| Trading Metrics calculated at close of trading on 18-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2008 |
18-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
1,883.00 |
1,858.25 |
-24.75 |
-1.3% |
1,927.50 |
| High |
1,905.00 |
1,887.00 |
-18.00 |
-0.9% |
1,964.75 |
| Low |
1,848.75 |
1,839.00 |
-9.75 |
-0.5% |
1,839.00 |
| Close |
1,856.00 |
1,849.50 |
-6.50 |
-0.4% |
1,849.50 |
| Range |
56.25 |
48.00 |
-8.25 |
-14.7% |
125.75 |
| ATR |
50.79 |
50.59 |
-0.20 |
-0.4% |
0.00 |
| Volume |
707,613 |
645,261 |
-62,352 |
-8.8% |
2,760,253 |
|
| Daily Pivots for day following 18-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,002.50 |
1,974.00 |
1,876.00 |
|
| R3 |
1,954.50 |
1,926.00 |
1,862.75 |
|
| R2 |
1,906.50 |
1,906.50 |
1,858.25 |
|
| R1 |
1,878.00 |
1,878.00 |
1,854.00 |
1,868.25 |
| PP |
1,858.50 |
1,858.50 |
1,858.50 |
1,853.50 |
| S1 |
1,830.00 |
1,830.00 |
1,845.00 |
1,820.25 |
| S2 |
1,810.50 |
1,810.50 |
1,840.75 |
|
| S3 |
1,762.50 |
1,782.00 |
1,836.25 |
|
| S4 |
1,714.50 |
1,734.00 |
1,823.00 |
|
|
| Weekly Pivots for week ending 18-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,261.75 |
2,181.25 |
1,918.75 |
|
| R3 |
2,136.00 |
2,055.50 |
1,884.00 |
|
| R2 |
2,010.25 |
2,010.25 |
1,872.50 |
|
| R1 |
1,929.75 |
1,929.75 |
1,861.00 |
1,907.00 |
| PP |
1,884.50 |
1,884.50 |
1,884.50 |
1,873.00 |
| S1 |
1,804.00 |
1,804.00 |
1,838.00 |
1,781.50 |
| S2 |
1,758.75 |
1,758.75 |
1,826.50 |
|
| S3 |
1,633.00 |
1,678.25 |
1,815.00 |
|
| S4 |
1,507.25 |
1,552.50 |
1,780.25 |
|
|
| 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 |
1,839.00 |
125.75 |
6.8% |
57.25 |
3.1% |
8% |
False |
True |
552,050 |
| 10 |
1,998.50 |
1,839.00 |
159.50 |
8.6% |
57.25 |
3.1% |
7% |
False |
True |
576,374 |
| 20 |
2,165.00 |
1,839.00 |
326.00 |
17.6% |
50.00 |
2.7% |
3% |
False |
True |
408,367 |
| 40 |
2,174.00 |
1,839.00 |
335.00 |
18.1% |
44.50 |
2.4% |
3% |
False |
True |
244,656 |
| 60 |
2,276.25 |
1,839.00 |
437.25 |
23.6% |
46.75 |
2.5% |
2% |
False |
True |
163,204 |
| 80 |
2,276.25 |
1,839.00 |
437.25 |
23.6% |
43.50 |
2.4% |
2% |
False |
True |
122,411 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,091.00 |
|
2.618 |
2,012.75 |
|
1.618 |
1,964.75 |
|
1.000 |
1,935.00 |
|
0.618 |
1,916.75 |
|
HIGH |
1,887.00 |
|
0.618 |
1,868.75 |
|
0.500 |
1,863.00 |
|
0.382 |
1,857.25 |
|
LOW |
1,839.00 |
|
0.618 |
1,809.25 |
|
1.000 |
1,791.00 |
|
1.618 |
1,761.25 |
|
2.618 |
1,713.25 |
|
4.250 |
1,635.00 |
|
|
| Fisher Pivots for day following 18-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,863.00 |
1,879.00 |
| PP |
1,858.50 |
1,869.25 |
| S1 |
1,854.00 |
1,859.50 |
|