| Trading Metrics calculated at close of trading on 28-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2008 |
28-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
1,847.00 |
1,796.50 |
-50.50 |
-2.7% |
1,851.50 |
| High |
1,873.50 |
1,814.75 |
-58.75 |
-3.1% |
1,873.50 |
| Low |
1,791.00 |
1,761.50 |
-29.50 |
-1.6% |
1,698.25 |
| Close |
1,793.50 |
1,810.25 |
16.75 |
0.9% |
1,793.50 |
| Range |
82.50 |
53.25 |
-29.25 |
-35.5% |
175.25 |
| ATR |
59.64 |
59.18 |
-0.46 |
-0.8% |
0.00 |
| Volume |
505,973 |
519,625 |
13,652 |
2.7% |
2,790,037 |
|
| Daily Pivots for day following 28-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,955.25 |
1,936.00 |
1,839.50 |
|
| R3 |
1,902.00 |
1,882.75 |
1,825.00 |
|
| R2 |
1,848.75 |
1,848.75 |
1,820.00 |
|
| R1 |
1,829.50 |
1,829.50 |
1,815.25 |
1,839.00 |
| PP |
1,795.50 |
1,795.50 |
1,795.50 |
1,800.25 |
| S1 |
1,776.25 |
1,776.25 |
1,805.25 |
1,786.00 |
| S2 |
1,742.25 |
1,742.25 |
1,800.50 |
|
| S3 |
1,689.00 |
1,723.00 |
1,795.50 |
|
| S4 |
1,635.75 |
1,669.75 |
1,781.00 |
|
|
| 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 |
1,873.50 |
1,698.25 |
175.25 |
9.7% |
80.50 |
4.4% |
64% |
False |
False |
661,932 |
| 10 |
1,964.75 |
1,698.25 |
266.50 |
14.7% |
69.00 |
3.8% |
42% |
False |
False |
606,991 |
| 20 |
2,146.25 |
1,698.25 |
448.00 |
24.7% |
61.50 |
3.4% |
25% |
False |
False |
512,338 |
| 40 |
2,174.00 |
1,698.25 |
475.75 |
26.3% |
49.50 |
2.7% |
24% |
False |
False |
327,322 |
| 60 |
2,276.25 |
1,698.25 |
578.00 |
31.9% |
50.50 |
2.8% |
19% |
False |
False |
218,359 |
| 80 |
2,276.25 |
1,698.25 |
578.00 |
31.9% |
47.50 |
2.6% |
19% |
False |
False |
163,781 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,041.00 |
|
2.618 |
1,954.25 |
|
1.618 |
1,901.00 |
|
1.000 |
1,868.00 |
|
0.618 |
1,847.75 |
|
HIGH |
1,814.75 |
|
0.618 |
1,794.50 |
|
0.500 |
1,788.00 |
|
0.382 |
1,781.75 |
|
LOW |
1,761.50 |
|
0.618 |
1,728.50 |
|
1.000 |
1,708.25 |
|
1.618 |
1,675.25 |
|
2.618 |
1,622.00 |
|
4.250 |
1,535.25 |
|
|
| Fisher Pivots for day following 28-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,803.00 |
1,817.50 |
| PP |
1,795.50 |
1,815.00 |
| S1 |
1,788.00 |
1,812.75 |
|