| Trading Metrics calculated at close of trading on 11-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2008 |
11-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
6,094.0 |
6,101.0 |
7.0 |
0.1% |
6,218.0 |
| High |
6,117.0 |
6,109.0 |
-8.0 |
-0.1% |
6,231.0 |
| Low |
6,055.0 |
5,985.0 |
-70.0 |
-1.2% |
5,985.0 |
| Close |
6,068.0 |
6,003.0 |
-65.0 |
-1.1% |
6,003.0 |
| Range |
62.0 |
124.0 |
62.0 |
100.0% |
246.0 |
| ATR |
92.7 |
95.0 |
2.2 |
2.4% |
0.0 |
| Volume |
20,170 |
23,469 |
3,299 |
16.4% |
113,774 |
|
| Daily Pivots for day following 11-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,404.3 |
6,327.7 |
6,071.2 |
|
| R3 |
6,280.3 |
6,203.7 |
6,037.1 |
|
| R2 |
6,156.3 |
6,156.3 |
6,025.7 |
|
| R1 |
6,079.7 |
6,079.7 |
6,014.4 |
6,056.0 |
| PP |
6,032.3 |
6,032.3 |
6,032.3 |
6,020.5 |
| S1 |
5,955.7 |
5,955.7 |
5,991.6 |
5,932.0 |
| S2 |
5,908.3 |
5,908.3 |
5,980.3 |
|
| S3 |
5,784.3 |
5,831.7 |
5,968.9 |
|
| S4 |
5,660.3 |
5,707.7 |
5,934.8 |
|
|
| Weekly Pivots for week ending 11-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,811.0 |
6,653.0 |
6,138.3 |
|
| R3 |
6,565.0 |
6,407.0 |
6,070.7 |
|
| R2 |
6,319.0 |
6,319.0 |
6,048.1 |
|
| R1 |
6,161.0 |
6,161.0 |
6,025.6 |
6,117.0 |
| PP |
6,073.0 |
6,073.0 |
6,073.0 |
6,051.0 |
| S1 |
5,915.0 |
5,915.0 |
5,980.5 |
5,871.0 |
| S2 |
5,827.0 |
5,827.0 |
5,957.9 |
|
| S3 |
5,581.0 |
5,669.0 |
5,935.4 |
|
| S4 |
5,335.0 |
5,423.0 |
5,867.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,231.0 |
5,985.0 |
246.0 |
4.1% |
81.0 |
1.3% |
7% |
False |
True |
22,754 |
| 10 |
6,411.0 |
5,985.0 |
426.0 |
7.1% |
76.7 |
1.3% |
4% |
False |
True |
18,573 |
| 20 |
6,681.0 |
5,985.0 |
696.0 |
11.6% |
88.5 |
1.5% |
3% |
False |
True |
24,882 |
| 40 |
6,725.0 |
5,985.0 |
740.0 |
12.3% |
59.8 |
1.0% |
2% |
False |
True |
12,559 |
| 60 |
6,869.0 |
5,985.0 |
884.0 |
14.7% |
51.1 |
0.9% |
2% |
False |
True |
8,413 |
| 80 |
6,869.0 |
5,985.0 |
884.0 |
14.7% |
41.8 |
0.7% |
2% |
False |
True |
6,319 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,636.0 |
|
2.618 |
6,433.6 |
|
1.618 |
6,309.6 |
|
1.000 |
6,233.0 |
|
0.618 |
6,185.6 |
|
HIGH |
6,109.0 |
|
0.618 |
6,061.6 |
|
0.500 |
6,047.0 |
|
0.382 |
6,032.4 |
|
LOW |
5,985.0 |
|
0.618 |
5,908.4 |
|
1.000 |
5,861.0 |
|
1.618 |
5,784.4 |
|
2.618 |
5,660.4 |
|
4.250 |
5,458.0 |
|
|
| Fisher Pivots for day following 11-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,047.0 |
6,051.0 |
| PP |
6,032.3 |
6,035.0 |
| S1 |
6,017.7 |
6,019.0 |
|