Trading Metrics calculated at close of trading on 09-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2008 |
09-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
1,974.25 |
1,928.00 |
-46.25 |
-2.3% |
2,125.00 |
High |
1,998.50 |
1,964.75 |
-33.75 |
-1.7% |
2,127.50 |
Low |
1,921.75 |
1,903.00 |
-18.75 |
-1.0% |
1,976.75 |
Close |
1,928.50 |
1,956.50 |
28.00 |
1.5% |
1,985.00 |
Range |
76.75 |
61.75 |
-15.00 |
-19.5% |
150.75 |
ATR |
46.65 |
47.73 |
1.08 |
2.3% |
0.00 |
Volume |
581,477 |
592,711 |
11,234 |
1.9% |
975,649 |
|
Daily Pivots for day following 09-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,126.75 |
2,103.25 |
1,990.50 |
|
R3 |
2,065.00 |
2,041.50 |
1,973.50 |
|
R2 |
2,003.25 |
2,003.25 |
1,967.75 |
|
R1 |
1,979.75 |
1,979.75 |
1,962.25 |
1,991.50 |
PP |
1,941.50 |
1,941.50 |
1,941.50 |
1,947.25 |
S1 |
1,918.00 |
1,918.00 |
1,950.75 |
1,929.75 |
S2 |
1,879.75 |
1,879.75 |
1,945.25 |
|
S3 |
1,818.00 |
1,856.25 |
1,939.50 |
|
S4 |
1,756.25 |
1,794.50 |
1,922.50 |
|
|
Weekly Pivots for week ending 04-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,482.00 |
2,384.25 |
2,068.00 |
|
R3 |
2,331.25 |
2,233.50 |
2,026.50 |
|
R2 |
2,180.50 |
2,180.50 |
2,012.75 |
|
R1 |
2,082.75 |
2,082.75 |
1,998.75 |
2,056.25 |
PP |
2,029.75 |
2,029.75 |
2,029.75 |
2,016.50 |
S1 |
1,932.00 |
1,932.00 |
1,971.25 |
1,905.50 |
S2 |
1,879.00 |
1,879.00 |
1,957.25 |
|
S3 |
1,728.25 |
1,781.25 |
1,943.50 |
|
S4 |
1,577.50 |
1,630.50 |
1,902.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,082.75 |
1,903.00 |
179.75 |
9.2% |
64.25 |
3.3% |
30% |
False |
True |
476,231 |
10 |
2,165.00 |
1,903.00 |
262.00 |
13.4% |
50.75 |
2.6% |
20% |
False |
True |
305,942 |
20 |
2,174.00 |
1,903.00 |
271.00 |
13.9% |
46.75 |
2.4% |
20% |
False |
True |
285,186 |
40 |
2,174.00 |
1,903.00 |
271.00 |
13.9% |
45.00 |
2.3% |
20% |
False |
True |
143,135 |
60 |
2,276.25 |
1,903.00 |
373.25 |
19.1% |
45.50 |
2.3% |
14% |
False |
True |
95,457 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,227.25 |
2.618 |
2,126.50 |
1.618 |
2,064.75 |
1.000 |
2,026.50 |
0.618 |
2,003.00 |
HIGH |
1,964.75 |
0.618 |
1,941.25 |
0.500 |
1,934.00 |
0.382 |
1,926.50 |
LOW |
1,903.00 |
0.618 |
1,864.75 |
1.000 |
1,841.25 |
1.618 |
1,803.00 |
2.618 |
1,741.25 |
4.250 |
1,640.50 |
|
|
Fisher Pivots for day following 09-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
1,949.00 |
1,954.50 |
PP |
1,941.50 |
1,952.75 |
S1 |
1,934.00 |
1,950.75 |
|