| Trading Metrics calculated at close of trading on 17-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2008 |
17-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
1,880.00 |
1,883.00 |
3.00 |
0.2% |
1,984.75 |
| High |
1,919.25 |
1,905.00 |
-14.25 |
-0.7% |
1,998.50 |
| Low |
1,859.25 |
1,848.75 |
-10.50 |
-0.6% |
1,903.00 |
| Close |
1,881.00 |
1,856.00 |
-25.00 |
-1.3% |
1,925.50 |
| Range |
60.00 |
56.25 |
-3.75 |
-6.3% |
95.50 |
| ATR |
50.37 |
50.79 |
0.42 |
0.8% |
0.00 |
| Volume |
540,891 |
707,613 |
166,722 |
30.8% |
3,003,495 |
|
| Daily Pivots for day following 17-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,038.75 |
2,003.50 |
1,887.00 |
|
| R3 |
1,982.50 |
1,947.25 |
1,871.50 |
|
| R2 |
1,926.25 |
1,926.25 |
1,866.25 |
|
| R1 |
1,891.00 |
1,891.00 |
1,861.25 |
1,880.50 |
| PP |
1,870.00 |
1,870.00 |
1,870.00 |
1,864.50 |
| S1 |
1,834.75 |
1,834.75 |
1,850.75 |
1,824.25 |
| S2 |
1,813.75 |
1,813.75 |
1,845.75 |
|
| S3 |
1,757.50 |
1,778.50 |
1,840.50 |
|
| S4 |
1,701.25 |
1,722.25 |
1,825.00 |
|
|
| 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 |
1,964.75 |
1,848.75 |
116.00 |
6.3% |
58.00 |
3.1% |
6% |
False |
True |
550,804 |
| 10 |
2,082.75 |
1,848.75 |
234.00 |
12.6% |
63.00 |
3.4% |
3% |
False |
True |
540,998 |
| 20 |
2,165.00 |
1,848.75 |
316.25 |
17.0% |
48.75 |
2.6% |
2% |
False |
True |
400,464 |
| 40 |
2,174.00 |
1,848.75 |
325.25 |
17.5% |
44.50 |
2.4% |
2% |
False |
True |
228,547 |
| 60 |
2,276.25 |
1,848.75 |
427.50 |
23.0% |
47.00 |
2.5% |
2% |
False |
True |
152,451 |
| 80 |
2,276.25 |
1,848.75 |
427.50 |
23.0% |
43.25 |
2.3% |
2% |
False |
True |
114,346 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,144.00 |
|
2.618 |
2,052.25 |
|
1.618 |
1,996.00 |
|
1.000 |
1,961.25 |
|
0.618 |
1,939.75 |
|
HIGH |
1,905.00 |
|
0.618 |
1,883.50 |
|
0.500 |
1,877.00 |
|
0.382 |
1,870.25 |
|
LOW |
1,848.75 |
|
0.618 |
1,814.00 |
|
1.000 |
1,792.50 |
|
1.618 |
1,757.75 |
|
2.618 |
1,701.50 |
|
4.250 |
1,609.75 |
|
|
| Fisher Pivots for day following 17-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,877.00 |
1,904.00 |
| PP |
1,870.00 |
1,888.00 |
| S1 |
1,863.00 |
1,872.00 |
|