| Trading Metrics calculated at close of trading on 30-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2008 |
30-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
5,853.0 |
5,782.0 |
-71.0 |
-1.2% |
5,700.0 |
| High |
5,869.0 |
5,831.0 |
-38.0 |
-0.6% |
5,889.0 |
| Low |
5,679.0 |
5,579.0 |
-100.0 |
-1.8% |
5,183.0 |
| Close |
5,721.0 |
5,588.0 |
-133.0 |
-2.3% |
5,884.0 |
| Range |
190.0 |
252.0 |
62.0 |
32.6% |
706.0 |
| ATR |
165.5 |
171.7 |
6.2 |
3.7% |
0.0 |
| Volume |
33,688 |
32,421 |
-1,267 |
-3.8% |
222,569 |
|
| Daily Pivots for day following 30-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,422.0 |
6,257.0 |
5,726.6 |
|
| R3 |
6,170.0 |
6,005.0 |
5,657.3 |
|
| R2 |
5,918.0 |
5,918.0 |
5,634.2 |
|
| R1 |
5,753.0 |
5,753.0 |
5,611.1 |
5,709.5 |
| PP |
5,666.0 |
5,666.0 |
5,666.0 |
5,644.3 |
| S1 |
5,501.0 |
5,501.0 |
5,564.9 |
5,457.5 |
| S2 |
5,414.0 |
5,414.0 |
5,541.8 |
|
| S3 |
5,162.0 |
5,249.0 |
5,518.7 |
|
| S4 |
4,910.0 |
4,997.0 |
5,449.4 |
|
|
| Weekly Pivots for week ending 25-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,770.0 |
7,533.0 |
6,272.3 |
|
| R3 |
7,064.0 |
6,827.0 |
6,078.2 |
|
| R2 |
6,358.0 |
6,358.0 |
6,013.4 |
|
| R1 |
6,121.0 |
6,121.0 |
5,948.7 |
6,239.5 |
| PP |
5,652.0 |
5,652.0 |
5,652.0 |
5,711.3 |
| S1 |
5,415.0 |
5,415.0 |
5,819.3 |
5,533.5 |
| S2 |
4,946.0 |
4,946.0 |
5,754.6 |
|
| S3 |
4,240.0 |
4,709.0 |
5,689.9 |
|
| S4 |
3,534.0 |
4,003.0 |
5,495.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,889.0 |
5,361.0 |
528.0 |
9.4% |
195.2 |
3.5% |
43% |
False |
False |
37,752 |
| 10 |
5,889.0 |
5,183.0 |
706.0 |
12.6% |
169.3 |
3.0% |
57% |
False |
False |
39,004 |
| 20 |
6,411.0 |
5,183.0 |
1,228.0 |
22.0% |
128.0 |
2.3% |
33% |
False |
False |
30,403 |
| 40 |
6,725.0 |
5,183.0 |
1,542.0 |
27.6% |
99.4 |
1.8% |
26% |
False |
False |
23,580 |
| 60 |
6,769.0 |
5,183.0 |
1,586.0 |
28.4% |
77.5 |
1.4% |
26% |
False |
False |
15,770 |
| 80 |
6,869.0 |
5,183.0 |
1,686.0 |
30.2% |
63.7 |
1.1% |
24% |
False |
False |
11,847 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,902.0 |
|
2.618 |
6,490.7 |
|
1.618 |
6,238.7 |
|
1.000 |
6,083.0 |
|
0.618 |
5,986.7 |
|
HIGH |
5,831.0 |
|
0.618 |
5,734.7 |
|
0.500 |
5,705.0 |
|
0.382 |
5,675.3 |
|
LOW |
5,579.0 |
|
0.618 |
5,423.3 |
|
1.000 |
5,327.0 |
|
1.618 |
5,171.3 |
|
2.618 |
4,919.3 |
|
4.250 |
4,508.0 |
|
|
| Fisher Pivots for day following 30-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
5,705.0 |
5,734.0 |
| PP |
5,666.0 |
5,685.3 |
| S1 |
5,627.0 |
5,636.7 |
|