| 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 |
12,888 |
12,870 |
-18 |
-0.1% |
13,423 |
| High |
12,956 |
12,958 |
2 |
0.0% |
13,454 |
| Low |
12,782 |
12,615 |
-167 |
-1.3% |
12,842 |
| Close |
12,878 |
12,651 |
-227 |
-1.8% |
12,887 |
| Range |
174 |
343 |
169 |
97.1% |
612 |
| ATR |
201 |
211 |
10 |
5.0% |
0 |
| Volume |
182,015 |
205,987 |
23,972 |
13.2% |
431,420 |
|
| Daily Pivots for day following 08-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,770 |
13,554 |
12,840 |
|
| R3 |
13,427 |
13,211 |
12,745 |
|
| R2 |
13,084 |
13,084 |
12,714 |
|
| R1 |
12,868 |
12,868 |
12,683 |
12,805 |
| PP |
12,741 |
12,741 |
12,741 |
12,710 |
| S1 |
12,525 |
12,525 |
12,620 |
12,462 |
| S2 |
12,398 |
12,398 |
12,588 |
|
| S3 |
12,055 |
12,182 |
12,557 |
|
| S4 |
11,712 |
11,839 |
12,462 |
|
|
| Weekly Pivots for week ending 04-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,897 |
14,504 |
13,224 |
|
| R3 |
14,285 |
13,892 |
13,055 |
|
| R2 |
13,673 |
13,673 |
12,999 |
|
| R1 |
13,280 |
13,280 |
12,943 |
13,171 |
| PP |
13,061 |
13,061 |
13,061 |
13,006 |
| S1 |
12,668 |
12,668 |
12,831 |
12,559 |
| S2 |
12,449 |
12,449 |
12,775 |
|
| S3 |
11,837 |
12,056 |
12,719 |
|
| S4 |
11,225 |
11,444 |
12,551 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,376 |
12,615 |
761 |
6.0% |
260 |
2.1% |
5% |
False |
True |
146,702 |
| 10 |
13,654 |
12,615 |
1,039 |
8.2% |
205 |
1.6% |
3% |
False |
True |
108,406 |
| 20 |
13,879 |
12,615 |
1,264 |
10.0% |
216 |
1.7% |
3% |
False |
True |
100,815 |
| 40 |
13,879 |
12,615 |
1,264 |
10.0% |
206 |
1.6% |
3% |
False |
True |
50,582 |
| 60 |
14,276 |
12,615 |
1,661 |
13.1% |
195 |
1.5% |
2% |
False |
True |
33,739 |
| 80 |
14,369 |
12,615 |
1,754 |
13.9% |
158 |
1.2% |
2% |
False |
True |
25,307 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,416 |
|
2.618 |
13,856 |
|
1.618 |
13,513 |
|
1.000 |
13,301 |
|
0.618 |
13,170 |
|
HIGH |
12,958 |
|
0.618 |
12,827 |
|
0.500 |
12,787 |
|
0.382 |
12,746 |
|
LOW |
12,615 |
|
0.618 |
12,403 |
|
1.000 |
12,272 |
|
1.618 |
12,060 |
|
2.618 |
11,717 |
|
4.250 |
11,157 |
|
|
| Fisher Pivots for day following 08-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
12,787 |
12,898 |
| PP |
12,741 |
12,816 |
| S1 |
12,696 |
12,733 |
|