| Trading Metrics calculated at close of trading on 30-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2008 |
30-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
1,809.00 |
1,812.50 |
3.50 |
0.2% |
1,851.50 |
| High |
1,825.00 |
1,850.00 |
25.00 |
1.4% |
1,873.50 |
| Low |
1,797.50 |
1,796.25 |
-1.25 |
-0.1% |
1,698.25 |
| Close |
1,812.00 |
1,811.50 |
-0.50 |
0.0% |
1,793.50 |
| Range |
27.50 |
53.75 |
26.25 |
95.5% |
175.25 |
| ATR |
56.92 |
56.69 |
-0.23 |
-0.4% |
0.00 |
| Volume |
399,003 |
329,069 |
-69,934 |
-17.5% |
2,790,037 |
|
| Daily Pivots for day following 30-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,980.50 |
1,949.75 |
1,841.00 |
|
| R3 |
1,926.75 |
1,896.00 |
1,826.25 |
|
| R2 |
1,873.00 |
1,873.00 |
1,821.25 |
|
| R1 |
1,842.25 |
1,842.25 |
1,816.50 |
1,830.75 |
| PP |
1,819.25 |
1,819.25 |
1,819.25 |
1,813.50 |
| S1 |
1,788.50 |
1,788.50 |
1,806.50 |
1,777.00 |
| S2 |
1,765.50 |
1,765.50 |
1,801.75 |
|
| S3 |
1,711.75 |
1,734.75 |
1,796.75 |
|
| S4 |
1,658.00 |
1,681.00 |
1,782.00 |
|
|
| 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 |
1,761.50 |
112.00 |
6.2% |
51.25 |
2.8% |
45% |
False |
False |
528,341 |
| 10 |
1,919.25 |
1,698.25 |
221.00 |
12.2% |
64.75 |
3.6% |
51% |
False |
False |
593,149 |
| 20 |
2,117.00 |
1,698.25 |
418.75 |
23.1% |
62.50 |
3.4% |
27% |
False |
False |
530,773 |
| 40 |
2,174.00 |
1,698.25 |
475.75 |
26.3% |
49.50 |
2.7% |
24% |
False |
False |
345,483 |
| 60 |
2,258.25 |
1,698.25 |
560.00 |
30.9% |
50.50 |
2.8% |
20% |
False |
False |
230,490 |
| 80 |
2,276.25 |
1,698.25 |
578.00 |
31.9% |
47.50 |
2.6% |
20% |
False |
False |
172,881 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,078.50 |
|
2.618 |
1,990.75 |
|
1.618 |
1,937.00 |
|
1.000 |
1,903.75 |
|
0.618 |
1,883.25 |
|
HIGH |
1,850.00 |
|
0.618 |
1,829.50 |
|
0.500 |
1,823.00 |
|
0.382 |
1,816.75 |
|
LOW |
1,796.25 |
|
0.618 |
1,763.00 |
|
1.000 |
1,742.50 |
|
1.618 |
1,709.25 |
|
2.618 |
1,655.50 |
|
4.250 |
1,567.75 |
|
|
| Fisher Pivots for day following 30-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,823.00 |
1,809.50 |
| PP |
1,819.25 |
1,807.75 |
| S1 |
1,815.50 |
1,805.75 |
|