| Trading Metrics calculated at close of trading on 29-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2008 |
29-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
1,796.50 |
1,809.00 |
12.50 |
0.7% |
1,851.50 |
| High |
1,814.75 |
1,825.00 |
10.25 |
0.6% |
1,873.50 |
| Low |
1,761.50 |
1,797.50 |
36.00 |
2.0% |
1,698.25 |
| Close |
1,810.25 |
1,812.00 |
1.75 |
0.1% |
1,793.50 |
| Range |
53.25 |
27.50 |
-25.75 |
-48.4% |
175.25 |
| ATR |
59.18 |
56.92 |
-2.26 |
-3.8% |
0.00 |
| Volume |
519,625 |
399,003 |
-120,622 |
-23.2% |
2,790,037 |
|
| Daily Pivots for day following 29-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,894.00 |
1,880.50 |
1,827.00 |
|
| R3 |
1,866.50 |
1,853.00 |
1,819.50 |
|
| R2 |
1,839.00 |
1,839.00 |
1,817.00 |
|
| R1 |
1,825.50 |
1,825.50 |
1,814.50 |
1,832.25 |
| PP |
1,811.50 |
1,811.50 |
1,811.50 |
1,815.00 |
| S1 |
1,798.00 |
1,798.00 |
1,809.50 |
1,804.75 |
| S2 |
1,784.00 |
1,784.00 |
1,807.00 |
|
| S3 |
1,756.50 |
1,770.50 |
1,804.50 |
|
| S4 |
1,729.00 |
1,743.00 |
1,797.00 |
|
|
| 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% |
63.25 |
3.5% |
65% |
False |
False |
612,822 |
| 10 |
1,959.50 |
1,698.25 |
261.25 |
14.4% |
65.75 |
3.6% |
44% |
False |
False |
598,056 |
| 20 |
2,127.50 |
1,698.25 |
429.25 |
23.7% |
61.00 |
3.4% |
26% |
False |
False |
522,403 |
| 40 |
2,174.00 |
1,698.25 |
475.75 |
26.3% |
49.50 |
2.7% |
24% |
False |
False |
337,285 |
| 60 |
2,258.25 |
1,698.25 |
560.00 |
30.9% |
50.25 |
2.8% |
20% |
False |
False |
225,008 |
| 80 |
2,276.25 |
1,698.25 |
578.00 |
31.9% |
47.50 |
2.6% |
20% |
False |
False |
168,768 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,942.00 |
|
2.618 |
1,897.00 |
|
1.618 |
1,869.50 |
|
1.000 |
1,852.50 |
|
0.618 |
1,842.00 |
|
HIGH |
1,825.00 |
|
0.618 |
1,814.50 |
|
0.500 |
1,811.25 |
|
0.382 |
1,808.00 |
|
LOW |
1,797.50 |
|
0.618 |
1,780.50 |
|
1.000 |
1,770.00 |
|
1.618 |
1,753.00 |
|
2.618 |
1,725.50 |
|
4.250 |
1,680.50 |
|
|
| Fisher Pivots for day following 29-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,811.75 |
1,817.50 |
| PP |
1,811.50 |
1,815.75 |
| S1 |
1,811.25 |
1,813.75 |
|