| Trading Metrics calculated at close of trading on 18-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2008 |
18-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
5,782.0 |
5,612.0 |
-170.0 |
-2.9% |
5,962.0 |
| High |
5,854.0 |
5,771.0 |
-83.0 |
-1.4% |
6,043.0 |
| Low |
5,778.0 |
5,607.0 |
-171.0 |
-3.0% |
5,607.0 |
| Close |
5,791.0 |
5,763.0 |
-28.0 |
-0.5% |
5,763.0 |
| Range |
76.0 |
164.0 |
88.0 |
115.8% |
436.0 |
| ATR |
100.5 |
106.5 |
6.0 |
5.9% |
0.0 |
| Volume |
28,633 |
34,047 |
5,414 |
18.9% |
154,012 |
|
| Daily Pivots for day following 18-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,205.7 |
6,148.3 |
5,853.2 |
|
| R3 |
6,041.7 |
5,984.3 |
5,808.1 |
|
| R2 |
5,877.7 |
5,877.7 |
5,793.1 |
|
| R1 |
5,820.3 |
5,820.3 |
5,778.0 |
5,849.0 |
| PP |
5,713.7 |
5,713.7 |
5,713.7 |
5,728.0 |
| S1 |
5,656.3 |
5,656.3 |
5,748.0 |
5,685.0 |
| S2 |
5,549.7 |
5,549.7 |
5,732.9 |
|
| S3 |
5,385.7 |
5,492.3 |
5,717.9 |
|
| S4 |
5,221.7 |
5,328.3 |
5,672.8 |
|
|
| Weekly Pivots for week ending 18-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,112.3 |
6,873.7 |
6,002.8 |
|
| R3 |
6,676.3 |
6,437.7 |
5,882.9 |
|
| R2 |
6,240.3 |
6,240.3 |
5,842.9 |
|
| R1 |
6,001.7 |
6,001.7 |
5,803.0 |
5,903.0 |
| PP |
5,804.3 |
5,804.3 |
5,804.3 |
5,755.0 |
| S1 |
5,565.7 |
5,565.7 |
5,723.0 |
5,467.0 |
| S2 |
5,368.3 |
5,368.3 |
5,683.1 |
|
| S3 |
4,932.3 |
5,129.7 |
5,643.1 |
|
| S4 |
4,496.3 |
4,693.7 |
5,523.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,043.0 |
5,607.0 |
436.0 |
7.6% |
107.6 |
1.9% |
36% |
False |
True |
30,802 |
| 10 |
6,231.0 |
5,607.0 |
624.0 |
10.8% |
94.3 |
1.6% |
25% |
False |
True |
26,778 |
| 20 |
6,411.0 |
5,607.0 |
804.0 |
14.0% |
85.9 |
1.5% |
19% |
False |
True |
22,748 |
| 40 |
6,725.0 |
5,607.0 |
1,118.0 |
19.4% |
72.5 |
1.3% |
14% |
False |
True |
16,394 |
| 60 |
6,869.0 |
5,607.0 |
1,262.0 |
21.9% |
56.6 |
1.0% |
12% |
False |
True |
10,973 |
| 80 |
6,869.0 |
5,607.0 |
1,262.0 |
21.9% |
46.8 |
0.8% |
12% |
False |
True |
8,242 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,468.0 |
|
2.618 |
6,200.4 |
|
1.618 |
6,036.4 |
|
1.000 |
5,935.0 |
|
0.618 |
5,872.4 |
|
HIGH |
5,771.0 |
|
0.618 |
5,708.4 |
|
0.500 |
5,689.0 |
|
0.382 |
5,669.6 |
|
LOW |
5,607.0 |
|
0.618 |
5,505.6 |
|
1.000 |
5,443.0 |
|
1.618 |
5,341.6 |
|
2.618 |
5,177.6 |
|
4.250 |
4,910.0 |
|
|
| Fisher Pivots for day following 18-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
5,738.3 |
5,752.3 |
| PP |
5,713.7 |
5,741.7 |
| S1 |
5,689.0 |
5,731.0 |
|