| Trading Metrics calculated at close of trading on 03-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2008 |
03-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
6,449.0 |
6,422.0 |
-27.0 |
-0.4% |
6,482.0 |
| High |
6,529.5 |
6,509.5 |
-20.0 |
-0.3% |
6,532.5 |
| Low |
6,405.0 |
6,404.5 |
-0.5 |
0.0% |
6,451.5 |
| Close |
6,434.5 |
6,491.5 |
57.0 |
0.9% |
6,505.5 |
| Range |
124.5 |
105.0 |
-19.5 |
-15.7% |
81.0 |
| ATR |
100.4 |
100.7 |
0.3 |
0.3% |
0.0 |
| Volume |
18,257 |
82,918 |
64,661 |
354.2% |
142,133 |
|
| Daily Pivots for day following 03-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,783.5 |
6,742.5 |
6,549.0 |
|
| R3 |
6,678.5 |
6,637.5 |
6,520.5 |
|
| R2 |
6,573.5 |
6,573.5 |
6,511.0 |
|
| R1 |
6,532.5 |
6,532.5 |
6,501.0 |
6,553.0 |
| PP |
6,468.5 |
6,468.5 |
6,468.5 |
6,479.0 |
| S1 |
6,427.5 |
6,427.5 |
6,482.0 |
6,448.0 |
| S2 |
6,363.5 |
6,363.5 |
6,472.0 |
|
| S3 |
6,258.5 |
6,322.5 |
6,462.5 |
|
| S4 |
6,153.5 |
6,217.5 |
6,434.0 |
|
|
| 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 |
6,404.5 |
128.0 |
2.0% |
75.0 |
1.2% |
68% |
False |
True |
38,085 |
| 10 |
6,532.5 |
6,261.0 |
271.5 |
4.2% |
74.0 |
1.1% |
85% |
False |
False |
85,769 |
| 20 |
6,640.0 |
6,261.0 |
379.0 |
5.8% |
91.0 |
1.4% |
61% |
False |
False |
50,051 |
| 40 |
6,640.0 |
6,069.0 |
571.0 |
8.8% |
99.5 |
1.5% |
74% |
False |
False |
25,296 |
| 60 |
6,821.5 |
6,069.0 |
752.5 |
11.6% |
89.0 |
1.4% |
56% |
False |
False |
16,904 |
| 80 |
6,821.5 |
6,069.0 |
752.5 |
11.6% |
75.0 |
1.2% |
56% |
False |
False |
12,695 |
| 100 |
6,821.5 |
5,903.0 |
918.5 |
14.1% |
67.5 |
1.0% |
64% |
False |
False |
10,171 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,956.0 |
|
2.618 |
6,784.5 |
|
1.618 |
6,679.5 |
|
1.000 |
6,614.5 |
|
0.618 |
6,574.5 |
|
HIGH |
6,509.5 |
|
0.618 |
6,469.5 |
|
0.500 |
6,457.0 |
|
0.382 |
6,444.5 |
|
LOW |
6,404.5 |
|
0.618 |
6,339.5 |
|
1.000 |
6,299.5 |
|
1.618 |
6,234.5 |
|
2.618 |
6,129.5 |
|
4.250 |
5,958.0 |
|
|
| Fisher Pivots for day following 03-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,480.0 |
6,483.5 |
| PP |
6,468.5 |
6,475.0 |
| S1 |
6,457.0 |
6,467.0 |
|