| Trading Metrics calculated at close of trading on 11-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2008 |
11-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
1,956.50 |
1,960.00 |
3.50 |
0.2% |
1,984.75 |
| High |
1,982.00 |
1,963.00 |
-19.00 |
-1.0% |
1,998.50 |
| Low |
1,937.00 |
1,912.25 |
-24.75 |
-1.3% |
1,903.00 |
| Close |
1,960.75 |
1,925.50 |
-35.25 |
-1.8% |
1,925.50 |
| Range |
45.00 |
50.75 |
5.75 |
12.8% |
95.50 |
| ATR |
47.53 |
47.76 |
0.23 |
0.5% |
0.00 |
| Volume |
665,797 |
639,029 |
-26,768 |
-4.0% |
3,003,495 |
|
| Daily Pivots for day following 11-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,085.75 |
2,056.50 |
1,953.50 |
|
| R3 |
2,035.00 |
2,005.75 |
1,939.50 |
|
| R2 |
1,984.25 |
1,984.25 |
1,934.75 |
|
| R1 |
1,955.00 |
1,955.00 |
1,930.25 |
1,944.25 |
| PP |
1,933.50 |
1,933.50 |
1,933.50 |
1,928.25 |
| S1 |
1,904.25 |
1,904.25 |
1,920.75 |
1,893.50 |
| S2 |
1,882.75 |
1,882.75 |
1,916.25 |
|
| S3 |
1,832.00 |
1,853.50 |
1,911.50 |
|
| S4 |
1,781.25 |
1,802.75 |
1,897.50 |
|
|
| Weekly Pivots for week ending 11-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,228.75 |
2,172.75 |
1,978.00 |
|
| R3 |
2,133.25 |
2,077.25 |
1,951.75 |
|
| R2 |
2,037.75 |
2,037.75 |
1,943.00 |
|
| R1 |
1,981.75 |
1,981.75 |
1,934.25 |
1,962.00 |
| PP |
1,942.25 |
1,942.25 |
1,942.25 |
1,932.50 |
| S1 |
1,886.25 |
1,886.25 |
1,916.75 |
1,866.50 |
| S2 |
1,846.75 |
1,846.75 |
1,908.00 |
|
| S3 |
1,751.25 |
1,790.75 |
1,899.25 |
|
| S4 |
1,655.75 |
1,695.25 |
1,873.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,998.50 |
1,903.00 |
95.50 |
5.0% |
57.25 |
3.0% |
24% |
False |
False |
600,699 |
| 10 |
2,146.25 |
1,903.00 |
243.25 |
12.6% |
53.75 |
2.8% |
9% |
False |
False |
417,686 |
| 20 |
2,165.00 |
1,903.00 |
262.00 |
13.6% |
45.00 |
2.3% |
9% |
False |
False |
349,548 |
| 40 |
2,174.00 |
1,903.00 |
271.00 |
14.1% |
43.75 |
2.3% |
8% |
False |
False |
175,714 |
| 60 |
2,276.25 |
1,903.00 |
373.25 |
19.4% |
46.00 |
2.4% |
6% |
False |
False |
117,203 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,178.75 |
|
2.618 |
2,095.75 |
|
1.618 |
2,045.00 |
|
1.000 |
2,013.75 |
|
0.618 |
1,994.25 |
|
HIGH |
1,963.00 |
|
0.618 |
1,943.50 |
|
0.500 |
1,937.50 |
|
0.382 |
1,931.75 |
|
LOW |
1,912.25 |
|
0.618 |
1,881.00 |
|
1.000 |
1,861.50 |
|
1.618 |
1,830.25 |
|
2.618 |
1,779.50 |
|
4.250 |
1,696.50 |
|
|
| Fisher Pivots for day following 11-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,937.50 |
1,942.50 |
| PP |
1,933.50 |
1,936.75 |
| S1 |
1,929.50 |
1,931.25 |
|