Trading Metrics calculated at close of trading on 31-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2008 |
31-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
6,970.0 |
6,938.0 |
-32.0 |
-0.5% |
7,397.5 |
High |
7,091.5 |
7,060.0 |
-31.5 |
-0.4% |
7,397.5 |
Low |
6,938.5 |
6,808.0 |
-130.5 |
-1.9% |
6,450.0 |
Close |
6,991.5 |
6,983.5 |
-8.0 |
-0.1% |
6,919.0 |
Range |
153.0 |
252.0 |
99.0 |
64.7% |
947.5 |
ATR |
222.1 |
224.2 |
2.1 |
1.0% |
0.0 |
Volume |
451 |
961 |
510 |
113.1% |
3,666 |
|
Daily Pivots for day following 31-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,706.5 |
7,597.0 |
7,122.1 |
|
R3 |
7,454.5 |
7,345.0 |
7,052.8 |
|
R2 |
7,202.5 |
7,202.5 |
7,029.7 |
|
R1 |
7,093.0 |
7,093.0 |
7,006.6 |
7,147.8 |
PP |
6,950.5 |
6,950.5 |
6,950.5 |
6,977.9 |
S1 |
6,841.0 |
6,841.0 |
6,960.4 |
6,895.8 |
S2 |
6,698.5 |
6,698.5 |
6,937.3 |
|
S3 |
6,446.5 |
6,589.0 |
6,914.2 |
|
S4 |
6,194.5 |
6,337.0 |
6,844.9 |
|
|
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 |
6,685.0 |
429.0 |
6.1% |
216.0 |
3.1% |
70% |
False |
False |
812 |
10 |
7,636.0 |
6,450.0 |
1,186.0 |
17.0% |
298.6 |
4.3% |
45% |
False |
False |
775 |
20 |
8,079.5 |
6,450.0 |
1,629.5 |
23.3% |
212.6 |
3.0% |
33% |
False |
False |
758 |
40 |
8,300.0 |
6,450.0 |
1,850.0 |
26.5% |
160.6 |
2.3% |
29% |
False |
False |
1,754 |
60 |
8,300.0 |
6,450.0 |
1,850.0 |
26.5% |
137.5 |
2.0% |
29% |
False |
False |
1,328 |
80 |
8,300.0 |
6,450.0 |
1,850.0 |
26.5% |
116.3 |
1.7% |
29% |
False |
False |
1,142 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,131.0 |
2.618 |
7,719.7 |
1.618 |
7,467.7 |
1.000 |
7,312.0 |
0.618 |
7,215.7 |
HIGH |
7,060.0 |
0.618 |
6,963.7 |
0.500 |
6,934.0 |
0.382 |
6,904.3 |
LOW |
6,808.0 |
0.618 |
6,652.3 |
1.000 |
6,556.0 |
1.618 |
6,400.3 |
2.618 |
6,148.3 |
4.250 |
5,737.0 |
|
|
Fisher Pivots for day following 31-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
6,967.0 |
6,972.3 |
PP |
6,950.5 |
6,961.0 |
S1 |
6,934.0 |
6,949.8 |
|