| 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 |
6,990.0 |
6,970.0 |
-20.0 |
-0.3% |
7,397.5 |
| High |
7,041.0 |
7,091.5 |
50.5 |
0.7% |
7,397.5 |
| Low |
6,951.0 |
6,938.5 |
-12.5 |
-0.2% |
6,450.0 |
| Close |
7,001.5 |
6,991.5 |
-10.0 |
-0.1% |
6,919.0 |
| Range |
90.0 |
153.0 |
63.0 |
70.0% |
947.5 |
| ATR |
227.4 |
222.1 |
-5.3 |
-2.3% |
0.0 |
| Volume |
595 |
451 |
-144 |
-24.2% |
3,666 |
|
| Daily Pivots for day following 30-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,466.2 |
7,381.8 |
7,075.7 |
|
| R3 |
7,313.2 |
7,228.8 |
7,033.6 |
|
| R2 |
7,160.2 |
7,160.2 |
7,019.6 |
|
| R1 |
7,075.8 |
7,075.8 |
7,005.5 |
7,118.0 |
| PP |
7,007.2 |
7,007.2 |
7,007.2 |
7,028.3 |
| S1 |
6,922.8 |
6,922.8 |
6,977.5 |
6,965.0 |
| S2 |
6,854.2 |
6,854.2 |
6,963.5 |
|
| S3 |
6,701.2 |
6,769.8 |
6,949.4 |
|
| S4 |
6,548.2 |
6,616.8 |
6,907.4 |
|
|
| Weekly Pivots for week ending 25-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,764.7 |
9,289.3 |
7,440.1 |
|
| R3 |
8,817.2 |
8,341.8 |
7,179.6 |
|
| R2 |
7,869.7 |
7,869.7 |
7,092.7 |
|
| R1 |
7,394.3 |
7,394.3 |
7,005.9 |
7,158.3 |
| PP |
6,922.2 |
6,922.2 |
6,922.2 |
6,804.1 |
| S1 |
6,446.8 |
6,446.8 |
6,832.1 |
6,210.8 |
| S2 |
5,974.7 |
5,974.7 |
6,745.3 |
|
| S3 |
5,027.2 |
5,499.3 |
6,658.4 |
|
| S4 |
4,079.7 |
4,551.8 |
6,397.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,114.0 |
6,685.0 |
429.0 |
6.1% |
201.0 |
2.9% |
71% |
False |
False |
713 |
| 10 |
7,685.0 |
6,450.0 |
1,235.0 |
17.7% |
296.9 |
4.2% |
44% |
False |
False |
781 |
| 20 |
8,130.0 |
6,450.0 |
1,680.0 |
24.0% |
205.6 |
2.9% |
32% |
False |
False |
739 |
| 40 |
8,300.0 |
6,450.0 |
1,850.0 |
26.5% |
155.5 |
2.2% |
29% |
False |
False |
1,736 |
| 60 |
8,300.0 |
6,450.0 |
1,850.0 |
26.5% |
135.4 |
1.9% |
29% |
False |
False |
1,314 |
| 80 |
8,300.0 |
6,450.0 |
1,850.0 |
26.5% |
113.7 |
1.6% |
29% |
False |
False |
1,135 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,741.8 |
|
2.618 |
7,492.1 |
|
1.618 |
7,339.1 |
|
1.000 |
7,244.5 |
|
0.618 |
7,186.1 |
|
HIGH |
7,091.5 |
|
0.618 |
7,033.1 |
|
0.500 |
7,015.0 |
|
0.382 |
6,996.9 |
|
LOW |
6,938.5 |
|
0.618 |
6,843.9 |
|
1.000 |
6,785.5 |
|
1.618 |
6,690.9 |
|
2.618 |
6,537.9 |
|
4.250 |
6,288.3 |
|
|
| Fisher Pivots for day following 30-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
7,015.0 |
6,957.1 |
| PP |
7,007.2 |
6,922.7 |
| S1 |
6,999.3 |
6,888.3 |
|