| Trading Metrics calculated at close of trading on 09-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2008 |
09-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
12,870 |
12,642 |
-228 |
-1.8% |
13,423 |
| High |
12,958 |
12,794 |
-164 |
-1.3% |
13,454 |
| Low |
12,615 |
12,550 |
-65 |
-0.5% |
12,842 |
| Close |
12,651 |
12,745 |
94 |
0.7% |
12,887 |
| Range |
343 |
244 |
-99 |
-28.9% |
612 |
| ATR |
211 |
214 |
2 |
1.1% |
0 |
| Volume |
205,987 |
243,424 |
37,437 |
18.2% |
431,420 |
|
| Daily Pivots for day following 09-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,428 |
13,331 |
12,879 |
|
| R3 |
13,184 |
13,087 |
12,812 |
|
| R2 |
12,940 |
12,940 |
12,790 |
|
| R1 |
12,843 |
12,843 |
12,767 |
12,892 |
| PP |
12,696 |
12,696 |
12,696 |
12,721 |
| S1 |
12,599 |
12,599 |
12,723 |
12,648 |
| S2 |
12,452 |
12,452 |
12,700 |
|
| S3 |
12,208 |
12,355 |
12,678 |
|
| S4 |
11,964 |
12,111 |
12,611 |
|
|
| 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 |
13,194 |
12,550 |
644 |
5.1% |
243 |
1.9% |
30% |
False |
True |
184,823 |
| 10 |
13,652 |
12,550 |
1,102 |
8.6% |
217 |
1.7% |
18% |
False |
True |
123,031 |
| 20 |
13,879 |
12,550 |
1,329 |
10.4% |
220 |
1.7% |
15% |
False |
True |
112,921 |
| 40 |
13,879 |
12,550 |
1,329 |
10.4% |
208 |
1.6% |
15% |
False |
True |
56,666 |
| 60 |
14,178 |
12,550 |
1,628 |
12.8% |
196 |
1.5% |
12% |
False |
True |
37,796 |
| 80 |
14,369 |
12,550 |
1,819 |
14.3% |
161 |
1.3% |
11% |
False |
True |
28,350 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,831 |
|
2.618 |
13,433 |
|
1.618 |
13,189 |
|
1.000 |
13,038 |
|
0.618 |
12,945 |
|
HIGH |
12,794 |
|
0.618 |
12,701 |
|
0.500 |
12,672 |
|
0.382 |
12,643 |
|
LOW |
12,550 |
|
0.618 |
12,399 |
|
1.000 |
12,306 |
|
1.618 |
12,155 |
|
2.618 |
11,911 |
|
4.250 |
11,513 |
|
|
| Fisher Pivots for day following 09-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
12,721 |
12,754 |
| PP |
12,696 |
12,751 |
| S1 |
12,672 |
12,748 |
|