| Trading Metrics calculated at close of trading on 25-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2008 |
25-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
1,805.25 |
1,847.00 |
41.75 |
2.3% |
1,851.50 |
| High |
1,838.00 |
1,873.50 |
35.50 |
1.9% |
1,873.50 |
| Low |
1,798.50 |
1,791.00 |
-7.50 |
-0.4% |
1,698.25 |
| Close |
1,837.00 |
1,793.50 |
-43.50 |
-2.4% |
1,793.50 |
| Range |
39.50 |
82.50 |
43.00 |
108.9% |
175.25 |
| ATR |
57.88 |
59.64 |
1.76 |
3.0% |
0.00 |
| Volume |
888,037 |
505,973 |
-382,064 |
-43.0% |
2,790,037 |
|
| Daily Pivots for day following 25-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,066.75 |
2,012.75 |
1,839.00 |
|
| R3 |
1,984.25 |
1,930.25 |
1,816.25 |
|
| R2 |
1,901.75 |
1,901.75 |
1,808.50 |
|
| R1 |
1,847.75 |
1,847.75 |
1,801.00 |
1,833.50 |
| PP |
1,819.25 |
1,819.25 |
1,819.25 |
1,812.25 |
| S1 |
1,765.25 |
1,765.25 |
1,786.00 |
1,751.00 |
| S2 |
1,736.75 |
1,736.75 |
1,778.50 |
|
| S3 |
1,654.25 |
1,682.75 |
1,770.75 |
|
| S4 |
1,571.75 |
1,600.25 |
1,748.00 |
|
|
| Weekly Pivots for week ending 25-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,314.25 |
2,229.00 |
1,890.00 |
|
| R3 |
2,139.00 |
2,053.75 |
1,841.75 |
|
| R2 |
1,963.75 |
1,963.75 |
1,825.75 |
|
| R1 |
1,878.50 |
1,878.50 |
1,809.50 |
1,833.50 |
| PP |
1,788.50 |
1,788.50 |
1,788.50 |
1,766.00 |
| S1 |
1,703.25 |
1,703.25 |
1,777.50 |
1,658.25 |
| S2 |
1,613.25 |
1,613.25 |
1,761.25 |
|
| S3 |
1,438.00 |
1,528.00 |
1,745.25 |
|
| S4 |
1,262.75 |
1,352.75 |
1,697.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,887.00 |
1,698.25 |
188.75 |
10.5% |
79.50 |
4.4% |
50% |
False |
False |
687,059 |
| 10 |
1,964.75 |
1,698.25 |
266.50 |
14.9% |
68.75 |
3.8% |
36% |
False |
False |
618,931 |
| 20 |
2,165.00 |
1,698.25 |
466.75 |
26.0% |
60.75 |
3.4% |
20% |
False |
False |
492,211 |
| 40 |
2,174.00 |
1,698.25 |
475.75 |
26.5% |
50.00 |
2.8% |
20% |
False |
False |
314,338 |
| 60 |
2,276.25 |
1,698.25 |
578.00 |
32.2% |
50.25 |
2.8% |
16% |
False |
False |
209,700 |
| 80 |
2,276.25 |
1,698.25 |
578.00 |
32.2% |
47.00 |
2.6% |
16% |
False |
False |
157,286 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,224.00 |
|
2.618 |
2,089.50 |
|
1.618 |
2,007.00 |
|
1.000 |
1,956.00 |
|
0.618 |
1,924.50 |
|
HIGH |
1,873.50 |
|
0.618 |
1,842.00 |
|
0.500 |
1,832.25 |
|
0.382 |
1,822.50 |
|
LOW |
1,791.00 |
|
0.618 |
1,740.00 |
|
1.000 |
1,708.50 |
|
1.618 |
1,657.50 |
|
2.618 |
1,575.00 |
|
4.250 |
1,440.50 |
|
|
| Fisher Pivots for day following 25-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,832.25 |
1,791.00 |
| PP |
1,819.25 |
1,788.50 |
| S1 |
1,806.50 |
1,786.00 |
|