Trading Metrics calculated at close of trading on 29-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2008 |
29-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
6,700.0 |
6,990.0 |
290.0 |
4.3% |
7,397.5 |
High |
6,996.0 |
7,041.0 |
45.0 |
0.6% |
7,397.5 |
Low |
6,685.0 |
6,951.0 |
266.0 |
4.0% |
6,450.0 |
Close |
6,928.0 |
7,001.5 |
73.5 |
1.1% |
6,919.0 |
Range |
311.0 |
90.0 |
-221.0 |
-71.1% |
947.5 |
ATR |
236.2 |
227.4 |
-8.8 |
-3.7% |
0.0 |
Volume |
1,270 |
595 |
-675 |
-53.1% |
3,666 |
|
Daily Pivots for day following 29-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,267.8 |
7,224.7 |
7,051.0 |
|
R3 |
7,177.8 |
7,134.7 |
7,026.3 |
|
R2 |
7,087.8 |
7,087.8 |
7,018.0 |
|
R1 |
7,044.7 |
7,044.7 |
7,009.8 |
7,066.3 |
PP |
6,997.8 |
6,997.8 |
6,997.8 |
7,008.6 |
S1 |
6,954.7 |
6,954.7 |
6,993.3 |
6,976.3 |
S2 |
6,907.8 |
6,907.8 |
6,985.0 |
|
S3 |
6,817.8 |
6,864.7 |
6,976.8 |
|
S4 |
6,727.8 |
6,774.7 |
6,952.0 |
|
|
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 |
9.5% |
280.4 |
4.0% |
83% |
False |
False |
779 |
10 |
7,690.5 |
6,450.0 |
1,240.5 |
17.7% |
291.6 |
4.2% |
44% |
False |
False |
837 |
20 |
8,258.0 |
6,450.0 |
1,808.0 |
25.8% |
207.1 |
3.0% |
31% |
False |
False |
743 |
40 |
8,300.0 |
6,450.0 |
1,850.0 |
26.4% |
157.0 |
2.2% |
30% |
False |
False |
1,741 |
60 |
8,300.0 |
6,450.0 |
1,850.0 |
26.4% |
133.5 |
1.9% |
30% |
False |
False |
1,307 |
80 |
8,300.0 |
6,450.0 |
1,850.0 |
26.4% |
111.8 |
1.6% |
30% |
False |
False |
1,129 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,423.5 |
2.618 |
7,276.6 |
1.618 |
7,186.6 |
1.000 |
7,131.0 |
0.618 |
7,096.6 |
HIGH |
7,041.0 |
0.618 |
7,006.6 |
0.500 |
6,996.0 |
0.382 |
6,985.4 |
LOW |
6,951.0 |
0.618 |
6,895.4 |
1.000 |
6,861.0 |
1.618 |
6,805.4 |
2.618 |
6,715.4 |
4.250 |
6,568.5 |
|
|
Fisher Pivots for day following 29-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
6,999.7 |
6,967.5 |
PP |
6,997.8 |
6,933.5 |
S1 |
6,996.0 |
6,899.5 |
|