| Trading Metrics calculated at close of trading on 24-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2008 |
24-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
11,967 |
12,271 |
304 |
2.5% |
12,661 |
| High |
12,300 |
12,406 |
106 |
0.9% |
12,834 |
| Low |
11,634 |
12,184 |
550 |
4.7% |
12,051 |
| Close |
12,272 |
12,365 |
93 |
0.8% |
12,106 |
| Range |
666 |
222 |
-444 |
-66.7% |
783 |
| ATR |
308 |
302 |
-6 |
-2.0% |
0 |
| Volume |
360,593 |
326,465 |
-34,128 |
-9.5% |
1,014,893 |
|
| Daily Pivots for day following 24-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,984 |
12,897 |
12,487 |
|
| R3 |
12,762 |
12,675 |
12,426 |
|
| R2 |
12,540 |
12,540 |
12,406 |
|
| R1 |
12,453 |
12,453 |
12,385 |
12,497 |
| PP |
12,318 |
12,318 |
12,318 |
12,340 |
| S1 |
12,231 |
12,231 |
12,345 |
12,275 |
| S2 |
12,096 |
12,096 |
12,324 |
|
| S3 |
11,874 |
12,009 |
12,304 |
|
| S4 |
11,652 |
11,787 |
12,243 |
|
|
| Weekly Pivots for week ending 18-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,679 |
14,176 |
12,537 |
|
| R3 |
13,896 |
13,393 |
12,321 |
|
| R2 |
13,113 |
13,113 |
12,250 |
|
| R1 |
12,610 |
12,610 |
12,178 |
12,470 |
| PP |
12,330 |
12,330 |
12,330 |
12,261 |
| S1 |
11,827 |
11,827 |
12,034 |
11,687 |
| S2 |
11,547 |
11,547 |
11,963 |
|
| S3 |
10,764 |
11,044 |
11,891 |
|
| S4 |
9,981 |
10,261 |
11,675 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,585 |
11,456 |
1,129 |
9.1% |
468 |
3.8% |
81% |
False |
False |
354,887 |
| 10 |
12,984 |
11,456 |
1,528 |
12.4% |
365 |
2.9% |
59% |
False |
False |
252,129 |
| 20 |
13,652 |
11,456 |
2,196 |
17.8% |
291 |
2.4% |
41% |
False |
False |
187,580 |
| 40 |
13,879 |
11,456 |
2,423 |
19.6% |
249 |
2.0% |
38% |
False |
False |
119,674 |
| 60 |
14,042 |
11,456 |
2,586 |
20.9% |
234 |
1.9% |
35% |
False |
False |
79,812 |
| 80 |
14,369 |
11,456 |
2,913 |
23.6% |
202 |
1.6% |
31% |
False |
False |
59,865 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,350 |
|
2.618 |
12,987 |
|
1.618 |
12,765 |
|
1.000 |
12,628 |
|
0.618 |
12,543 |
|
HIGH |
12,406 |
|
0.618 |
12,321 |
|
0.500 |
12,295 |
|
0.382 |
12,269 |
|
LOW |
12,184 |
|
0.618 |
12,047 |
|
1.000 |
11,962 |
|
1.618 |
11,825 |
|
2.618 |
11,603 |
|
4.250 |
11,241 |
|
|
| Fisher Pivots for day following 24-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
12,342 |
12,220 |
| PP |
12,318 |
12,076 |
| S1 |
12,295 |
11,931 |
|