| Trading Metrics calculated at close of trading on 15-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2008 |
15-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
12,613.78 |
12,777.50 |
163.72 |
1.3% |
12,801.15 |
| High |
12,794.57 |
12,777.50 |
-17.07 |
-0.1% |
12,931.29 |
| Low |
12,613.70 |
12,488.76 |
-124.94 |
-1.0% |
12,501.76 |
| Close |
12,778.15 |
12,501.11 |
-277.04 |
-2.2% |
12,606.38 |
| Range |
180.87 |
288.74 |
107.87 |
59.6% |
429.53 |
| ATR |
212.07 |
217.59 |
5.52 |
2.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,455.34 |
13,266.97 |
12,659.92 |
|
| R3 |
13,166.60 |
12,978.23 |
12,580.51 |
|
| R2 |
12,877.86 |
12,877.86 |
12,554.05 |
|
| R1 |
12,689.49 |
12,689.49 |
12,527.58 |
12,639.31 |
| PP |
12,589.12 |
12,589.12 |
12,589.12 |
12,564.03 |
| S1 |
12,400.75 |
12,400.75 |
12,474.64 |
12,350.57 |
| S2 |
12,300.38 |
12,300.38 |
12,448.17 |
|
| S3 |
12,011.64 |
12,112.01 |
12,421.71 |
|
| S4 |
11,722.90 |
11,823.27 |
12,342.30 |
|
|
| Weekly Pivots for week ending 11-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,968.40 |
13,716.92 |
12,842.62 |
|
| R3 |
13,538.87 |
13,287.39 |
12,724.50 |
|
| R2 |
13,109.34 |
13,109.34 |
12,685.13 |
|
| R1 |
12,857.86 |
12,857.86 |
12,645.75 |
12,768.84 |
| PP |
12,679.81 |
12,679.81 |
12,679.81 |
12,635.30 |
| S1 |
12,428.33 |
12,428.33 |
12,567.01 |
12,339.31 |
| S2 |
12,250.28 |
12,250.28 |
12,527.63 |
|
| S3 |
11,820.75 |
11,998.80 |
12,488.26 |
|
| S4 |
11,391.22 |
11,569.27 |
12,370.14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,931.29 |
12,488.76 |
442.53 |
3.5% |
262.58 |
2.1% |
3% |
False |
True |
|
| 10 |
13,279.54 |
12,488.76 |
790.78 |
6.3% |
246.44 |
2.0% |
2% |
False |
True |
|
| 20 |
13,563.48 |
12,488.76 |
1,074.72 |
8.6% |
200.59 |
1.6% |
1% |
False |
True |
|
| 40 |
13,780.11 |
12,488.76 |
1,291.35 |
10.3% |
206.16 |
1.6% |
1% |
False |
True |
|
| 60 |
13,962.53 |
12,488.76 |
1,473.77 |
11.8% |
209.20 |
1.7% |
1% |
False |
True |
|
| 80 |
14,198.10 |
12,488.76 |
1,709.34 |
13.7% |
188.80 |
1.5% |
1% |
False |
True |
|
| 100 |
14,198.10 |
12,488.76 |
1,709.34 |
13.7% |
185.41 |
1.5% |
1% |
False |
True |
|
| 120 |
14,198.10 |
12,488.76 |
1,709.34 |
13.7% |
197.28 |
1.6% |
1% |
False |
True |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,004.65 |
|
2.618 |
13,533.42 |
|
1.618 |
13,244.68 |
|
1.000 |
13,066.24 |
|
0.618 |
12,955.94 |
|
HIGH |
12,777.50 |
|
0.618 |
12,667.20 |
|
0.500 |
12,633.13 |
|
0.382 |
12,599.06 |
|
LOW |
12,488.76 |
|
0.618 |
12,310.32 |
|
1.000 |
12,200.02 |
|
1.618 |
12,021.58 |
|
2.618 |
11,732.84 |
|
4.250 |
11,261.62 |
|
|
| Fisher Pivots for day following 15-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
12,633.13 |
12,669.95 |
| PP |
12,589.12 |
12,613.67 |
| S1 |
12,545.12 |
12,557.39 |
|