| Trading Metrics calculated at close of trading on 14-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2008 |
14-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
1,960.00 |
1,927.50 |
-32.50 |
-1.7% |
1,984.75 |
| High |
1,963.00 |
1,964.75 |
1.75 |
0.1% |
1,998.50 |
| Low |
1,912.25 |
1,906.00 |
-6.25 |
-0.3% |
1,903.00 |
| Close |
1,925.50 |
1,955.00 |
29.50 |
1.5% |
1,925.50 |
| Range |
50.75 |
58.75 |
8.00 |
15.8% |
95.50 |
| ATR |
47.76 |
48.55 |
0.78 |
1.6% |
0.00 |
| Volume |
639,029 |
488,354 |
-150,675 |
-23.6% |
3,003,495 |
|
| Daily Pivots for day following 14-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,118.25 |
2,095.25 |
1,987.25 |
|
| R3 |
2,059.50 |
2,036.50 |
1,971.25 |
|
| R2 |
2,000.75 |
2,000.75 |
1,965.75 |
|
| R1 |
1,977.75 |
1,977.75 |
1,960.50 |
1,989.25 |
| PP |
1,942.00 |
1,942.00 |
1,942.00 |
1,947.50 |
| S1 |
1,919.00 |
1,919.00 |
1,949.50 |
1,930.50 |
| S2 |
1,883.25 |
1,883.25 |
1,944.25 |
|
| S3 |
1,824.50 |
1,860.25 |
1,938.75 |
|
| S4 |
1,765.75 |
1,801.50 |
1,922.75 |
|
|
| 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 |
4.9% |
58.50 |
3.0% |
54% |
False |
False |
593,473 |
| 10 |
2,127.50 |
1,903.00 |
224.50 |
11.5% |
56.25 |
2.9% |
23% |
False |
False |
446,749 |
| 20 |
2,165.00 |
1,903.00 |
262.00 |
13.4% |
46.25 |
2.4% |
20% |
False |
False |
372,430 |
| 40 |
2,174.00 |
1,903.00 |
271.00 |
13.9% |
44.00 |
2.3% |
19% |
False |
False |
187,913 |
| 60 |
2,276.25 |
1,903.00 |
373.25 |
19.1% |
46.50 |
2.4% |
14% |
False |
False |
125,342 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,214.50 |
|
2.618 |
2,118.50 |
|
1.618 |
2,059.75 |
|
1.000 |
2,023.50 |
|
0.618 |
2,001.00 |
|
HIGH |
1,964.75 |
|
0.618 |
1,942.25 |
|
0.500 |
1,935.50 |
|
0.382 |
1,928.50 |
|
LOW |
1,906.00 |
|
0.618 |
1,869.75 |
|
1.000 |
1,847.25 |
|
1.618 |
1,811.00 |
|
2.618 |
1,752.25 |
|
4.250 |
1,656.25 |
|
|
| Fisher Pivots for day following 14-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,948.50 |
1,951.25 |
| PP |
1,942.00 |
1,947.75 |
| S1 |
1,935.50 |
1,944.00 |
|