| Trading Metrics calculated at close of trading on 08-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2008 |
08-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
6,218.0 |
6,189.0 |
-29.0 |
-0.5% |
6,366.0 |
| High |
6,231.0 |
6,210.0 |
-21.0 |
-0.3% |
6,411.0 |
| Low |
6,161.0 |
6,125.0 |
-36.0 |
-0.6% |
6,260.0 |
| Close |
6,206.0 |
6,163.0 |
-43.0 |
-0.7% |
6,342.0 |
| Range |
70.0 |
85.0 |
15.0 |
21.4% |
151.0 |
| ATR |
93.7 |
93.1 |
-0.6 |
-0.7% |
0.0 |
| Volume |
20,099 |
23,287 |
3,188 |
15.9% |
63,069 |
|
| Daily Pivots for day following 08-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,421.0 |
6,377.0 |
6,209.8 |
|
| R3 |
6,336.0 |
6,292.0 |
6,186.4 |
|
| R2 |
6,251.0 |
6,251.0 |
6,178.6 |
|
| R1 |
6,207.0 |
6,207.0 |
6,170.8 |
6,186.5 |
| PP |
6,166.0 |
6,166.0 |
6,166.0 |
6,155.8 |
| S1 |
6,122.0 |
6,122.0 |
6,155.2 |
6,101.5 |
| S2 |
6,081.0 |
6,081.0 |
6,147.4 |
|
| S3 |
5,996.0 |
6,037.0 |
6,139.6 |
|
| S4 |
5,911.0 |
5,952.0 |
6,116.3 |
|
|
| Weekly Pivots for week ending 04-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,790.7 |
6,717.3 |
6,425.1 |
|
| R3 |
6,639.7 |
6,566.3 |
6,383.5 |
|
| R2 |
6,488.7 |
6,488.7 |
6,369.7 |
|
| R1 |
6,415.3 |
6,415.3 |
6,355.8 |
6,376.5 |
| PP |
6,337.7 |
6,337.7 |
6,337.7 |
6,318.3 |
| S1 |
6,264.3 |
6,264.3 |
6,328.2 |
6,225.5 |
| S2 |
6,186.7 |
6,186.7 |
6,314.3 |
|
| S3 |
6,035.7 |
6,113.3 |
6,300.5 |
|
| S4 |
5,884.7 |
5,962.3 |
6,259.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,411.0 |
6,125.0 |
286.0 |
4.6% |
77.8 |
1.3% |
13% |
False |
True |
19,000 |
| 10 |
6,411.0 |
6,125.0 |
286.0 |
4.6% |
75.6 |
1.2% |
13% |
False |
True |
15,109 |
| 20 |
6,725.0 |
6,115.0 |
610.0 |
9.9% |
81.8 |
1.3% |
8% |
False |
False |
21,468 |
| 40 |
6,725.0 |
6,115.0 |
610.0 |
9.9% |
57.1 |
0.9% |
8% |
False |
False |
10,825 |
| 60 |
6,869.0 |
6,115.0 |
754.0 |
12.2% |
48.4 |
0.8% |
6% |
False |
False |
7,244 |
| 80 |
6,869.0 |
6,115.0 |
754.0 |
12.2% |
38.7 |
0.6% |
6% |
False |
False |
5,439 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,571.3 |
|
2.618 |
6,432.5 |
|
1.618 |
6,347.5 |
|
1.000 |
6,295.0 |
|
0.618 |
6,262.5 |
|
HIGH |
6,210.0 |
|
0.618 |
6,177.5 |
|
0.500 |
6,167.5 |
|
0.382 |
6,157.5 |
|
LOW |
6,125.0 |
|
0.618 |
6,072.5 |
|
1.000 |
6,040.0 |
|
1.618 |
5,987.5 |
|
2.618 |
5,902.5 |
|
4.250 |
5,763.8 |
|
|
| Fisher Pivots for day following 08-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,167.5 |
6,245.0 |
| PP |
6,166.0 |
6,217.7 |
| S1 |
6,164.5 |
6,190.3 |
|