| Trading Metrics calculated at close of trading on 22-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2008 |
22-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
1,858.25 |
1,851.50 |
-6.75 |
-0.4% |
1,927.50 |
| High |
1,887.00 |
1,858.25 |
-28.75 |
-1.5% |
1,964.75 |
| Low |
1,839.00 |
1,744.50 |
-94.50 |
-5.1% |
1,839.00 |
| Close |
1,849.50 |
1,801.00 |
-48.50 |
-2.6% |
1,849.50 |
| Range |
48.00 |
113.75 |
65.75 |
137.0% |
125.75 |
| ATR |
50.59 |
55.11 |
4.51 |
8.9% |
0.00 |
| Volume |
645,261 |
644,551 |
-710 |
-0.1% |
2,760,253 |
|
| Daily Pivots for day following 22-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,142.50 |
2,085.50 |
1,863.50 |
|
| R3 |
2,028.75 |
1,971.75 |
1,832.25 |
|
| R2 |
1,915.00 |
1,915.00 |
1,821.75 |
|
| R1 |
1,858.00 |
1,858.00 |
1,811.50 |
1,829.50 |
| PP |
1,801.25 |
1,801.25 |
1,801.25 |
1,787.00 |
| S1 |
1,744.25 |
1,744.25 |
1,790.50 |
1,716.00 |
| S2 |
1,687.50 |
1,687.50 |
1,780.25 |
|
| S3 |
1,573.75 |
1,630.50 |
1,769.75 |
|
| S4 |
1,460.00 |
1,516.75 |
1,738.50 |
|
|
| 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 |
1,959.50 |
1,744.50 |
215.00 |
11.9% |
68.25 |
3.8% |
26% |
False |
True |
583,290 |
| 10 |
1,998.50 |
1,744.50 |
254.00 |
14.1% |
63.50 |
3.5% |
22% |
False |
True |
588,381 |
| 20 |
2,165.00 |
1,744.50 |
420.50 |
23.3% |
53.50 |
3.0% |
13% |
False |
True |
422,397 |
| 40 |
2,174.00 |
1,744.50 |
429.50 |
23.8% |
47.00 |
2.6% |
13% |
False |
True |
260,748 |
| 60 |
2,276.25 |
1,744.50 |
531.75 |
29.5% |
47.75 |
2.6% |
11% |
False |
True |
173,945 |
| 80 |
2,276.25 |
1,744.50 |
531.75 |
29.5% |
45.00 |
2.5% |
11% |
False |
True |
130,467 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,341.75 |
|
2.618 |
2,156.00 |
|
1.618 |
2,042.25 |
|
1.000 |
1,972.00 |
|
0.618 |
1,928.50 |
|
HIGH |
1,858.25 |
|
0.618 |
1,814.75 |
|
0.500 |
1,801.50 |
|
0.382 |
1,788.00 |
|
LOW |
1,744.50 |
|
0.618 |
1,674.25 |
|
1.000 |
1,630.75 |
|
1.618 |
1,560.50 |
|
2.618 |
1,446.75 |
|
4.250 |
1,261.00 |
|
|
| Fisher Pivots for day following 22-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,801.50 |
1,824.75 |
| PP |
1,801.25 |
1,816.75 |
| S1 |
1,801.00 |
1,809.00 |
|