| Trading Metrics calculated at close of trading on 24-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2008 |
24-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
1,311.75 |
1,342.25 |
30.50 |
2.3% |
1,408.50 |
| High |
1,344.50 |
1,357.25 |
12.75 |
0.9% |
1,424.50 |
| Low |
1,261.00 |
1,333.25 |
72.25 |
5.7% |
1,315.75 |
| Close |
1,341.50 |
1,352.25 |
10.75 |
0.8% |
1,325.25 |
| Range |
83.50 |
24.00 |
-59.50 |
-71.3% |
108.75 |
| ATR |
37.75 |
36.77 |
-0.98 |
-2.6% |
0.00 |
| Volume |
4,734,875 |
4,119,794 |
-615,081 |
-13.0% |
12,712,118 |
|
| Daily Pivots for day following 24-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,419.50 |
1,410.00 |
1,365.50 |
|
| R3 |
1,395.50 |
1,386.00 |
1,358.75 |
|
| R2 |
1,371.50 |
1,371.50 |
1,356.75 |
|
| R1 |
1,362.00 |
1,362.00 |
1,354.50 |
1,366.75 |
| PP |
1,347.50 |
1,347.50 |
1,347.50 |
1,350.00 |
| S1 |
1,338.00 |
1,338.00 |
1,350.00 |
1,342.75 |
| S2 |
1,323.50 |
1,323.50 |
1,347.75 |
|
| S3 |
1,299.50 |
1,314.00 |
1,345.75 |
|
| S4 |
1,275.50 |
1,290.00 |
1,339.00 |
|
|
| Weekly Pivots for week ending 18-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,681.50 |
1,612.00 |
1,385.00 |
|
| R3 |
1,572.75 |
1,503.25 |
1,355.25 |
|
| R2 |
1,464.00 |
1,464.00 |
1,345.25 |
|
| R1 |
1,394.50 |
1,394.50 |
1,335.25 |
1,375.00 |
| PP |
1,355.25 |
1,355.25 |
1,355.25 |
1,345.25 |
| S1 |
1,285.75 |
1,285.75 |
1,315.25 |
1,266.00 |
| S2 |
1,246.50 |
1,246.50 |
1,305.25 |
|
| S3 |
1,137.75 |
1,177.00 |
1,295.25 |
|
| S4 |
1,029.00 |
1,068.25 |
1,265.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,389.25 |
1,255.50 |
133.75 |
9.9% |
56.75 |
4.2% |
72% |
False |
False |
3,740,167 |
| 10 |
1,436.25 |
1,255.50 |
180.75 |
13.4% |
43.50 |
3.2% |
54% |
False |
False |
3,033,499 |
| 20 |
1,511.00 |
1,255.50 |
255.50 |
18.9% |
35.25 |
2.6% |
38% |
False |
False |
2,187,268 |
| 40 |
1,538.25 |
1,255.50 |
282.75 |
20.9% |
30.50 |
2.3% |
34% |
False |
False |
1,405,535 |
| 60 |
1,569.00 |
1,255.50 |
313.50 |
23.2% |
30.25 |
2.2% |
31% |
False |
False |
938,626 |
| 80 |
1,598.50 |
1,255.50 |
343.00 |
25.4% |
27.50 |
2.0% |
28% |
False |
False |
704,354 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,459.25 |
|
2.618 |
1,420.00 |
|
1.618 |
1,396.00 |
|
1.000 |
1,381.25 |
|
0.618 |
1,372.00 |
|
HIGH |
1,357.25 |
|
0.618 |
1,348.00 |
|
0.500 |
1,345.25 |
|
0.382 |
1,342.50 |
|
LOW |
1,333.25 |
|
0.618 |
1,318.50 |
|
1.000 |
1,309.25 |
|
1.618 |
1,294.50 |
|
2.618 |
1,270.50 |
|
4.250 |
1,231.25 |
|
|
| Fisher Pivots for day following 24-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,350.00 |
1,337.00 |
| PP |
1,347.50 |
1,321.75 |
| S1 |
1,345.25 |
1,306.50 |
|