| 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 |
6,720.5 |
6,751.5 |
31.0 |
0.5% |
7,768.0 |
| High |
6,933.5 |
6,900.0 |
-33.5 |
-0.5% |
7,826.5 |
| Low |
6,448.5 |
6,713.5 |
265.0 |
4.1% |
7,342.5 |
| Close |
6,833.0 |
6,870.5 |
37.5 |
0.5% |
7,379.0 |
| Range |
485.0 |
186.5 |
-298.5 |
-61.5% |
484.0 |
| ATR |
219.9 |
217.5 |
-2.4 |
-1.1% |
0.0 |
| Volume |
0 |
282,338 |
282,338 |
|
1,196,464 |
|
| Daily Pivots for day following 24-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,387.5 |
7,315.5 |
6,973.1 |
|
| R3 |
7,201.0 |
7,129.0 |
6,921.8 |
|
| R2 |
7,014.5 |
7,014.5 |
6,904.7 |
|
| R1 |
6,942.5 |
6,942.5 |
6,887.6 |
6,978.5 |
| PP |
6,828.0 |
6,828.0 |
6,828.0 |
6,846.0 |
| S1 |
6,756.0 |
6,756.0 |
6,853.4 |
6,792.0 |
| S2 |
6,641.5 |
6,641.5 |
6,836.3 |
|
| S3 |
6,455.0 |
6,569.5 |
6,819.2 |
|
| S4 |
6,268.5 |
6,383.0 |
6,767.9 |
|
|
| Weekly Pivots for week ending 18-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,968.0 |
8,657.5 |
7,645.2 |
|
| R3 |
8,484.0 |
8,173.5 |
7,512.1 |
|
| R2 |
8,000.0 |
8,000.0 |
7,467.7 |
|
| R1 |
7,689.5 |
7,689.5 |
7,423.4 |
7,602.8 |
| PP |
7,516.0 |
7,516.0 |
7,516.0 |
7,472.6 |
| S1 |
7,205.5 |
7,205.5 |
7,334.6 |
7,118.8 |
| S2 |
7,032.0 |
7,032.0 |
7,290.3 |
|
| S3 |
6,548.0 |
6,721.5 |
7,245.9 |
|
| S4 |
6,064.0 |
6,237.5 |
7,112.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,561.5 |
6,448.5 |
1,113.0 |
16.2% |
391.1 |
5.7% |
38% |
False |
False |
197,296 |
| 10 |
7,826.5 |
6,448.5 |
1,378.0 |
20.1% |
263.9 |
3.8% |
31% |
False |
False |
206,453 |
| 20 |
8,253.0 |
6,448.5 |
1,804.5 |
26.3% |
198.3 |
2.9% |
23% |
False |
False |
167,567 |
| 40 |
8,253.0 |
6,448.5 |
1,804.5 |
26.3% |
157.1 |
2.3% |
23% |
False |
False |
94,479 |
| 60 |
8,253.0 |
6,448.5 |
1,804.5 |
26.3% |
143.4 |
2.1% |
23% |
False |
False |
63,203 |
| 80 |
8,253.0 |
6,448.5 |
1,804.5 |
26.3% |
124.4 |
1.8% |
23% |
False |
False |
47,567 |
| 100 |
8,253.0 |
6,448.5 |
1,804.5 |
26.3% |
117.8 |
1.7% |
23% |
False |
False |
38,390 |
| 120 |
8,253.0 |
6,448.5 |
1,804.5 |
26.3% |
115.4 |
1.7% |
23% |
False |
False |
32,010 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,692.6 |
|
2.618 |
7,388.3 |
|
1.618 |
7,201.8 |
|
1.000 |
7,086.5 |
|
0.618 |
7,015.3 |
|
HIGH |
6,900.0 |
|
0.618 |
6,828.8 |
|
0.500 |
6,806.8 |
|
0.382 |
6,784.7 |
|
LOW |
6,713.5 |
|
0.618 |
6,598.2 |
|
1.000 |
6,527.0 |
|
1.618 |
6,411.7 |
|
2.618 |
6,225.2 |
|
4.250 |
5,920.9 |
|
|
| Fisher Pivots for day following 24-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,849.3 |
6,891.5 |
| PP |
6,828.0 |
6,884.5 |
| S1 |
6,806.8 |
6,877.5 |
|