| Trading Metrics calculated at close of trading on 31-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2008 |
31-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
5,782.0 |
5,535.0 |
-247.0 |
-4.3% |
5,700.0 |
| High |
5,831.0 |
5,648.0 |
-183.0 |
-3.1% |
5,889.0 |
| Low |
5,579.0 |
5,426.0 |
-153.0 |
-2.7% |
5,183.0 |
| Close |
5,588.0 |
5,625.0 |
37.0 |
0.7% |
5,884.0 |
| Range |
252.0 |
222.0 |
-30.0 |
-11.9% |
706.0 |
| ATR |
171.7 |
175.3 |
3.6 |
2.1% |
0.0 |
| Volume |
32,421 |
52,043 |
19,622 |
60.5% |
222,569 |
|
| Daily Pivots for day following 31-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,232.3 |
6,150.7 |
5,747.1 |
|
| R3 |
6,010.3 |
5,928.7 |
5,686.1 |
|
| R2 |
5,788.3 |
5,788.3 |
5,665.7 |
|
| R1 |
5,706.7 |
5,706.7 |
5,645.4 |
5,747.5 |
| PP |
5,566.3 |
5,566.3 |
5,566.3 |
5,586.8 |
| S1 |
5,484.7 |
5,484.7 |
5,604.7 |
5,525.5 |
| S2 |
5,344.3 |
5,344.3 |
5,584.3 |
|
| S3 |
5,122.3 |
5,262.7 |
5,564.0 |
|
| S4 |
4,900.3 |
5,040.7 |
5,502.9 |
|
|
| 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 |
5,426.0 |
463.0 |
8.2% |
206.2 |
3.7% |
43% |
False |
True |
37,234 |
| 10 |
5,889.0 |
5,183.0 |
706.0 |
12.6% |
184.5 |
3.3% |
63% |
False |
False |
40,340 |
| 20 |
6,365.0 |
5,183.0 |
1,182.0 |
21.0% |
134.8 |
2.4% |
37% |
False |
False |
32,357 |
| 40 |
6,725.0 |
5,183.0 |
1,542.0 |
27.4% |
103.7 |
1.8% |
29% |
False |
False |
24,878 |
| 60 |
6,757.0 |
5,183.0 |
1,574.0 |
28.0% |
81.2 |
1.4% |
28% |
False |
False |
16,637 |
| 80 |
6,869.0 |
5,183.0 |
1,686.0 |
30.0% |
66.4 |
1.2% |
26% |
False |
False |
12,497 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,591.5 |
|
2.618 |
6,229.2 |
|
1.618 |
6,007.2 |
|
1.000 |
5,870.0 |
|
0.618 |
5,785.2 |
|
HIGH |
5,648.0 |
|
0.618 |
5,563.2 |
|
0.500 |
5,537.0 |
|
0.382 |
5,510.8 |
|
LOW |
5,426.0 |
|
0.618 |
5,288.8 |
|
1.000 |
5,204.0 |
|
1.618 |
5,066.8 |
|
2.618 |
4,844.8 |
|
4.250 |
4,482.5 |
|
|
| Fisher Pivots for day following 31-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
5,595.7 |
5,647.5 |
| PP |
5,566.3 |
5,640.0 |
| S1 |
5,537.0 |
5,632.5 |
|