| Trading Metrics calculated at close of trading on 30-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2008 |
30-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
12,385.19 |
12,480.14 |
94.95 |
0.8% |
12,092.72 |
| High |
12,503.15 |
12,681.41 |
178.26 |
1.4% |
12,486.89 |
| Low |
12,346.99 |
12,406.17 |
59.18 |
0.5% |
11,634.82 |
| Close |
12,480.30 |
12,439.50 |
-40.80 |
-0.3% |
12,207.17 |
| Range |
156.16 |
275.24 |
119.08 |
76.3% |
852.07 |
| ATR |
265.13 |
265.86 |
0.72 |
0.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 30-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,334.75 |
13,162.36 |
12,590.88 |
|
| R3 |
13,059.51 |
12,887.12 |
12,515.19 |
|
| R2 |
12,784.27 |
12,784.27 |
12,489.96 |
|
| R1 |
12,611.88 |
12,611.88 |
12,464.73 |
12,560.46 |
| PP |
12,509.03 |
12,509.03 |
12,509.03 |
12,483.31 |
| S1 |
12,336.64 |
12,336.64 |
12,414.27 |
12,285.22 |
| S2 |
12,233.79 |
12,233.79 |
12,389.04 |
|
| S3 |
11,958.55 |
12,061.40 |
12,363.81 |
|
| S4 |
11,683.31 |
11,786.16 |
12,288.12 |
|
|
| Weekly Pivots for week ending 25-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,665.84 |
14,288.57 |
12,675.81 |
|
| R3 |
13,813.77 |
13,436.50 |
12,441.49 |
|
| R2 |
12,961.70 |
12,961.70 |
12,363.38 |
|
| R1 |
12,584.43 |
12,584.43 |
12,285.28 |
12,773.07 |
| PP |
12,109.63 |
12,109.63 |
12,109.63 |
12,203.94 |
| S1 |
11,732.36 |
11,732.36 |
12,129.06 |
11,921.00 |
| S2 |
11,257.56 |
11,257.56 |
12,050.96 |
|
| S3 |
10,405.49 |
10,880.29 |
11,972.85 |
|
| S4 |
9,553.42 |
10,028.22 |
11,738.53 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,681.41 |
12,112.14 |
569.27 |
4.6% |
233.17 |
1.9% |
58% |
True |
False |
|
| 10 |
12,681.41 |
11,634.82 |
1,046.59 |
8.4% |
318.76 |
2.6% |
77% |
True |
False |
|
| 20 |
13,279.54 |
11,634.82 |
1,644.72 |
13.2% |
282.60 |
2.3% |
49% |
False |
False |
|
| 40 |
13,780.11 |
11,634.82 |
2,145.29 |
17.2% |
227.88 |
1.8% |
38% |
False |
False |
|
| 60 |
13,780.11 |
11,634.82 |
2,145.29 |
17.2% |
228.88 |
1.8% |
38% |
False |
False |
|
| 80 |
14,198.10 |
11,634.82 |
2,563.28 |
20.6% |
215.47 |
1.7% |
31% |
False |
False |
|
| 100 |
14,198.10 |
11,634.82 |
2,563.28 |
20.6% |
199.96 |
1.6% |
31% |
False |
False |
|
| 120 |
14,198.10 |
11,634.82 |
2,563.28 |
20.6% |
201.56 |
1.6% |
31% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,851.18 |
|
2.618 |
13,401.99 |
|
1.618 |
13,126.75 |
|
1.000 |
12,956.65 |
|
0.618 |
12,851.51 |
|
HIGH |
12,681.41 |
|
0.618 |
12,576.27 |
|
0.500 |
12,543.79 |
|
0.382 |
12,511.31 |
|
LOW |
12,406.17 |
|
0.618 |
12,236.07 |
|
1.000 |
12,130.93 |
|
1.618 |
11,960.83 |
|
2.618 |
11,685.59 |
|
4.250 |
11,236.40 |
|
|
| Fisher Pivots for day following 30-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
12,543.79 |
12,425.26 |
| PP |
12,509.03 |
12,411.02 |
| S1 |
12,474.26 |
12,396.78 |
|