| Trading Metrics calculated at close of trading on 25-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2008 |
25-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
6,751.5 |
6,955.0 |
203.5 |
3.0% |
7,320.0 |
| High |
6,900.0 |
7,047.5 |
147.5 |
2.1% |
7,334.5 |
| Low |
6,713.5 |
6,760.0 |
46.5 |
0.7% |
6,448.5 |
| Close |
6,870.5 |
6,847.0 |
-23.5 |
-0.3% |
6,847.0 |
| Range |
186.5 |
287.5 |
101.0 |
54.2% |
886.0 |
| ATR |
217.5 |
222.5 |
5.0 |
2.3% |
0.0 |
| Volume |
282,338 |
226,905 |
-55,433 |
-19.6% |
919,511 |
|
| Daily Pivots for day following 25-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,747.3 |
7,584.7 |
7,005.1 |
|
| R3 |
7,459.8 |
7,297.2 |
6,926.1 |
|
| R2 |
7,172.3 |
7,172.3 |
6,899.7 |
|
| R1 |
7,009.7 |
7,009.7 |
6,873.4 |
6,947.3 |
| PP |
6,884.8 |
6,884.8 |
6,884.8 |
6,853.6 |
| S1 |
6,722.2 |
6,722.2 |
6,820.6 |
6,659.8 |
| S2 |
6,597.3 |
6,597.3 |
6,794.3 |
|
| S3 |
6,309.8 |
6,434.7 |
6,767.9 |
|
| S4 |
6,022.3 |
6,147.2 |
6,688.9 |
|
|
| Weekly Pivots for week ending 25-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,534.7 |
9,076.8 |
7,334.3 |
|
| R3 |
8,648.7 |
8,190.8 |
7,090.7 |
|
| R2 |
7,762.7 |
7,762.7 |
7,009.4 |
|
| R1 |
7,304.8 |
7,304.8 |
6,928.2 |
7,090.8 |
| PP |
6,876.7 |
6,876.7 |
6,876.7 |
6,769.6 |
| S1 |
6,418.8 |
6,418.8 |
6,765.8 |
6,204.8 |
| S2 |
5,990.7 |
5,990.7 |
6,684.6 |
|
| S3 |
5,104.7 |
5,532.8 |
6,603.4 |
|
| S4 |
4,218.7 |
4,646.8 |
6,359.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,334.5 |
6,448.5 |
886.0 |
12.9% |
404.8 |
5.9% |
45% |
False |
False |
183,902 |
| 10 |
7,826.5 |
6,448.5 |
1,378.0 |
20.1% |
283.6 |
4.1% |
29% |
False |
False |
211,597 |
| 20 |
8,180.5 |
6,448.5 |
1,732.0 |
25.3% |
202.8 |
3.0% |
23% |
False |
False |
175,789 |
| 40 |
8,253.0 |
6,448.5 |
1,804.5 |
26.4% |
161.4 |
2.4% |
22% |
False |
False |
100,117 |
| 60 |
8,253.0 |
6,448.5 |
1,804.5 |
26.4% |
147.3 |
2.2% |
22% |
False |
False |
66,982 |
| 80 |
8,253.0 |
6,448.5 |
1,804.5 |
26.4% |
127.5 |
1.9% |
22% |
False |
False |
50,381 |
| 100 |
8,253.0 |
6,448.5 |
1,804.5 |
26.4% |
119.1 |
1.7% |
22% |
False |
False |
40,657 |
| 120 |
8,253.0 |
6,448.5 |
1,804.5 |
26.4% |
117.2 |
1.7% |
22% |
False |
False |
33,900 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,269.4 |
|
2.618 |
7,800.2 |
|
1.618 |
7,512.7 |
|
1.000 |
7,335.0 |
|
0.618 |
7,225.2 |
|
HIGH |
7,047.5 |
|
0.618 |
6,937.7 |
|
0.500 |
6,903.8 |
|
0.382 |
6,869.8 |
|
LOW |
6,760.0 |
|
0.618 |
6,582.3 |
|
1.000 |
6,472.5 |
|
1.618 |
6,294.8 |
|
2.618 |
6,007.3 |
|
4.250 |
5,538.1 |
|
|
| Fisher Pivots for day following 25-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,903.8 |
6,814.0 |
| PP |
6,884.8 |
6,781.0 |
| S1 |
6,865.9 |
6,748.0 |
|