| 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 |
6,917.0 |
6,901.0 |
-16.0 |
-0.2% |
7,320.0 |
| High |
6,972.5 |
7,017.5 |
45.0 |
0.6% |
7,334.5 |
| Low |
6,857.0 |
6,861.5 |
4.5 |
0.1% |
6,448.5 |
| Close |
6,927.0 |
6,917.0 |
-10.0 |
-0.1% |
6,847.0 |
| Range |
115.5 |
156.0 |
40.5 |
35.1% |
886.0 |
| ATR |
221.6 |
217.0 |
-4.7 |
-2.1% |
0.0 |
| Volume |
174,923 |
169,246 |
-5,677 |
-3.2% |
919,511 |
|
| Daily Pivots for day following 30-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,400.0 |
7,314.5 |
7,002.8 |
|
| R3 |
7,244.0 |
7,158.5 |
6,959.9 |
|
| R2 |
7,088.0 |
7,088.0 |
6,945.6 |
|
| R1 |
7,002.5 |
7,002.5 |
6,931.3 |
7,045.3 |
| PP |
6,932.0 |
6,932.0 |
6,932.0 |
6,953.4 |
| S1 |
6,846.5 |
6,846.5 |
6,902.7 |
6,889.3 |
| S2 |
6,776.0 |
6,776.0 |
6,888.4 |
|
| S3 |
6,620.0 |
6,690.5 |
6,874.1 |
|
| S4 |
6,464.0 |
6,534.5 |
6,831.2 |
|
|
| Weekly Pivots for week ending 25-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,534.7 |
9,076.8 |
7,334.3 |
|
| R3 |
8,648.7 |
8,190.8 |
7,090.7 |
|
| R2 |
7,762.7 |
7,762.7 |
7,009.4 |
|
| R1 |
7,304.8 |
7,304.8 |
6,928.2 |
7,090.8 |
| PP |
6,876.7 |
6,876.7 |
6,876.7 |
6,769.6 |
| S1 |
6,418.8 |
6,418.8 |
6,765.8 |
6,204.8 |
| S2 |
5,990.7 |
5,990.7 |
6,684.6 |
|
| S3 |
5,104.7 |
5,532.8 |
6,603.4 |
|
| S4 |
4,218.7 |
4,646.8 |
6,359.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,047.5 |
6,608.0 |
439.5 |
6.4% |
213.6 |
3.1% |
70% |
False |
False |
214,970 |
| 10 |
7,608.0 |
6,448.5 |
1,159.5 |
16.8% |
307.4 |
4.4% |
40% |
False |
False |
203,837 |
| 20 |
8,045.0 |
6,448.5 |
1,596.5 |
23.1% |
214.4 |
3.1% |
29% |
False |
False |
195,932 |
| 40 |
8,253.0 |
6,448.5 |
1,804.5 |
26.1% |
165.7 |
2.4% |
26% |
False |
False |
114,172 |
| 60 |
8,253.0 |
6,448.5 |
1,804.5 |
26.1% |
150.7 |
2.2% |
26% |
False |
False |
76,391 |
| 80 |
8,253.0 |
6,448.5 |
1,804.5 |
26.1% |
133.3 |
1.9% |
26% |
False |
False |
57,433 |
| 100 |
8,253.0 |
6,448.5 |
1,804.5 |
26.1% |
121.0 |
1.7% |
26% |
False |
False |
46,306 |
| 120 |
8,253.0 |
6,448.5 |
1,804.5 |
26.1% |
119.5 |
1.7% |
26% |
False |
False |
38,612 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,680.5 |
|
2.618 |
7,425.9 |
|
1.618 |
7,269.9 |
|
1.000 |
7,173.5 |
|
0.618 |
7,113.9 |
|
HIGH |
7,017.5 |
|
0.618 |
6,957.9 |
|
0.500 |
6,939.5 |
|
0.382 |
6,921.1 |
|
LOW |
6,861.5 |
|
0.618 |
6,765.1 |
|
1.000 |
6,705.5 |
|
1.618 |
6,609.1 |
|
2.618 |
6,453.1 |
|
4.250 |
6,198.5 |
|
|
| Fisher Pivots for day following 30-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,939.5 |
6,882.3 |
| PP |
6,932.0 |
6,847.5 |
| S1 |
6,924.5 |
6,812.8 |
|