| Trading Metrics calculated at close of trading on 17-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2008 |
17-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
12,476.81 |
12,467.05 |
-9.76 |
-0.1% |
12,801.15 |
| High |
12,613.13 |
12,517.61 |
-95.52 |
-0.8% |
12,931.29 |
| Low |
12,392.27 |
12,125.56 |
-266.71 |
-2.2% |
12,501.76 |
| Close |
12,465.67 |
12,160.02 |
-305.65 |
-2.5% |
12,606.38 |
| Range |
220.86 |
392.05 |
171.19 |
77.5% |
429.53 |
| ATR |
217.83 |
230.27 |
12.44 |
5.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 17-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,443.88 |
13,194.00 |
12,375.65 |
|
| R3 |
13,051.83 |
12,801.95 |
12,267.83 |
|
| R2 |
12,659.78 |
12,659.78 |
12,231.90 |
|
| R1 |
12,409.90 |
12,409.90 |
12,195.96 |
12,338.82 |
| PP |
12,267.73 |
12,267.73 |
12,267.73 |
12,232.19 |
| S1 |
12,017.85 |
12,017.85 |
12,124.08 |
11,946.77 |
| S2 |
11,875.68 |
11,875.68 |
12,088.14 |
|
| S3 |
11,483.63 |
11,625.80 |
12,052.21 |
|
| S4 |
11,091.58 |
11,233.75 |
11,944.39 |
|
|
| 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 |
12,851.14 |
12,125.56 |
725.58 |
6.0% |
277.96 |
2.3% |
5% |
False |
True |
|
| 10 |
13,046.72 |
12,125.56 |
921.16 |
7.6% |
267.48 |
2.2% |
4% |
False |
True |
|
| 20 |
13,563.48 |
12,125.56 |
1,437.92 |
11.8% |
212.81 |
1.8% |
2% |
False |
True |
|
| 40 |
13,780.11 |
12,125.56 |
1,654.55 |
13.6% |
211.50 |
1.7% |
2% |
False |
True |
|
| 60 |
13,962.53 |
12,125.56 |
1,836.97 |
15.1% |
210.14 |
1.7% |
2% |
False |
True |
|
| 80 |
14,198.10 |
12,125.56 |
2,072.54 |
17.0% |
193.55 |
1.6% |
2% |
False |
True |
|
| 100 |
14,198.10 |
12,125.56 |
2,072.54 |
17.0% |
188.52 |
1.6% |
2% |
False |
True |
|
| 120 |
14,198.10 |
12,125.56 |
2,072.54 |
17.0% |
196.53 |
1.6% |
2% |
False |
True |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,183.82 |
|
2.618 |
13,544.00 |
|
1.618 |
13,151.95 |
|
1.000 |
12,909.66 |
|
0.618 |
12,759.90 |
|
HIGH |
12,517.61 |
|
0.618 |
12,367.85 |
|
0.500 |
12,321.59 |
|
0.382 |
12,275.32 |
|
LOW |
12,125.56 |
|
0.618 |
11,883.27 |
|
1.000 |
11,733.51 |
|
1.618 |
11,491.22 |
|
2.618 |
11,099.17 |
|
4.250 |
10,459.35 |
|
|
| Fisher Pivots for day following 17-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
12,321.59 |
12,451.53 |
| PP |
12,267.73 |
12,354.36 |
| S1 |
12,213.88 |
12,257.19 |
|