| Trading Metrics calculated at close of trading on 04-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2008 |
04-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
2,071.25 |
2,075.50 |
4.25 |
0.2% |
2,125.00 |
| High |
2,082.00 |
2,082.75 |
0.75 |
0.0% |
2,127.50 |
| Low |
2,056.75 |
1,976.75 |
-80.00 |
-3.9% |
1,976.75 |
| Close |
2,076.25 |
1,985.00 |
-91.25 |
-4.4% |
1,985.00 |
| Range |
25.25 |
106.00 |
80.75 |
319.8% |
150.75 |
| ATR |
38.98 |
43.76 |
4.79 |
12.3% |
0.00 |
| Volume |
390,997 |
291,493 |
-99,504 |
-25.4% |
975,649 |
|
| Daily Pivots for day following 04-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,332.75 |
2,265.00 |
2,043.25 |
|
| R3 |
2,226.75 |
2,159.00 |
2,014.25 |
|
| R2 |
2,120.75 |
2,120.75 |
2,004.50 |
|
| R1 |
2,053.00 |
2,053.00 |
1,994.75 |
2,034.00 |
| PP |
2,014.75 |
2,014.75 |
2,014.75 |
2,005.25 |
| S1 |
1,947.00 |
1,947.00 |
1,975.25 |
1,928.00 |
| S2 |
1,908.75 |
1,908.75 |
1,965.50 |
|
| S3 |
1,802.75 |
1,841.00 |
1,955.75 |
|
| S4 |
1,696.75 |
1,735.00 |
1,926.75 |
|
|
| Weekly Pivots for week ending 04-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,482.00 |
2,384.25 |
2,068.00 |
|
| R3 |
2,331.25 |
2,233.50 |
2,026.50 |
|
| R2 |
2,180.50 |
2,180.50 |
2,012.75 |
|
| R1 |
2,082.75 |
2,082.75 |
1,998.75 |
2,056.25 |
| PP |
2,029.75 |
2,029.75 |
2,029.75 |
2,016.50 |
| S1 |
1,932.00 |
1,932.00 |
1,971.25 |
1,905.50 |
| S2 |
1,879.00 |
1,879.00 |
1,957.25 |
|
| S3 |
1,728.25 |
1,781.25 |
1,943.50 |
|
| S4 |
1,577.50 |
1,630.50 |
1,902.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,146.25 |
1,976.75 |
169.50 |
8.5% |
50.50 |
2.5% |
5% |
False |
True |
234,673 |
| 10 |
2,165.00 |
1,976.75 |
188.25 |
9.5% |
42.50 |
2.1% |
4% |
False |
True |
240,359 |
| 20 |
2,174.00 |
1,976.75 |
197.25 |
9.9% |
41.00 |
2.1% |
4% |
False |
True |
200,768 |
| 40 |
2,201.25 |
1,976.75 |
224.50 |
11.3% |
46.25 |
2.3% |
4% |
False |
True |
100,694 |
| 60 |
2,276.25 |
1,976.75 |
299.50 |
15.1% |
44.75 |
2.3% |
3% |
False |
True |
67,148 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,533.25 |
|
2.618 |
2,360.25 |
|
1.618 |
2,254.25 |
|
1.000 |
2,188.75 |
|
0.618 |
2,148.25 |
|
HIGH |
2,082.75 |
|
0.618 |
2,042.25 |
|
0.500 |
2,029.75 |
|
0.382 |
2,017.25 |
|
LOW |
1,976.75 |
|
0.618 |
1,911.25 |
|
1.000 |
1,870.75 |
|
1.618 |
1,805.25 |
|
2.618 |
1,699.25 |
|
4.250 |
1,526.25 |
|
|
| Fisher Pivots for day following 04-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,029.75 |
2,047.00 |
| PP |
2,014.75 |
2,026.25 |
| S1 |
2,000.00 |
2,005.50 |
|