| Trading Metrics calculated at close of trading on 23-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2008 |
23-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
5,387.0 |
5,471.0 |
84.0 |
1.6% |
5,962.0 |
| High |
5,428.0 |
5,528.0 |
100.0 |
1.8% |
6,043.0 |
| Low |
5,183.0 |
5,361.0 |
178.0 |
3.4% |
5,607.0 |
| Close |
5,257.0 |
5,378.0 |
121.0 |
2.3% |
5,763.0 |
| Range |
245.0 |
167.0 |
-78.0 |
-31.8% |
436.0 |
| ATR |
134.7 |
144.4 |
9.7 |
7.2% |
0.0 |
| Volume |
62,656 |
54,631 |
-8,025 |
-12.8% |
154,012 |
|
| Daily Pivots for day following 23-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,923.3 |
5,817.7 |
5,469.9 |
|
| R3 |
5,756.3 |
5,650.7 |
5,423.9 |
|
| R2 |
5,589.3 |
5,589.3 |
5,408.6 |
|
| R1 |
5,483.7 |
5,483.7 |
5,393.3 |
5,453.0 |
| PP |
5,422.3 |
5,422.3 |
5,422.3 |
5,407.0 |
| S1 |
5,316.7 |
5,316.7 |
5,362.7 |
5,286.0 |
| S2 |
5,255.3 |
5,255.3 |
5,347.4 |
|
| S3 |
5,088.3 |
5,149.7 |
5,332.1 |
|
| S4 |
4,921.3 |
4,982.7 |
5,286.2 |
|
|
| 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 |
5,854.0 |
5,183.0 |
671.0 |
12.5% |
162.8 |
3.0% |
29% |
False |
False |
43,445 |
| 10 |
6,117.0 |
5,183.0 |
934.0 |
17.4% |
129.8 |
2.4% |
21% |
False |
False |
35,219 |
| 20 |
6,411.0 |
5,183.0 |
1,228.0 |
22.8% |
100.3 |
1.9% |
16% |
False |
False |
25,602 |
| 40 |
6,725.0 |
5,183.0 |
1,542.0 |
28.7% |
84.8 |
1.6% |
13% |
False |
False |
20,253 |
| 60 |
6,869.0 |
5,183.0 |
1,686.0 |
31.3% |
64.2 |
1.2% |
12% |
False |
False |
13,540 |
| 80 |
6,869.0 |
5,183.0 |
1,686.0 |
31.3% |
54.0 |
1.0% |
12% |
False |
False |
10,172 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,237.8 |
|
2.618 |
5,965.2 |
|
1.618 |
5,798.2 |
|
1.000 |
5,695.0 |
|
0.618 |
5,631.2 |
|
HIGH |
5,528.0 |
|
0.618 |
5,464.2 |
|
0.500 |
5,444.5 |
|
0.382 |
5,424.8 |
|
LOW |
5,361.0 |
|
0.618 |
5,257.8 |
|
1.000 |
5,194.0 |
|
1.618 |
5,090.8 |
|
2.618 |
4,923.8 |
|
4.250 |
4,651.3 |
|
|
| Fisher Pivots for day following 23-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
5,444.5 |
5,452.5 |
| PP |
5,422.3 |
5,427.7 |
| S1 |
5,400.2 |
5,402.8 |
|