| Trading Metrics calculated at close of trading on 17-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2008 |
17-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
1,381.75 |
1,377.25 |
-4.50 |
-0.3% |
1,422.50 |
| High |
1,397.50 |
1,389.25 |
-8.25 |
-0.6% |
1,437.75 |
| Low |
1,368.50 |
1,334.00 |
-34.50 |
-2.5% |
1,385.00 |
| Close |
1,376.00 |
1,339.75 |
-36.25 |
-2.6% |
1,407.75 |
| Range |
29.00 |
55.25 |
26.25 |
90.5% |
52.75 |
| ATR |
28.02 |
29.97 |
1.94 |
6.9% |
0.00 |
| Volume |
2,438,444 |
3,222,442 |
783,998 |
32.2% |
13,087,315 |
|
| Daily Pivots for day following 17-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,520.00 |
1,485.25 |
1,370.25 |
|
| R3 |
1,464.75 |
1,430.00 |
1,355.00 |
|
| R2 |
1,409.50 |
1,409.50 |
1,350.00 |
|
| R1 |
1,374.75 |
1,374.75 |
1,344.75 |
1,364.50 |
| PP |
1,354.25 |
1,354.25 |
1,354.25 |
1,349.25 |
| S1 |
1,319.50 |
1,319.50 |
1,334.75 |
1,309.25 |
| S2 |
1,299.00 |
1,299.00 |
1,329.50 |
|
| S3 |
1,243.75 |
1,264.25 |
1,324.50 |
|
| S4 |
1,188.50 |
1,209.00 |
1,309.25 |
|
|
| 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 |
1,424.50 |
1,334.00 |
90.50 |
6.8% |
34.25 |
2.6% |
6% |
False |
True |
2,408,999 |
| 10 |
1,463.25 |
1,334.00 |
129.25 |
9.6% |
35.00 |
2.6% |
4% |
False |
True |
2,366,149 |
| 20 |
1,511.00 |
1,334.00 |
177.00 |
13.2% |
27.75 |
2.1% |
3% |
False |
True |
1,759,396 |
| 40 |
1,538.25 |
1,334.00 |
204.25 |
15.2% |
27.25 |
2.0% |
3% |
False |
True |
1,019,385 |
| 60 |
1,569.00 |
1,334.00 |
235.00 |
17.5% |
28.00 |
2.1% |
2% |
False |
True |
680,797 |
| 80 |
1,598.50 |
1,334.00 |
264.50 |
19.7% |
25.25 |
1.9% |
2% |
False |
True |
510,904 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,624.00 |
|
2.618 |
1,534.00 |
|
1.618 |
1,478.75 |
|
1.000 |
1,444.50 |
|
0.618 |
1,423.50 |
|
HIGH |
1,389.25 |
|
0.618 |
1,368.25 |
|
0.500 |
1,361.50 |
|
0.382 |
1,355.00 |
|
LOW |
1,334.00 |
|
0.618 |
1,299.75 |
|
1.000 |
1,278.75 |
|
1.618 |
1,244.50 |
|
2.618 |
1,189.25 |
|
4.250 |
1,099.25 |
|
|
| Fisher Pivots for day following 17-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,361.50 |
1,378.25 |
| PP |
1,354.25 |
1,365.50 |
| S1 |
1,347.00 |
1,352.50 |
|