| 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 |
2,125.00 |
2,111.25 |
-13.75 |
-0.6% |
2,131.00 |
| High |
2,127.50 |
2,117.00 |
-10.50 |
-0.5% |
2,165.00 |
| Low |
2,101.00 |
2,056.50 |
-44.50 |
-2.1% |
2,112.50 |
| Close |
2,104.75 |
2,070.00 |
-34.75 |
-1.7% |
2,125.00 |
| Range |
26.50 |
60.50 |
34.00 |
128.3% |
52.50 |
| ATR |
38.46 |
40.03 |
1.57 |
4.1% |
0.00 |
| Volume |
161,664 |
131,495 |
-30,169 |
-18.7% |
650,733 |
|
| Daily Pivots for day following 02-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,262.75 |
2,226.75 |
2,103.25 |
|
| R3 |
2,202.25 |
2,166.25 |
2,086.75 |
|
| R2 |
2,141.75 |
2,141.75 |
2,081.00 |
|
| R1 |
2,105.75 |
2,105.75 |
2,075.50 |
2,093.50 |
| PP |
2,081.25 |
2,081.25 |
2,081.25 |
2,075.00 |
| S1 |
2,045.25 |
2,045.25 |
2,064.50 |
2,033.00 |
| S2 |
2,020.75 |
2,020.75 |
2,059.00 |
|
| S3 |
1,960.25 |
1,984.75 |
2,053.25 |
|
| S4 |
1,899.75 |
1,924.25 |
2,036.75 |
|
|
| Weekly Pivots for week ending 28-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,291.75 |
2,260.75 |
2,154.00 |
|
| R3 |
2,239.25 |
2,208.25 |
2,139.50 |
|
| R2 |
2,186.75 |
2,186.75 |
2,134.50 |
|
| R1 |
2,155.75 |
2,155.75 |
2,129.75 |
2,145.00 |
| PP |
2,134.25 |
2,134.25 |
2,134.25 |
2,128.75 |
| S1 |
2,103.25 |
2,103.25 |
2,120.25 |
2,092.50 |
| S2 |
2,081.75 |
2,081.75 |
2,115.50 |
|
| S3 |
2,029.25 |
2,050.75 |
2,110.50 |
|
| S4 |
1,976.75 |
1,998.25 |
2,096.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,165.00 |
2,056.50 |
108.50 |
5.2% |
37.50 |
1.8% |
12% |
False |
True |
135,652 |
| 10 |
2,165.00 |
2,021.00 |
144.00 |
7.0% |
36.75 |
1.8% |
34% |
False |
False |
263,194 |
| 20 |
2,174.00 |
2,021.00 |
153.00 |
7.4% |
38.00 |
1.8% |
32% |
False |
False |
166,728 |
| 40 |
2,258.25 |
2,004.75 |
253.50 |
12.2% |
45.00 |
2.2% |
26% |
False |
False |
83,634 |
| 60 |
2,276.25 |
2,004.75 |
271.50 |
13.1% |
43.25 |
2.1% |
24% |
False |
False |
55,774 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,374.00 |
|
2.618 |
2,275.50 |
|
1.618 |
2,215.00 |
|
1.000 |
2,177.50 |
|
0.618 |
2,154.50 |
|
HIGH |
2,117.00 |
|
0.618 |
2,094.00 |
|
0.500 |
2,086.75 |
|
0.382 |
2,079.50 |
|
LOW |
2,056.50 |
|
0.618 |
2,019.00 |
|
1.000 |
1,996.00 |
|
1.618 |
1,958.50 |
|
2.618 |
1,898.00 |
|
4.250 |
1,799.50 |
|
|
| Fisher Pivots for day following 02-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,086.75 |
2,101.50 |
| PP |
2,081.25 |
2,091.00 |
| S1 |
2,075.50 |
2,080.50 |
|