| Trading Metrics calculated at close of trading on 16-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2008 |
16-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
1,957.25 |
1,880.00 |
-77.25 |
-3.9% |
1,984.75 |
| High |
1,959.50 |
1,919.25 |
-40.25 |
-2.1% |
1,998.50 |
| Low |
1,895.75 |
1,859.25 |
-36.50 |
-1.9% |
1,903.00 |
| Close |
1,912.00 |
1,881.00 |
-31.00 |
-1.6% |
1,925.50 |
| Range |
63.75 |
60.00 |
-3.75 |
-5.9% |
95.50 |
| ATR |
49.63 |
50.37 |
0.74 |
1.5% |
0.00 |
| Volume |
378,134 |
540,891 |
162,757 |
43.0% |
3,003,495 |
|
| Daily Pivots for day following 16-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,066.50 |
2,033.75 |
1,914.00 |
|
| R3 |
2,006.50 |
1,973.75 |
1,897.50 |
|
| R2 |
1,946.50 |
1,946.50 |
1,892.00 |
|
| R1 |
1,913.75 |
1,913.75 |
1,886.50 |
1,930.00 |
| PP |
1,886.50 |
1,886.50 |
1,886.50 |
1,894.75 |
| S1 |
1,853.75 |
1,853.75 |
1,875.50 |
1,870.00 |
| S2 |
1,826.50 |
1,826.50 |
1,870.00 |
|
| S3 |
1,766.50 |
1,793.75 |
1,864.50 |
|
| S4 |
1,706.50 |
1,733.75 |
1,848.00 |
|
|
| 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 |
1,859.25 |
122.75 |
6.5% |
55.75 |
3.0% |
18% |
False |
True |
542,441 |
| 10 |
2,082.75 |
1,859.25 |
223.50 |
11.9% |
60.00 |
3.2% |
10% |
False |
True |
509,336 |
| 20 |
2,165.00 |
1,859.25 |
305.75 |
16.3% |
48.25 |
2.6% |
7% |
False |
True |
386,265 |
| 40 |
2,174.00 |
1,859.25 |
314.75 |
16.7% |
45.00 |
2.4% |
7% |
False |
True |
210,870 |
| 60 |
2,276.25 |
1,859.25 |
417.00 |
22.2% |
46.75 |
2.5% |
5% |
False |
True |
140,658 |
| 80 |
2,276.25 |
1,859.25 |
417.00 |
22.2% |
42.75 |
2.3% |
5% |
False |
True |
105,501 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,174.25 |
|
2.618 |
2,076.25 |
|
1.618 |
2,016.25 |
|
1.000 |
1,979.25 |
|
0.618 |
1,956.25 |
|
HIGH |
1,919.25 |
|
0.618 |
1,896.25 |
|
0.500 |
1,889.25 |
|
0.382 |
1,882.25 |
|
LOW |
1,859.25 |
|
0.618 |
1,822.25 |
|
1.000 |
1,799.25 |
|
1.618 |
1,762.25 |
|
2.618 |
1,702.25 |
|
4.250 |
1,604.25 |
|
|
| Fisher Pivots for day following 16-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,889.25 |
1,912.00 |
| PP |
1,886.50 |
1,901.75 |
| S1 |
1,883.75 |
1,891.25 |
|