| Trading Metrics calculated at close of trading on 16-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2008 |
16-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
12,798 |
12,520 |
-278 |
-2.2% |
12,888 |
| High |
12,807 |
12,643 |
-164 |
-1.3% |
12,984 |
| Low |
12,524 |
12,419 |
-105 |
-0.8% |
12,550 |
| Close |
12,564 |
12,490 |
-74 |
-0.6% |
12,661 |
| Range |
283 |
224 |
-59 |
-20.8% |
434 |
| ATR |
229 |
228 |
0 |
-0.1% |
0 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,189 |
13,064 |
12,613 |
|
| R3 |
12,965 |
12,840 |
12,552 |
|
| R2 |
12,741 |
12,741 |
12,531 |
|
| R1 |
12,616 |
12,616 |
12,511 |
12,567 |
| PP |
12,517 |
12,517 |
12,517 |
12,493 |
| S1 |
12,392 |
12,392 |
12,470 |
12,343 |
| S2 |
12,293 |
12,293 |
12,449 |
|
| S3 |
12,069 |
12,168 |
12,429 |
|
| S4 |
11,845 |
11,944 |
12,367 |
|
|
| 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 |
12,419 |
565 |
4.5% |
262 |
2.1% |
13% |
False |
True |
149,371 |
| 10 |
13,194 |
12,419 |
775 |
6.2% |
252 |
2.0% |
9% |
False |
True |
167,097 |
| 20 |
13,654 |
12,419 |
1,235 |
9.9% |
216 |
1.7% |
6% |
False |
True |
136,589 |
| 40 |
13,879 |
12,419 |
1,460 |
11.7% |
215 |
1.7% |
5% |
False |
True |
75,330 |
| 60 |
14,042 |
12,419 |
1,623 |
13.0% |
206 |
1.7% |
4% |
False |
True |
50,242 |
| 80 |
14,369 |
12,419 |
1,950 |
15.6% |
176 |
1.4% |
4% |
False |
True |
37,685 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,595 |
|
2.618 |
13,230 |
|
1.618 |
13,006 |
|
1.000 |
12,867 |
|
0.618 |
12,782 |
|
HIGH |
12,643 |
|
0.618 |
12,558 |
|
0.500 |
12,531 |
|
0.382 |
12,505 |
|
LOW |
12,419 |
|
0.618 |
12,281 |
|
1.000 |
12,195 |
|
1.618 |
12,057 |
|
2.618 |
11,833 |
|
4.250 |
11,467 |
|
|
| Fisher Pivots for day following 16-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
12,531 |
12,627 |
| PP |
12,517 |
12,581 |
| S1 |
12,504 |
12,536 |
|