| Trading Metrics calculated at close of trading on 07-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2008 |
07-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
2,075.50 |
1,984.75 |
-90.75 |
-4.4% |
2,125.00 |
| High |
2,082.75 |
1,995.50 |
-87.25 |
-4.2% |
2,127.50 |
| Low |
1,976.75 |
1,943.75 |
-33.00 |
-1.7% |
1,976.75 |
| Close |
1,985.00 |
1,975.25 |
-9.75 |
-0.5% |
1,985.00 |
| Range |
106.00 |
51.75 |
-54.25 |
-51.2% |
150.75 |
| ATR |
43.76 |
44.33 |
0.57 |
1.3% |
0.00 |
| Volume |
291,493 |
524,481 |
232,988 |
79.9% |
975,649 |
|
| Daily Pivots for day following 07-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,126.75 |
2,102.75 |
2,003.75 |
|
| R3 |
2,075.00 |
2,051.00 |
1,989.50 |
|
| R2 |
2,023.25 |
2,023.25 |
1,984.75 |
|
| R1 |
1,999.25 |
1,999.25 |
1,980.00 |
1,985.50 |
| PP |
1,971.50 |
1,971.50 |
1,971.50 |
1,964.50 |
| S1 |
1,947.50 |
1,947.50 |
1,970.50 |
1,933.50 |
| S2 |
1,919.75 |
1,919.75 |
1,965.75 |
|
| S3 |
1,868.00 |
1,895.75 |
1,961.00 |
|
| S4 |
1,816.25 |
1,844.00 |
1,946.75 |
|
|
| 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 |
2,127.50 |
1,943.75 |
183.75 |
9.3% |
54.00 |
2.7% |
17% |
False |
True |
300,026 |
| 10 |
2,165.00 |
1,943.75 |
221.25 |
11.2% |
43.25 |
2.2% |
14% |
False |
True |
256,412 |
| 20 |
2,174.00 |
1,943.75 |
230.25 |
11.7% |
42.00 |
2.1% |
14% |
False |
True |
226,917 |
| 40 |
2,174.00 |
1,943.75 |
230.25 |
11.7% |
45.25 |
2.3% |
14% |
False |
True |
113,802 |
| 60 |
2,276.25 |
1,943.75 |
332.50 |
16.8% |
44.50 |
2.3% |
9% |
False |
True |
75,889 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,215.50 |
|
2.618 |
2,131.00 |
|
1.618 |
2,079.25 |
|
1.000 |
2,047.25 |
|
0.618 |
2,027.50 |
|
HIGH |
1,995.50 |
|
0.618 |
1,975.75 |
|
0.500 |
1,969.50 |
|
0.382 |
1,963.50 |
|
LOW |
1,943.75 |
|
0.618 |
1,911.75 |
|
1.000 |
1,892.00 |
|
1.618 |
1,860.00 |
|
2.618 |
1,808.25 |
|
4.250 |
1,723.75 |
|
|
| Fisher Pivots for day following 07-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,973.50 |
2,013.25 |
| PP |
1,971.50 |
2,000.50 |
| S1 |
1,969.50 |
1,988.00 |
|