| Trading Metrics calculated at close of trading on 29-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2008 |
29-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
6,615.0 |
6,917.0 |
302.0 |
4.6% |
7,320.0 |
| High |
6,930.5 |
6,972.5 |
42.0 |
0.6% |
7,334.5 |
| Low |
6,608.0 |
6,857.0 |
249.0 |
3.8% |
6,448.5 |
| Close |
6,855.0 |
6,927.0 |
72.0 |
1.1% |
6,847.0 |
| Range |
322.5 |
115.5 |
-207.0 |
-64.2% |
886.0 |
| ATR |
229.7 |
221.6 |
-8.0 |
-3.5% |
0.0 |
| Volume |
221,440 |
174,923 |
-46,517 |
-21.0% |
919,511 |
|
| Daily Pivots for day following 29-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,265.3 |
7,211.7 |
6,990.5 |
|
| R3 |
7,149.8 |
7,096.2 |
6,958.8 |
|
| R2 |
7,034.3 |
7,034.3 |
6,948.2 |
|
| R1 |
6,980.7 |
6,980.7 |
6,937.6 |
7,007.5 |
| PP |
6,918.8 |
6,918.8 |
6,918.8 |
6,932.3 |
| S1 |
6,865.2 |
6,865.2 |
6,916.4 |
6,892.0 |
| S2 |
6,803.3 |
6,803.3 |
6,905.8 |
|
| S3 |
6,687.8 |
6,749.7 |
6,895.2 |
|
| S4 |
6,572.3 |
6,634.2 |
6,863.5 |
|
|
| 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 |
7,047.5 |
6,448.5 |
599.0 |
8.6% |
279.4 |
4.0% |
80% |
False |
False |
181,121 |
| 10 |
7,618.0 |
6,448.5 |
1,169.5 |
16.9% |
302.5 |
4.4% |
41% |
False |
False |
214,966 |
| 20 |
8,180.5 |
6,448.5 |
1,732.0 |
25.0% |
217.0 |
3.1% |
28% |
False |
False |
194,217 |
| 40 |
8,253.0 |
6,448.5 |
1,804.5 |
26.1% |
164.6 |
2.4% |
27% |
False |
False |
109,962 |
| 60 |
8,253.0 |
6,448.5 |
1,804.5 |
26.1% |
149.5 |
2.2% |
27% |
False |
False |
73,578 |
| 80 |
8,253.0 |
6,448.5 |
1,804.5 |
26.1% |
132.1 |
1.9% |
27% |
False |
False |
55,329 |
| 100 |
8,253.0 |
6,448.5 |
1,804.5 |
26.1% |
121.0 |
1.7% |
27% |
False |
False |
44,615 |
| 120 |
8,253.0 |
6,448.5 |
1,804.5 |
26.1% |
119.2 |
1.7% |
27% |
False |
False |
37,203 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,463.4 |
|
2.618 |
7,274.9 |
|
1.618 |
7,159.4 |
|
1.000 |
7,088.0 |
|
0.618 |
7,043.9 |
|
HIGH |
6,972.5 |
|
0.618 |
6,928.4 |
|
0.500 |
6,914.8 |
|
0.382 |
6,901.1 |
|
LOW |
6,857.0 |
|
0.618 |
6,785.6 |
|
1.000 |
6,741.5 |
|
1.618 |
6,670.1 |
|
2.618 |
6,554.6 |
|
4.250 |
6,366.1 |
|
|
| Fisher Pivots for day following 29-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,922.9 |
6,893.9 |
| PP |
6,918.8 |
6,860.8 |
| S1 |
6,914.8 |
6,827.8 |
|