| Trading Metrics calculated at close of trading on 22-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2008 |
22-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
5,700.0 |
5,387.0 |
-313.0 |
-5.5% |
5,962.0 |
| High |
5,722.0 |
5,428.0 |
-294.0 |
-5.1% |
6,043.0 |
| Low |
5,560.0 |
5,183.0 |
-377.0 |
-6.8% |
5,607.0 |
| Close |
5,595.0 |
5,257.0 |
-338.0 |
-6.0% |
5,763.0 |
| Range |
162.0 |
245.0 |
83.0 |
51.2% |
436.0 |
| ATR |
113.4 |
134.7 |
21.3 |
18.8% |
0.0 |
| Volume |
37,261 |
62,656 |
25,395 |
68.2% |
154,012 |
|
| Daily Pivots for day following 22-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,024.3 |
5,885.7 |
5,391.8 |
|
| R3 |
5,779.3 |
5,640.7 |
5,324.4 |
|
| R2 |
5,534.3 |
5,534.3 |
5,301.9 |
|
| R1 |
5,395.7 |
5,395.7 |
5,279.5 |
5,342.5 |
| PP |
5,289.3 |
5,289.3 |
5,289.3 |
5,262.8 |
| S1 |
5,150.7 |
5,150.7 |
5,234.5 |
5,097.5 |
| S2 |
5,044.3 |
5,044.3 |
5,212.1 |
|
| S3 |
4,799.3 |
4,905.7 |
5,189.6 |
|
| S4 |
4,554.3 |
4,660.7 |
5,122.3 |
|
|
| 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 |
5,855.0 |
5,183.0 |
672.0 |
12.8% |
143.4 |
2.7% |
11% |
False |
True |
40,257 |
| 10 |
6,117.0 |
5,183.0 |
934.0 |
17.8% |
119.5 |
2.3% |
8% |
False |
True |
32,431 |
| 20 |
6,411.0 |
5,183.0 |
1,228.0 |
23.4% |
97.6 |
1.9% |
6% |
False |
True |
23,770 |
| 40 |
6,725.0 |
5,183.0 |
1,542.0 |
29.3% |
80.6 |
1.5% |
5% |
False |
True |
18,887 |
| 60 |
6,869.0 |
5,183.0 |
1,686.0 |
32.1% |
62.3 |
1.2% |
4% |
False |
True |
12,630 |
| 80 |
6,869.0 |
5,183.0 |
1,686.0 |
32.1% |
51.9 |
1.0% |
4% |
False |
True |
9,491 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,469.3 |
|
2.618 |
6,069.4 |
|
1.618 |
5,824.4 |
|
1.000 |
5,673.0 |
|
0.618 |
5,579.4 |
|
HIGH |
5,428.0 |
|
0.618 |
5,334.4 |
|
0.500 |
5,305.5 |
|
0.382 |
5,276.6 |
|
LOW |
5,183.0 |
|
0.618 |
5,031.6 |
|
1.000 |
4,938.0 |
|
1.618 |
4,786.6 |
|
2.618 |
4,541.6 |
|
4.250 |
4,141.8 |
|
|
| Fisher Pivots for day following 22-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
5,305.5 |
5,477.0 |
| PP |
5,289.3 |
5,403.7 |
| S1 |
5,273.2 |
5,330.3 |
|