| Trading Metrics calculated at close of trading on 25-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2008 |
25-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
12,271 |
12,382 |
111 |
0.9% |
12,106 |
| High |
12,406 |
12,490 |
84 |
0.7% |
12,490 |
| Low |
12,184 |
12,190 |
6 |
0.0% |
11,456 |
| Close |
12,365 |
12,236 |
-129 |
-1.0% |
12,236 |
| Range |
222 |
300 |
78 |
35.1% |
1,034 |
| ATR |
302 |
302 |
0 |
0.0% |
0 |
| Volume |
326,465 |
206,536 |
-119,929 |
-36.7% |
1,180,738 |
|
| Daily Pivots for day following 25-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,205 |
13,021 |
12,401 |
|
| R3 |
12,905 |
12,721 |
12,319 |
|
| R2 |
12,605 |
12,605 |
12,291 |
|
| R1 |
12,421 |
12,421 |
12,264 |
12,363 |
| PP |
12,305 |
12,305 |
12,305 |
12,277 |
| S1 |
12,121 |
12,121 |
12,209 |
12,063 |
| S2 |
12,005 |
12,005 |
12,181 |
|
| S3 |
11,705 |
11,821 |
12,154 |
|
| S4 |
11,405 |
11,521 |
12,071 |
|
|
| Weekly Pivots for week ending 25-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,163 |
14,733 |
12,805 |
|
| R3 |
14,129 |
13,699 |
12,520 |
|
| R2 |
13,095 |
13,095 |
12,426 |
|
| R1 |
12,665 |
12,665 |
12,331 |
12,880 |
| PP |
12,061 |
12,061 |
12,061 |
12,168 |
| S1 |
11,631 |
11,631 |
12,141 |
11,846 |
| S2 |
11,027 |
11,027 |
12,047 |
|
| S3 |
9,993 |
10,597 |
11,952 |
|
| S4 |
8,959 |
9,563 |
11,667 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,490 |
11,456 |
1,034 |
8.5% |
442 |
3.6% |
75% |
True |
False |
343,926 |
| 10 |
12,839 |
11,456 |
1,383 |
11.3% |
364 |
3.0% |
56% |
False |
False |
246,729 |
| 20 |
13,652 |
11,456 |
2,196 |
17.9% |
302 |
2.5% |
36% |
False |
False |
196,600 |
| 40 |
13,879 |
11,456 |
2,423 |
19.8% |
250 |
2.0% |
32% |
False |
False |
124,826 |
| 60 |
14,042 |
11,456 |
2,586 |
21.1% |
237 |
1.9% |
30% |
False |
False |
83,253 |
| 80 |
14,369 |
11,456 |
2,913 |
23.8% |
205 |
1.7% |
27% |
False |
False |
62,446 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,765 |
|
2.618 |
13,276 |
|
1.618 |
12,976 |
|
1.000 |
12,790 |
|
0.618 |
12,676 |
|
HIGH |
12,490 |
|
0.618 |
12,376 |
|
0.500 |
12,340 |
|
0.382 |
12,305 |
|
LOW |
12,190 |
|
0.618 |
12,005 |
|
1.000 |
11,890 |
|
1.618 |
11,705 |
|
2.618 |
11,405 |
|
4.250 |
10,915 |
|
|
| Fisher Pivots for day following 25-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
12,340 |
12,178 |
| PP |
12,305 |
12,120 |
| S1 |
12,271 |
12,062 |
|