| Trading Metrics calculated at close of trading on 21-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2008 |
21-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
5,612.0 |
5,700.0 |
88.0 |
1.6% |
5,962.0 |
| High |
5,771.0 |
5,722.0 |
-49.0 |
-0.8% |
6,043.0 |
| Low |
5,607.0 |
5,560.0 |
-47.0 |
-0.8% |
5,607.0 |
| Close |
5,763.0 |
5,595.0 |
-168.0 |
-2.9% |
5,763.0 |
| Range |
164.0 |
162.0 |
-2.0 |
-1.2% |
436.0 |
| ATR |
106.5 |
113.4 |
6.9 |
6.5% |
0.0 |
| Volume |
34,047 |
37,261 |
3,214 |
9.4% |
154,012 |
|
| Daily Pivots for day following 21-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,111.7 |
6,015.3 |
5,684.1 |
|
| R3 |
5,949.7 |
5,853.3 |
5,639.6 |
|
| R2 |
5,787.7 |
5,787.7 |
5,624.7 |
|
| R1 |
5,691.3 |
5,691.3 |
5,609.9 |
5,658.5 |
| PP |
5,625.7 |
5,625.7 |
5,625.7 |
5,609.3 |
| S1 |
5,529.3 |
5,529.3 |
5,580.2 |
5,496.5 |
| S2 |
5,463.7 |
5,463.7 |
5,565.3 |
|
| S3 |
5,301.7 |
5,367.3 |
5,550.5 |
|
| S4 |
5,139.7 |
5,205.3 |
5,505.9 |
|
|
| 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 |
5,560.0 |
483.0 |
8.6% |
117.0 |
2.1% |
7% |
False |
True |
33,502 |
| 10 |
6,210.0 |
5,560.0 |
650.0 |
11.6% |
103.5 |
1.8% |
5% |
False |
True |
28,494 |
| 20 |
6,411.0 |
5,560.0 |
851.0 |
15.2% |
90.1 |
1.6% |
4% |
False |
True |
22,012 |
| 40 |
6,725.0 |
5,560.0 |
1,165.0 |
20.8% |
75.2 |
1.3% |
3% |
False |
True |
17,323 |
| 60 |
6,869.0 |
5,560.0 |
1,309.0 |
23.4% |
58.2 |
1.0% |
3% |
False |
True |
11,593 |
| 80 |
6,869.0 |
5,560.0 |
1,309.0 |
23.4% |
48.9 |
0.9% |
3% |
False |
True |
8,708 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,410.5 |
|
2.618 |
6,146.1 |
|
1.618 |
5,984.1 |
|
1.000 |
5,884.0 |
|
0.618 |
5,822.1 |
|
HIGH |
5,722.0 |
|
0.618 |
5,660.1 |
|
0.500 |
5,641.0 |
|
0.382 |
5,621.9 |
|
LOW |
5,560.0 |
|
0.618 |
5,459.9 |
|
1.000 |
5,398.0 |
|
1.618 |
5,297.9 |
|
2.618 |
5,135.9 |
|
4.250 |
4,871.5 |
|
|
| Fisher Pivots for day following 21-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
5,641.0 |
5,707.0 |
| PP |
5,625.7 |
5,669.7 |
| S1 |
5,610.3 |
5,632.3 |
|