| Trading Metrics calculated at close of trading on 14-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2008 |
14-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
12,835 |
12,661 |
-174 |
-1.4% |
12,888 |
| High |
12,839 |
12,834 |
-5 |
0.0% |
12,984 |
| Low |
12,590 |
12,590 |
0 |
0.0% |
12,550 |
| Close |
12,661 |
12,798 |
137 |
1.1% |
12,661 |
| Range |
249 |
244 |
-5 |
-2.0% |
434 |
| ATR |
223 |
224 |
2 |
0.7% |
0 |
| Volume |
271,660 |
214,656 |
-57,004 |
-21.0% |
1,163,626 |
|
| Daily Pivots for day following 14-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,473 |
13,379 |
12,932 |
|
| R3 |
13,229 |
13,135 |
12,865 |
|
| R2 |
12,985 |
12,985 |
12,843 |
|
| R1 |
12,891 |
12,891 |
12,820 |
12,938 |
| PP |
12,741 |
12,741 |
12,741 |
12,764 |
| S1 |
12,647 |
12,647 |
12,776 |
12,694 |
| S2 |
12,497 |
12,497 |
12,753 |
|
| S3 |
12,253 |
12,403 |
12,731 |
|
| S4 |
12,009 |
12,159 |
12,664 |
|
|
| Weekly Pivots for week ending 11-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,034 |
13,781 |
12,900 |
|
| R3 |
13,600 |
13,347 |
12,780 |
|
| R2 |
13,166 |
13,166 |
12,741 |
|
| R1 |
12,913 |
12,913 |
12,701 |
12,823 |
| PP |
12,732 |
12,732 |
12,732 |
12,686 |
| S1 |
12,479 |
12,479 |
12,621 |
12,389 |
| S2 |
12,298 |
12,298 |
12,582 |
|
| S3 |
11,864 |
12,045 |
12,542 |
|
| S4 |
11,430 |
11,611 |
12,422 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,984 |
12,550 |
434 |
3.4% |
278 |
2.2% |
57% |
False |
False |
239,253 |
| 10 |
13,454 |
12,550 |
904 |
7.1% |
250 |
1.9% |
27% |
False |
False |
180,970 |
| 20 |
13,654 |
12,550 |
1,104 |
8.6% |
211 |
1.6% |
22% |
False |
False |
149,414 |
| 40 |
13,879 |
12,550 |
1,329 |
10.4% |
211 |
1.6% |
19% |
False |
False |
75,334 |
| 60 |
14,042 |
12,550 |
1,492 |
11.7% |
205 |
1.6% |
17% |
False |
False |
50,243 |
| 80 |
14,369 |
12,550 |
1,819 |
14.2% |
171 |
1.3% |
14% |
False |
False |
37,685 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,871 |
|
2.618 |
13,473 |
|
1.618 |
13,229 |
|
1.000 |
13,078 |
|
0.618 |
12,985 |
|
HIGH |
12,834 |
|
0.618 |
12,741 |
|
0.500 |
12,712 |
|
0.382 |
12,683 |
|
LOW |
12,590 |
|
0.618 |
12,439 |
|
1.000 |
12,346 |
|
1.618 |
12,195 |
|
2.618 |
11,951 |
|
4.250 |
11,553 |
|
|
| Fisher Pivots for day following 14-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
12,769 |
12,794 |
| PP |
12,741 |
12,791 |
| S1 |
12,712 |
12,787 |
|