| Trading Metrics calculated at close of trading on 10-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2008 |
10-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
6,306.0 |
6,285.5 |
-20.5 |
-0.3% |
6,485.0 |
| High |
6,309.5 |
6,314.5 |
5.0 |
0.1% |
6,547.0 |
| Low |
6,240.5 |
6,201.5 |
-39.0 |
-0.6% |
6,340.0 |
| Close |
6,282.5 |
6,235.0 |
-47.5 |
-0.8% |
6,351.0 |
| Range |
69.0 |
113.0 |
44.0 |
63.8% |
207.0 |
| ATR |
105.9 |
106.4 |
0.5 |
0.5% |
0.0 |
| Volume |
106,013 |
136,923 |
30,910 |
29.2% |
248,523 |
|
| Daily Pivots for day following 10-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,589.5 |
6,525.0 |
6,297.0 |
|
| R3 |
6,476.5 |
6,412.0 |
6,266.0 |
|
| R2 |
6,363.5 |
6,363.5 |
6,255.5 |
|
| R1 |
6,299.0 |
6,299.0 |
6,245.5 |
6,275.0 |
| PP |
6,250.5 |
6,250.5 |
6,250.5 |
6,238.0 |
| S1 |
6,186.0 |
6,186.0 |
6,224.5 |
6,162.0 |
| S2 |
6,137.5 |
6,137.5 |
6,214.5 |
|
| S3 |
6,024.5 |
6,073.0 |
6,204.0 |
|
| S4 |
5,911.5 |
5,960.0 |
6,173.0 |
|
|
| Weekly Pivots for week ending 04-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,033.5 |
6,899.5 |
6,465.0 |
|
| R3 |
6,826.5 |
6,692.5 |
6,408.0 |
|
| R2 |
6,619.5 |
6,619.5 |
6,389.0 |
|
| R1 |
6,485.5 |
6,485.5 |
6,370.0 |
6,449.0 |
| PP |
6,412.5 |
6,412.5 |
6,412.5 |
6,394.5 |
| S1 |
6,278.5 |
6,278.5 |
6,332.0 |
6,242.0 |
| S2 |
6,205.5 |
6,205.5 |
6,313.0 |
|
| S3 |
5,998.5 |
6,071.5 |
6,294.0 |
|
| S4 |
5,791.5 |
5,864.5 |
6,237.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,547.0 |
6,201.5 |
345.5 |
5.5% |
113.0 |
1.8% |
10% |
False |
True |
124,350 |
| 10 |
6,547.0 |
6,201.5 |
345.5 |
5.5% |
94.0 |
1.5% |
10% |
False |
True |
81,217 |
| 20 |
6,640.0 |
6,201.5 |
438.5 |
7.0% |
93.0 |
1.5% |
8% |
False |
True |
79,945 |
| 40 |
6,640.0 |
6,069.0 |
571.0 |
9.2% |
100.5 |
1.6% |
29% |
False |
False |
40,798 |
| 60 |
6,776.0 |
6,069.0 |
707.0 |
11.3% |
92.0 |
1.5% |
23% |
False |
False |
27,262 |
| 80 |
6,821.5 |
6,069.0 |
752.5 |
12.1% |
81.0 |
1.3% |
22% |
False |
False |
20,467 |
| 100 |
6,821.5 |
6,069.0 |
752.5 |
12.1% |
69.0 |
1.1% |
22% |
False |
False |
16,387 |
| 120 |
6,821.5 |
5,903.0 |
918.5 |
14.7% |
62.5 |
1.0% |
36% |
False |
False |
13,657 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,795.0 |
|
2.618 |
6,610.5 |
|
1.618 |
6,497.5 |
|
1.000 |
6,427.5 |
|
0.618 |
6,384.5 |
|
HIGH |
6,314.5 |
|
0.618 |
6,271.5 |
|
0.500 |
6,258.0 |
|
0.382 |
6,244.5 |
|
LOW |
6,201.5 |
|
0.618 |
6,131.5 |
|
1.000 |
6,088.5 |
|
1.618 |
6,018.5 |
|
2.618 |
5,905.5 |
|
4.250 |
5,721.0 |
|
|
| Fisher Pivots for day following 10-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,258.0 |
6,303.5 |
| PP |
6,250.5 |
6,280.5 |
| S1 |
6,242.5 |
6,258.0 |
|