| Trading Metrics calculated at close of trading on 10-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2008 |
10-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
6,084.0 |
6,094.0 |
10.0 |
0.2% |
6,366.0 |
| High |
6,106.0 |
6,117.0 |
11.0 |
0.2% |
6,411.0 |
| Low |
6,042.0 |
6,055.0 |
13.0 |
0.2% |
6,260.0 |
| Close |
6,076.0 |
6,068.0 |
-8.0 |
-0.1% |
6,342.0 |
| Range |
64.0 |
62.0 |
-2.0 |
-3.1% |
151.0 |
| ATR |
95.1 |
92.7 |
-2.4 |
-2.5% |
0.0 |
| Volume |
26,749 |
20,170 |
-6,579 |
-24.6% |
63,069 |
|
| Daily Pivots for day following 10-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,266.0 |
6,229.0 |
6,102.1 |
|
| R3 |
6,204.0 |
6,167.0 |
6,085.1 |
|
| R2 |
6,142.0 |
6,142.0 |
6,079.4 |
|
| R1 |
6,105.0 |
6,105.0 |
6,073.7 |
6,092.5 |
| PP |
6,080.0 |
6,080.0 |
6,080.0 |
6,073.8 |
| S1 |
6,043.0 |
6,043.0 |
6,062.3 |
6,030.5 |
| S2 |
6,018.0 |
6,018.0 |
6,056.6 |
|
| S3 |
5,956.0 |
5,981.0 |
6,051.0 |
|
| S4 |
5,894.0 |
5,919.0 |
6,033.9 |
|
|
| 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% |
70.8 |
1.2% |
8% |
False |
False |
21,938 |
| 10 |
6,411.0 |
6,042.0 |
369.0 |
6.1% |
67.6 |
1.1% |
7% |
False |
False |
17,077 |
| 20 |
6,725.0 |
6,042.0 |
683.0 |
11.3% |
84.0 |
1.4% |
4% |
False |
False |
23,776 |
| 40 |
6,725.0 |
6,042.0 |
683.0 |
11.3% |
57.6 |
0.9% |
4% |
False |
False |
11,973 |
| 60 |
6,869.0 |
6,042.0 |
827.0 |
13.6% |
49.6 |
0.8% |
3% |
False |
False |
8,022 |
| 80 |
6,869.0 |
6,042.0 |
827.0 |
13.6% |
40.2 |
0.7% |
3% |
False |
False |
6,025 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,380.5 |
|
2.618 |
6,279.3 |
|
1.618 |
6,217.3 |
|
1.000 |
6,179.0 |
|
0.618 |
6,155.3 |
|
HIGH |
6,117.0 |
|
0.618 |
6,093.3 |
|
0.500 |
6,086.0 |
|
0.382 |
6,078.7 |
|
LOW |
6,055.0 |
|
0.618 |
6,016.7 |
|
1.000 |
5,993.0 |
|
1.618 |
5,954.7 |
|
2.618 |
5,892.7 |
|
4.250 |
5,791.5 |
|
|
| Fisher Pivots for day following 10-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,086.0 |
6,126.0 |
| PP |
6,080.0 |
6,106.7 |
| S1 |
6,074.0 |
6,087.3 |
|