| Trading Metrics calculated at close of trading on 08-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2008 |
08-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
1,984.75 |
1,974.25 |
-10.50 |
-0.5% |
2,125.00 |
| High |
1,995.50 |
1,998.50 |
3.00 |
0.2% |
2,127.50 |
| Low |
1,943.75 |
1,921.75 |
-22.00 |
-1.1% |
1,976.75 |
| Close |
1,975.25 |
1,928.50 |
-46.75 |
-2.4% |
1,985.00 |
| Range |
51.75 |
76.75 |
25.00 |
48.3% |
150.75 |
| ATR |
44.33 |
46.65 |
2.32 |
5.2% |
0.00 |
| Volume |
524,481 |
581,477 |
56,996 |
10.9% |
975,649 |
|
| Daily Pivots for day following 08-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,179.75 |
2,131.00 |
1,970.75 |
|
| R3 |
2,103.00 |
2,054.25 |
1,949.50 |
|
| R2 |
2,026.25 |
2,026.25 |
1,942.50 |
|
| R1 |
1,977.50 |
1,977.50 |
1,935.50 |
1,963.50 |
| PP |
1,949.50 |
1,949.50 |
1,949.50 |
1,942.50 |
| S1 |
1,900.75 |
1,900.75 |
1,921.50 |
1,886.75 |
| S2 |
1,872.75 |
1,872.75 |
1,914.50 |
|
| S3 |
1,796.00 |
1,824.00 |
1,907.50 |
|
| S4 |
1,719.25 |
1,747.25 |
1,886.25 |
|
|
| 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 |
2,117.00 |
1,921.75 |
195.25 |
10.1% |
64.00 |
3.3% |
3% |
False |
True |
383,988 |
| 10 |
2,165.00 |
1,921.75 |
243.25 |
12.6% |
47.00 |
2.4% |
3% |
False |
True |
273,234 |
| 20 |
2,174.00 |
1,921.75 |
252.25 |
13.1% |
44.75 |
2.3% |
3% |
False |
True |
255,842 |
| 40 |
2,174.00 |
1,921.75 |
252.25 |
13.1% |
45.25 |
2.3% |
3% |
False |
True |
128,325 |
| 60 |
2,276.25 |
1,921.75 |
354.50 |
18.4% |
45.25 |
2.3% |
2% |
False |
True |
85,579 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,324.75 |
|
2.618 |
2,199.50 |
|
1.618 |
2,122.75 |
|
1.000 |
2,075.25 |
|
0.618 |
2,046.00 |
|
HIGH |
1,998.50 |
|
0.618 |
1,969.25 |
|
0.500 |
1,960.00 |
|
0.382 |
1,951.00 |
|
LOW |
1,921.75 |
|
0.618 |
1,874.25 |
|
1.000 |
1,845.00 |
|
1.618 |
1,797.50 |
|
2.618 |
1,720.75 |
|
4.250 |
1,595.50 |
|
|
| Fisher Pivots for day following 08-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,960.00 |
2,002.25 |
| PP |
1,949.50 |
1,977.75 |
| S1 |
1,939.00 |
1,953.00 |
|