| Trading Metrics calculated at close of trading on 23-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2008 |
23-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
12,106 |
11,967 |
-139 |
-1.1% |
12,661 |
| High |
12,143 |
12,300 |
157 |
1.3% |
12,834 |
| Low |
11,456 |
11,634 |
178 |
1.6% |
12,051 |
| Close |
11,951 |
12,272 |
321 |
2.7% |
12,106 |
| Range |
687 |
666 |
-21 |
-3.1% |
783 |
| ATR |
280 |
308 |
28 |
9.8% |
0 |
| Volume |
287,144 |
360,593 |
73,449 |
25.6% |
1,014,893 |
|
| Daily Pivots for day following 23-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,067 |
13,835 |
12,638 |
|
| R3 |
13,401 |
13,169 |
12,455 |
|
| R2 |
12,735 |
12,735 |
12,394 |
|
| R1 |
12,503 |
12,503 |
12,333 |
12,619 |
| PP |
12,069 |
12,069 |
12,069 |
12,127 |
| S1 |
11,837 |
11,837 |
12,211 |
11,953 |
| S2 |
11,403 |
11,403 |
12,150 |
|
| S3 |
10,737 |
11,171 |
12,089 |
|
| S4 |
10,071 |
10,505 |
11,906 |
|
|
| Weekly Pivots for week ending 18-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,679 |
14,176 |
12,537 |
|
| R3 |
13,896 |
13,393 |
12,321 |
|
| R2 |
13,113 |
13,113 |
12,250 |
|
| R1 |
12,610 |
12,610 |
12,178 |
12,470 |
| PP |
12,330 |
12,330 |
12,330 |
12,261 |
| S1 |
11,827 |
11,827 |
12,034 |
11,687 |
| S2 |
11,547 |
11,547 |
11,963 |
|
| S3 |
10,764 |
11,044 |
11,891 |
|
| S4 |
9,981 |
10,261 |
11,675 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,643 |
11,456 |
1,187 |
9.7% |
468 |
3.8% |
69% |
False |
False |
289,594 |
| 10 |
12,984 |
11,456 |
1,528 |
12.5% |
367 |
3.0% |
53% |
False |
False |
243,825 |
| 20 |
13,654 |
11,456 |
2,198 |
17.9% |
286 |
2.3% |
37% |
False |
False |
176,115 |
| 40 |
13,879 |
11,456 |
2,423 |
19.7% |
252 |
2.1% |
34% |
False |
False |
111,513 |
| 60 |
14,042 |
11,456 |
2,586 |
21.1% |
231 |
1.9% |
32% |
False |
False |
74,372 |
| 80 |
14,369 |
11,456 |
2,913 |
23.7% |
201 |
1.6% |
28% |
False |
False |
55,784 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,131 |
|
2.618 |
14,044 |
|
1.618 |
13,378 |
|
1.000 |
12,966 |
|
0.618 |
12,712 |
|
HIGH |
12,300 |
|
0.618 |
12,046 |
|
0.500 |
11,967 |
|
0.382 |
11,889 |
|
LOW |
11,634 |
|
0.618 |
11,223 |
|
1.000 |
10,968 |
|
1.618 |
10,557 |
|
2.618 |
9,891 |
|
4.250 |
8,804 |
|
|
| Fisher Pivots for day following 23-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
12,170 |
12,155 |
| PP |
12,069 |
12,037 |
| S1 |
11,967 |
11,920 |
|