| Trading Metrics calculated at close of trading on 09-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2008 |
09-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
6,189.0 |
6,084.0 |
-105.0 |
-1.7% |
6,366.0 |
| High |
6,210.0 |
6,106.0 |
-104.0 |
-1.7% |
6,411.0 |
| Low |
6,125.0 |
6,042.0 |
-83.0 |
-1.4% |
6,260.0 |
| Close |
6,163.0 |
6,076.0 |
-87.0 |
-1.4% |
6,342.0 |
| Range |
85.0 |
64.0 |
-21.0 |
-24.7% |
151.0 |
| ATR |
93.1 |
95.1 |
2.0 |
2.1% |
0.0 |
| Volume |
23,287 |
26,749 |
3,462 |
14.9% |
63,069 |
|
| Daily Pivots for day following 09-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,266.7 |
6,235.3 |
6,111.2 |
|
| R3 |
6,202.7 |
6,171.3 |
6,093.6 |
|
| R2 |
6,138.7 |
6,138.7 |
6,087.7 |
|
| R1 |
6,107.3 |
6,107.3 |
6,081.9 |
6,091.0 |
| PP |
6,074.7 |
6,074.7 |
6,074.7 |
6,066.5 |
| S1 |
6,043.3 |
6,043.3 |
6,070.1 |
6,027.0 |
| S2 |
6,010.7 |
6,010.7 |
6,064.3 |
|
| S3 |
5,946.7 |
5,979.3 |
6,058.4 |
|
| S4 |
5,882.7 |
5,915.3 |
6,040.8 |
|
|
| Weekly Pivots for week ending 04-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,790.7 |
6,717.3 |
6,425.1 |
|
| R3 |
6,639.7 |
6,566.3 |
6,383.5 |
|
| R2 |
6,488.7 |
6,488.7 |
6,369.7 |
|
| R1 |
6,415.3 |
6,415.3 |
6,355.8 |
6,376.5 |
| PP |
6,337.7 |
6,337.7 |
6,337.7 |
6,318.3 |
| S1 |
6,264.3 |
6,264.3 |
6,328.2 |
6,225.5 |
| S2 |
6,186.7 |
6,186.7 |
6,314.3 |
|
| S3 |
6,035.7 |
6,113.3 |
6,300.5 |
|
| S4 |
5,884.7 |
5,962.3 |
6,259.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,365.0 |
6,042.0 |
323.0 |
5.3% |
73.4 |
1.2% |
11% |
False |
True |
21,755 |
| 10 |
6,411.0 |
6,042.0 |
369.0 |
6.1% |
70.8 |
1.2% |
9% |
False |
True |
15,984 |
| 20 |
6,725.0 |
6,042.0 |
683.0 |
11.2% |
82.8 |
1.4% |
5% |
False |
True |
22,791 |
| 40 |
6,725.0 |
6,042.0 |
683.0 |
11.2% |
57.7 |
0.9% |
5% |
False |
True |
11,489 |
| 60 |
6,869.0 |
6,042.0 |
827.0 |
13.6% |
49.5 |
0.8% |
4% |
False |
True |
7,690 |
| 80 |
6,869.0 |
6,042.0 |
827.0 |
13.6% |
39.5 |
0.6% |
4% |
False |
True |
5,773 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,378.0 |
|
2.618 |
6,273.6 |
|
1.618 |
6,209.6 |
|
1.000 |
6,170.0 |
|
0.618 |
6,145.6 |
|
HIGH |
6,106.0 |
|
0.618 |
6,081.6 |
|
0.500 |
6,074.0 |
|
0.382 |
6,066.4 |
|
LOW |
6,042.0 |
|
0.618 |
6,002.4 |
|
1.000 |
5,978.0 |
|
1.618 |
5,938.4 |
|
2.618 |
5,874.4 |
|
4.250 |
5,770.0 |
|
|
| Fisher Pivots for day following 09-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,075.3 |
6,136.5 |
| PP |
6,074.7 |
6,116.3 |
| S1 |
6,074.0 |
6,096.2 |
|