| Trading Metrics calculated at close of trading on 28-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2008 |
28-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
6,955.0 |
6,615.0 |
-340.0 |
-4.9% |
7,320.0 |
| High |
7,047.5 |
6,930.5 |
-117.0 |
-1.7% |
7,334.5 |
| Low |
6,760.0 |
6,608.0 |
-152.0 |
-2.2% |
6,448.5 |
| Close |
6,847.0 |
6,855.0 |
8.0 |
0.1% |
6,847.0 |
| Range |
287.5 |
322.5 |
35.0 |
12.2% |
886.0 |
| ATR |
222.5 |
229.7 |
7.1 |
3.2% |
0.0 |
| Volume |
226,905 |
221,440 |
-5,465 |
-2.4% |
919,511 |
|
| Daily Pivots for day following 28-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,765.3 |
7,632.7 |
7,032.4 |
|
| R3 |
7,442.8 |
7,310.2 |
6,943.7 |
|
| R2 |
7,120.3 |
7,120.3 |
6,914.1 |
|
| R1 |
6,987.7 |
6,987.7 |
6,884.6 |
7,054.0 |
| PP |
6,797.8 |
6,797.8 |
6,797.8 |
6,831.0 |
| S1 |
6,665.2 |
6,665.2 |
6,825.4 |
6,731.5 |
| S2 |
6,475.3 |
6,475.3 |
6,795.9 |
|
| S3 |
6,152.8 |
6,342.7 |
6,766.3 |
|
| S4 |
5,830.3 |
6,020.2 |
6,677.6 |
|
|
| 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% |
362.8 |
5.3% |
46% |
False |
False |
146,136 |
| 10 |
7,786.0 |
6,448.5 |
1,337.5 |
19.5% |
307.8 |
4.5% |
30% |
False |
False |
221,098 |
| 20 |
8,180.5 |
6,448.5 |
1,732.0 |
25.3% |
215.1 |
3.1% |
23% |
False |
False |
185,471 |
| 40 |
8,253.0 |
6,448.5 |
1,804.5 |
26.3% |
163.3 |
2.4% |
23% |
False |
False |
105,608 |
| 60 |
8,253.0 |
6,448.5 |
1,804.5 |
26.3% |
151.2 |
2.2% |
23% |
False |
False |
70,667 |
| 80 |
8,253.0 |
6,448.5 |
1,804.5 |
26.3% |
131.3 |
1.9% |
23% |
False |
False |
53,147 |
| 100 |
8,253.0 |
6,448.5 |
1,804.5 |
26.3% |
121.0 |
1.8% |
23% |
False |
False |
42,870 |
| 120 |
8,253.0 |
6,448.5 |
1,804.5 |
26.3% |
119.1 |
1.7% |
23% |
False |
False |
35,745 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,301.1 |
|
2.618 |
7,774.8 |
|
1.618 |
7,452.3 |
|
1.000 |
7,253.0 |
|
0.618 |
7,129.8 |
|
HIGH |
6,930.5 |
|
0.618 |
6,807.3 |
|
0.500 |
6,769.3 |
|
0.382 |
6,731.2 |
|
LOW |
6,608.0 |
|
0.618 |
6,408.7 |
|
1.000 |
6,285.5 |
|
1.618 |
6,086.2 |
|
2.618 |
5,763.7 |
|
4.250 |
5,237.4 |
|
|
| Fisher Pivots for day following 28-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,826.4 |
6,845.9 |
| PP |
6,797.8 |
6,836.8 |
| S1 |
6,769.3 |
6,827.8 |
|