| Trading Metrics calculated at close of trading on 10-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2008 |
10-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
1,928.00 |
1,956.50 |
28.50 |
1.5% |
2,125.00 |
| High |
1,964.75 |
1,982.00 |
17.25 |
0.9% |
2,127.50 |
| Low |
1,903.00 |
1,937.00 |
34.00 |
1.8% |
1,976.75 |
| Close |
1,956.50 |
1,960.75 |
4.25 |
0.2% |
1,985.00 |
| Range |
61.75 |
45.00 |
-16.75 |
-27.1% |
150.75 |
| ATR |
47.73 |
47.53 |
-0.19 |
-0.4% |
0.00 |
| Volume |
592,711 |
665,797 |
73,086 |
12.3% |
975,649 |
|
| Daily Pivots for day following 10-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,095.00 |
2,072.75 |
1,985.50 |
|
| R3 |
2,050.00 |
2,027.75 |
1,973.00 |
|
| R2 |
2,005.00 |
2,005.00 |
1,969.00 |
|
| R1 |
1,982.75 |
1,982.75 |
1,965.00 |
1,994.00 |
| PP |
1,960.00 |
1,960.00 |
1,960.00 |
1,965.50 |
| S1 |
1,937.75 |
1,937.75 |
1,956.50 |
1,949.00 |
| S2 |
1,915.00 |
1,915.00 |
1,952.50 |
|
| S3 |
1,870.00 |
1,892.75 |
1,948.50 |
|
| S4 |
1,825.00 |
1,847.75 |
1,936.00 |
|
|
| 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 |
2,082.75 |
1,903.00 |
179.75 |
9.2% |
68.25 |
3.5% |
32% |
False |
False |
531,191 |
| 10 |
2,165.00 |
1,903.00 |
262.00 |
13.4% |
52.75 |
2.7% |
22% |
False |
False |
365,490 |
| 20 |
2,165.00 |
1,903.00 |
262.00 |
13.4% |
45.50 |
2.3% |
22% |
False |
False |
318,167 |
| 40 |
2,174.00 |
1,903.00 |
271.00 |
13.8% |
44.00 |
2.2% |
21% |
False |
False |
159,770 |
| 60 |
2,276.25 |
1,903.00 |
373.25 |
19.0% |
46.00 |
2.3% |
15% |
False |
False |
106,553 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,173.25 |
|
2.618 |
2,099.75 |
|
1.618 |
2,054.75 |
|
1.000 |
2,027.00 |
|
0.618 |
2,009.75 |
|
HIGH |
1,982.00 |
|
0.618 |
1,964.75 |
|
0.500 |
1,959.50 |
|
0.382 |
1,954.25 |
|
LOW |
1,937.00 |
|
0.618 |
1,909.25 |
|
1.000 |
1,892.00 |
|
1.618 |
1,864.25 |
|
2.618 |
1,819.25 |
|
4.250 |
1,745.75 |
|
|
| Fisher Pivots for day following 10-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,960.25 |
1,957.50 |
| PP |
1,960.00 |
1,954.00 |
| S1 |
1,959.50 |
1,950.75 |
|