| 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 |
2,111.25 |
2,071.25 |
-40.00 |
-1.9% |
2,131.00 |
| High |
2,117.00 |
2,082.00 |
-35.00 |
-1.7% |
2,165.00 |
| Low |
2,056.50 |
2,056.75 |
0.25 |
0.0% |
2,112.50 |
| Close |
2,070.00 |
2,076.25 |
6.25 |
0.3% |
2,125.00 |
| Range |
60.50 |
25.25 |
-35.25 |
-58.3% |
52.50 |
| ATR |
40.03 |
38.98 |
-1.06 |
-2.6% |
0.00 |
| Volume |
131,495 |
390,997 |
259,502 |
197.3% |
650,733 |
|
| Daily Pivots for day following 03-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,147.50 |
2,137.00 |
2,090.25 |
|
| R3 |
2,122.25 |
2,111.75 |
2,083.25 |
|
| R2 |
2,097.00 |
2,097.00 |
2,081.00 |
|
| R1 |
2,086.50 |
2,086.50 |
2,078.50 |
2,091.75 |
| PP |
2,071.75 |
2,071.75 |
2,071.75 |
2,074.25 |
| S1 |
2,061.25 |
2,061.25 |
2,074.00 |
2,066.50 |
| S2 |
2,046.50 |
2,046.50 |
2,071.50 |
|
| S3 |
2,021.25 |
2,036.00 |
2,069.25 |
|
| S4 |
1,996.00 |
2,010.75 |
2,062.25 |
|
|
| 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% |
37.25 |
1.8% |
18% |
False |
False |
199,789 |
| 10 |
2,165.00 |
2,038.00 |
127.00 |
6.1% |
34.50 |
1.7% |
30% |
False |
False |
259,930 |
| 20 |
2,174.00 |
2,021.00 |
153.00 |
7.4% |
38.00 |
1.8% |
36% |
False |
False |
186,248 |
| 40 |
2,251.00 |
2,004.75 |
246.25 |
11.9% |
44.75 |
2.2% |
29% |
False |
False |
93,407 |
| 60 |
2,276.25 |
2,004.75 |
271.50 |
13.1% |
43.25 |
2.1% |
26% |
False |
False |
62,290 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,189.25 |
|
2.618 |
2,148.00 |
|
1.618 |
2,122.75 |
|
1.000 |
2,107.25 |
|
0.618 |
2,097.50 |
|
HIGH |
2,082.00 |
|
0.618 |
2,072.25 |
|
0.500 |
2,069.50 |
|
0.382 |
2,066.50 |
|
LOW |
2,056.75 |
|
0.618 |
2,041.25 |
|
1.000 |
2,031.50 |
|
1.618 |
2,016.00 |
|
2.618 |
1,990.75 |
|
4.250 |
1,949.50 |
|
|
| Fisher Pivots for day following 03-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,074.00 |
2,092.00 |
| PP |
2,071.75 |
2,086.75 |
| S1 |
2,069.50 |
2,081.50 |
|