| Trading Metrics calculated at close of trading on 02-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2007 |
02-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
6,485.0 |
6,449.0 |
-36.0 |
-0.6% |
6,482.0 |
| High |
6,487.5 |
6,529.5 |
42.0 |
0.6% |
6,532.5 |
| Low |
6,447.5 |
6,405.0 |
-42.5 |
-0.7% |
6,451.5 |
| Close |
6,455.0 |
6,434.5 |
-20.5 |
-0.3% |
6,505.5 |
| Range |
40.0 |
124.5 |
84.5 |
211.3% |
81.0 |
| ATR |
98.6 |
100.4 |
1.9 |
1.9% |
0.0 |
| Volume |
42,151 |
18,257 |
-23,894 |
-56.7% |
142,133 |
|
| Daily Pivots for day following 02-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,830.0 |
6,756.5 |
6,503.0 |
|
| R3 |
6,705.5 |
6,632.0 |
6,468.5 |
|
| R2 |
6,581.0 |
6,581.0 |
6,457.5 |
|
| R1 |
6,507.5 |
6,507.5 |
6,446.0 |
6,482.0 |
| PP |
6,456.5 |
6,456.5 |
6,456.5 |
6,443.5 |
| S1 |
6,383.0 |
6,383.0 |
6,423.0 |
6,357.5 |
| S2 |
6,332.0 |
6,332.0 |
6,411.5 |
|
| S3 |
6,207.5 |
6,258.5 |
6,400.5 |
|
| S4 |
6,083.0 |
6,134.0 |
6,366.0 |
|
|
| Weekly Pivots for week ending 28-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,739.5 |
6,703.5 |
6,550.0 |
|
| R3 |
6,658.5 |
6,622.5 |
6,528.0 |
|
| R2 |
6,577.5 |
6,577.5 |
6,520.5 |
|
| R1 |
6,541.5 |
6,541.5 |
6,513.0 |
6,559.5 |
| PP |
6,496.5 |
6,496.5 |
6,496.5 |
6,505.5 |
| S1 |
6,460.5 |
6,460.5 |
6,498.0 |
6,478.5 |
| S2 |
6,415.5 |
6,415.5 |
6,490.5 |
|
| S3 |
6,334.5 |
6,379.5 |
6,483.0 |
|
| S4 |
6,253.5 |
6,298.5 |
6,461.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,532.5 |
6,405.0 |
127.5 |
2.0% |
62.5 |
1.0% |
23% |
False |
True |
40,508 |
| 10 |
6,532.5 |
6,261.0 |
271.5 |
4.2% |
71.0 |
1.1% |
64% |
False |
False |
81,766 |
| 20 |
6,640.0 |
6,261.0 |
379.0 |
5.9% |
88.5 |
1.4% |
46% |
False |
False |
45,918 |
| 40 |
6,640.0 |
6,069.0 |
571.0 |
8.9% |
98.5 |
1.5% |
64% |
False |
False |
23,233 |
| 60 |
6,821.5 |
6,069.0 |
752.5 |
11.7% |
88.0 |
1.4% |
49% |
False |
False |
15,522 |
| 80 |
6,821.5 |
6,069.0 |
752.5 |
11.7% |
74.5 |
1.2% |
49% |
False |
False |
11,659 |
| 100 |
6,821.5 |
5,903.0 |
918.5 |
14.3% |
66.5 |
1.0% |
58% |
False |
False |
9,342 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,058.5 |
|
2.618 |
6,855.5 |
|
1.618 |
6,731.0 |
|
1.000 |
6,654.0 |
|
0.618 |
6,606.5 |
|
HIGH |
6,529.5 |
|
0.618 |
6,482.0 |
|
0.500 |
6,467.0 |
|
0.382 |
6,452.5 |
|
LOW |
6,405.0 |
|
0.618 |
6,328.0 |
|
1.000 |
6,280.5 |
|
1.618 |
6,203.5 |
|
2.618 |
6,079.0 |
|
4.250 |
5,876.0 |
|
|
| Fisher Pivots for day following 02-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,467.0 |
6,467.0 |
| PP |
6,456.5 |
6,456.5 |
| S1 |
6,445.5 |
6,445.5 |
|