
7,180.7 |
6,985.0 |
|
R1 |
7,054.3 |
7,054.3 |
6,956.5 |
7,117.5 |
PP |
6,869.7 |
6,869.7 |
6,869.7 |
6,901.3 |
S1 |
6,743.3 |
6,743.3 |
6,899.5 |
6,806.5 |
S2 |
6,558.7 |
6,558.7 |
6,871.0 |
|
S3 |
6,247.7 |
6,432.3 |
6,842.5 |
|
S4 |
5,936.7 |
6,121.3 |
6,757.0 |
|
|
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 |
7,114.0 |
6,450.0 |
664.0 |
9.6% |
351.3 |
5.1% |
72% |
False |
False |
773 |
10 |
7,866.0 |
6,450.0 |
1,416.0 |
20.4% |
299.2 |
4.3% |
34% |
False |
False |
821 |
20 |
8,258.0 |
6,450.0 |
1,808.0 |
26.1% |
206.2 |
3.0% |
26% |
False |
False |
737 |
40 |
8,300.0 |
6,450.0 |
1,850.0 |
26.7% |
157.3 |
2.3% |
26% |
False |
False |
1,741 |
60 |
8,300.0 |
6,450.0 |
1,850.0 |
26.7% |
132.5 |
1.9% |
26% |
False |
False |
1,298 |
80 |
8,300.0 |
6,450.0 |
1,850.0 |
26.7% |
110.8 |
1.6% |
26% |
False |
False |
1,123 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,317.8 |
2.618 |
7,810.2 |
1.618 |
7,499.2 |
1.000 |
7,307.0 |
0.618 |
7,188.2 |
HIGH |
6,996.0 |
0.618 |
6,877.2 |
0.500 |
6,840.5 |
0.382 |
6,803.8 |
LOW |
6,685.0 |
0.618 |
6,492.8 |
1.000 |
6,374.0 |
1.618 |
6,181.8 |
2.618 |
5,870.8 |
4.250 |
5,363.3 |
|
|
Fisher Pivots for day following 28-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
6,898.8 |
6,918.5 |
PP |
6,869.7 |
6,909.0 |
S1 |
6,840.5 |
6,899.5 |
|