| Trading Metrics calculated at close of trading on 02-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2007 |
02-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
6,366.0 |
6,359.0 |
-7.0 |
-0.1% |
6,356.0 |
| High |
6,383.0 |
6,411.0 |
28.0 |
0.4% |
6,393.0 |
| Low |
6,335.0 |
6,325.0 |
-10.0 |
-0.2% |
6,295.0 |
| Close |
6,348.0 |
6,331.0 |
-17.0 |
-0.3% |
6,371.0 |
| Range |
48.0 |
86.0 |
38.0 |
79.2% |
98.0 |
| ATR |
89.4 |
89.1 |
-0.2 |
-0.3% |
0.0 |
| Volume |
11,455 |
12,971 |
1,516 |
13.2% |
26,637 |
|
| Daily Pivots for day following 02-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,613.7 |
6,558.3 |
6,378.3 |
|
| R3 |
6,527.7 |
6,472.3 |
6,354.7 |
|
| R2 |
6,441.7 |
6,441.7 |
6,346.8 |
|
| R1 |
6,386.3 |
6,386.3 |
6,338.9 |
6,371.0 |
| PP |
6,355.7 |
6,355.7 |
6,355.7 |
6,348.0 |
| S1 |
6,300.3 |
6,300.3 |
6,323.1 |
6,285.0 |
| S2 |
6,269.7 |
6,269.7 |
6,315.2 |
|
| S3 |
6,183.7 |
6,214.3 |
6,307.4 |
|
| S4 |
6,097.7 |
6,128.3 |
6,283.7 |
|
|
| Weekly Pivots for week ending 28-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,647.0 |
6,607.0 |
6,424.9 |
|
| R3 |
6,549.0 |
6,509.0 |
6,398.0 |
|
| R2 |
6,451.0 |
6,451.0 |
6,389.0 |
|
| R1 |
6,411.0 |
6,411.0 |
6,380.0 |
6,431.0 |
| PP |
6,353.0 |
6,353.0 |
6,353.0 |
6,363.0 |
| S1 |
6,313.0 |
6,313.0 |
6,362.0 |
6,333.0 |
| S2 |
6,255.0 |
6,255.0 |
6,353.0 |
|
| S3 |
6,157.0 |
6,215.0 |
6,344.1 |
|
| S4 |
6,059.0 |
6,117.0 |
6,317.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,411.0 |
6,295.0 |
116.0 |
1.8% |
68.2 |
1.1% |
31% |
True |
False |
10,212 |
| 10 |
6,455.0 |
6,115.0 |
340.0 |
5.4% |
95.4 |
1.5% |
64% |
False |
False |
32,241 |
| 20 |
6,725.0 |
6,115.0 |
610.0 |
9.6% |
72.6 |
1.1% |
35% |
False |
False |
17,399 |
| 40 |
6,757.0 |
6,115.0 |
642.0 |
10.1% |
54.4 |
0.9% |
34% |
False |
False |
8,777 |
| 60 |
6,869.0 |
6,115.0 |
754.0 |
11.9% |
43.6 |
0.7% |
29% |
False |
False |
5,877 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,776.5 |
|
2.618 |
6,636.1 |
|
1.618 |
6,550.1 |
|
1.000 |
6,497.0 |
|
0.618 |
6,464.1 |
|
HIGH |
6,411.0 |
|
0.618 |
6,378.1 |
|
0.500 |
6,368.0 |
|
0.382 |
6,357.9 |
|
LOW |
6,325.0 |
|
0.618 |
6,271.9 |
|
1.000 |
6,239.0 |
|
1.618 |
6,185.9 |
|
2.618 |
6,099.9 |
|
4.250 |
5,959.5 |
|
|
| Fisher Pivots for day following 02-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,368.0 |
6,353.0 |
| PP |
6,355.7 |
6,345.7 |
| S1 |
6,343.3 |
6,338.3 |
|