| Trading Metrics calculated at close of trading on 03-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2008 |
03-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
8,105.5 |
8,035.5 |
-70.0 |
-0.9% |
8,019.5 |
| High |
8,180.5 |
8,045.0 |
-135.5 |
-1.7% |
8,253.0 |
| Low |
7,972.5 |
7,930.0 |
-42.5 |
-0.5% |
8,015.0 |
| Close |
8,028.5 |
7,977.5 |
-51.0 |
-0.6% |
8,144.5 |
| Range |
208.0 |
115.0 |
-93.0 |
-44.7% |
238.0 |
| ATR |
131.3 |
130.2 |
-1.2 |
-0.9% |
0.0 |
| Volume |
134,934 |
135,668 |
734 |
0.5% |
90,270 |
|
| Daily Pivots for day following 03-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,329.2 |
8,268.3 |
8,040.8 |
|
| R3 |
8,214.2 |
8,153.3 |
8,009.1 |
|
| R2 |
8,099.2 |
8,099.2 |
7,998.6 |
|
| R1 |
8,038.3 |
8,038.3 |
7,988.0 |
8,011.3 |
| PP |
7,984.2 |
7,984.2 |
7,984.2 |
7,970.6 |
| S1 |
7,923.3 |
7,923.3 |
7,967.0 |
7,896.3 |
| S2 |
7,869.2 |
7,869.2 |
7,956.4 |
|
| S3 |
7,754.2 |
7,808.3 |
7,945.9 |
|
| S4 |
7,639.2 |
7,693.3 |
7,914.3 |
|
|
| Weekly Pivots for week ending 28-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,851.5 |
8,736.0 |
8,275.4 |
|
| R3 |
8,613.5 |
8,498.0 |
8,210.0 |
|
| R2 |
8,375.5 |
8,375.5 |
8,188.1 |
|
| R1 |
8,260.0 |
8,260.0 |
8,166.3 |
8,317.8 |
| PP |
8,137.5 |
8,137.5 |
8,137.5 |
8,166.4 |
| S1 |
8,022.0 |
8,022.0 |
8,122.7 |
8,079.8 |
| S2 |
7,899.5 |
7,899.5 |
8,100.9 |
|
| S3 |
7,661.5 |
7,784.0 |
8,079.1 |
|
| S4 |
7,423.5 |
7,546.0 |
8,013.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,253.0 |
7,930.0 |
323.0 |
4.0% |
134.6 |
1.7% |
15% |
False |
True |
72,174 |
| 10 |
8,253.0 |
7,868.0 |
385.0 |
4.8% |
122.9 |
1.5% |
28% |
False |
False |
69,684 |
| 20 |
8,253.0 |
7,862.5 |
390.5 |
4.9% |
119.8 |
1.5% |
29% |
False |
False |
39,151 |
| 40 |
8,253.0 |
7,553.5 |
699.5 |
8.8% |
120.0 |
1.5% |
61% |
False |
False |
20,007 |
| 60 |
8,253.0 |
7,553.5 |
699.5 |
8.8% |
107.5 |
1.3% |
61% |
False |
False |
13,525 |
| 80 |
8,253.0 |
7,553.5 |
699.5 |
8.8% |
98.2 |
1.2% |
61% |
False |
False |
10,594 |
| 100 |
8,253.0 |
7,398.0 |
855.0 |
10.7% |
101.1 |
1.3% |
68% |
False |
False |
8,505 |
| 120 |
8,315.0 |
7,398.0 |
917.0 |
11.5% |
102.1 |
1.3% |
63% |
False |
False |
7,113 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,533.8 |
|
2.618 |
8,346.1 |
|
1.618 |
8,231.1 |
|
1.000 |
8,160.0 |
|
0.618 |
8,116.1 |
|
HIGH |
8,045.0 |
|
0.618 |
8,001.1 |
|
0.500 |
7,987.5 |
|
0.382 |
7,973.9 |
|
LOW |
7,930.0 |
|
0.618 |
7,858.9 |
|
1.000 |
7,815.0 |
|
1.618 |
7,743.9 |
|
2.618 |
7,628.9 |
|
4.250 |
7,441.3 |
|
|
| Fisher Pivots for day following 03-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
7,987.5 |
8,055.3 |
| PP |
7,984.2 |
8,029.3 |
| S1 |
7,980.8 |
8,003.4 |
|