| Trading Metrics calculated at close of trading on 11-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2008 |
11-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
1,412.50 |
1,420.50 |
8.00 |
0.6% |
1,422.50 |
| High |
1,436.25 |
1,423.75 |
-12.50 |
-0.9% |
1,437.75 |
| Low |
1,401.50 |
1,400.25 |
-1.25 |
-0.1% |
1,385.00 |
| Close |
1,421.00 |
1,407.75 |
-13.25 |
-0.9% |
1,407.75 |
| Range |
34.75 |
23.50 |
-11.25 |
-32.4% |
52.75 |
| ATR |
27.58 |
27.29 |
-0.29 |
-1.1% |
0.00 |
| Volume |
2,811,604 |
2,737,056 |
-74,548 |
-2.7% |
13,087,315 |
|
| Daily Pivots for day following 11-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,481.00 |
1,468.00 |
1,420.75 |
|
| R3 |
1,457.50 |
1,444.50 |
1,414.25 |
|
| R2 |
1,434.00 |
1,434.00 |
1,412.00 |
|
| R1 |
1,421.00 |
1,421.00 |
1,410.00 |
1,415.75 |
| PP |
1,410.50 |
1,410.50 |
1,410.50 |
1,408.00 |
| S1 |
1,397.50 |
1,397.50 |
1,405.50 |
1,392.25 |
| S2 |
1,387.00 |
1,387.00 |
1,403.50 |
|
| S3 |
1,363.50 |
1,374.00 |
1,401.25 |
|
| S4 |
1,340.00 |
1,350.50 |
1,394.75 |
|
|
| Weekly Pivots for week ending 11-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,568.50 |
1,540.75 |
1,436.75 |
|
| R3 |
1,515.75 |
1,488.00 |
1,422.25 |
|
| R2 |
1,463.00 |
1,463.00 |
1,417.50 |
|
| R1 |
1,435.25 |
1,435.25 |
1,412.50 |
1,422.75 |
| PP |
1,410.25 |
1,410.25 |
1,410.25 |
1,404.00 |
| S1 |
1,382.50 |
1,382.50 |
1,403.00 |
1,370.00 |
| S2 |
1,357.50 |
1,357.50 |
1,398.00 |
|
| S3 |
1,304.75 |
1,329.75 |
1,393.25 |
|
| S4 |
1,252.00 |
1,277.00 |
1,378.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,437.75 |
1,385.00 |
52.75 |
3.7% |
31.25 |
2.2% |
43% |
False |
False |
2,617,463 |
| 10 |
1,503.00 |
1,385.00 |
118.00 |
8.4% |
29.00 |
2.1% |
19% |
False |
False |
1,834,203 |
| 20 |
1,511.00 |
1,385.00 |
126.00 |
9.0% |
25.25 |
1.8% |
18% |
False |
False |
1,542,016 |
| 40 |
1,538.25 |
1,385.00 |
153.25 |
10.9% |
27.00 |
1.9% |
15% |
False |
False |
787,329 |
| 60 |
1,569.00 |
1,385.00 |
184.00 |
13.1% |
27.00 |
1.9% |
12% |
False |
False |
525,747 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,523.50 |
|
2.618 |
1,485.25 |
|
1.618 |
1,461.75 |
|
1.000 |
1,447.25 |
|
0.618 |
1,438.25 |
|
HIGH |
1,423.75 |
|
0.618 |
1,414.75 |
|
0.500 |
1,412.00 |
|
0.382 |
1,409.25 |
|
LOW |
1,400.25 |
|
0.618 |
1,385.75 |
|
1.000 |
1,376.75 |
|
1.618 |
1,362.25 |
|
2.618 |
1,338.75 |
|
4.250 |
1,300.50 |
|
|
| Fisher Pivots for day following 11-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,412.00 |
1,410.50 |
| PP |
1,410.50 |
1,409.75 |
| S1 |
1,409.25 |
1,408.75 |
|