| Trading Metrics calculated at close of trading on 15-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2008 |
15-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
1,927.50 |
1,957.25 |
29.75 |
1.5% |
1,984.75 |
| High |
1,964.75 |
1,959.50 |
-5.25 |
-0.3% |
1,998.50 |
| Low |
1,906.00 |
1,895.75 |
-10.25 |
-0.5% |
1,903.00 |
| Close |
1,955.00 |
1,912.00 |
-43.00 |
-2.2% |
1,925.50 |
| Range |
58.75 |
63.75 |
5.00 |
8.5% |
95.50 |
| ATR |
48.55 |
49.63 |
1.09 |
2.2% |
0.00 |
| Volume |
488,354 |
378,134 |
-110,220 |
-22.6% |
3,003,495 |
|
| Daily Pivots for day following 15-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,113.75 |
2,076.50 |
1,947.00 |
|
| R3 |
2,050.00 |
2,012.75 |
1,929.50 |
|
| R2 |
1,986.25 |
1,986.25 |
1,923.75 |
|
| R1 |
1,949.00 |
1,949.00 |
1,917.75 |
1,935.75 |
| PP |
1,922.50 |
1,922.50 |
1,922.50 |
1,915.75 |
| S1 |
1,885.25 |
1,885.25 |
1,906.25 |
1,872.00 |
| S2 |
1,858.75 |
1,858.75 |
1,900.25 |
|
| S3 |
1,795.00 |
1,821.50 |
1,894.50 |
|
| S4 |
1,731.25 |
1,757.75 |
1,877.00 |
|
|
| 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 |
1,982.00 |
1,895.75 |
86.25 |
4.5% |
56.00 |
2.9% |
19% |
False |
True |
552,805 |
| 10 |
2,117.00 |
1,895.75 |
221.25 |
11.6% |
60.00 |
3.1% |
7% |
False |
True |
468,396 |
| 20 |
2,165.00 |
1,895.75 |
269.25 |
14.1% |
48.00 |
2.5% |
6% |
False |
True |
375,188 |
| 40 |
2,174.00 |
1,895.75 |
278.25 |
14.6% |
44.50 |
2.3% |
6% |
False |
True |
197,362 |
| 60 |
2,276.25 |
1,895.75 |
380.50 |
19.9% |
46.50 |
2.4% |
4% |
False |
True |
131,644 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,230.50 |
|
2.618 |
2,126.50 |
|
1.618 |
2,062.75 |
|
1.000 |
2,023.25 |
|
0.618 |
1,999.00 |
|
HIGH |
1,959.50 |
|
0.618 |
1,935.25 |
|
0.500 |
1,927.50 |
|
0.382 |
1,920.00 |
|
LOW |
1,895.75 |
|
0.618 |
1,856.25 |
|
1.000 |
1,832.00 |
|
1.618 |
1,792.50 |
|
2.618 |
1,728.75 |
|
4.250 |
1,624.75 |
|
|
| Fisher Pivots for day following 15-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,927.50 |
1,930.25 |
| PP |
1,922.50 |
1,924.25 |
| S1 |
1,917.25 |
1,918.00 |
|