| Trading Metrics calculated at close of trading on 31-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2008 |
31-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
12,471 |
12,390 |
-81 |
-0.6% |
12,106 |
| High |
12,678 |
12,698 |
20 |
0.2% |
12,490 |
| Low |
12,356 |
12,239 |
-117 |
-0.9% |
11,456 |
| Close |
12,394 |
12,614 |
220 |
1.8% |
12,236 |
| Range |
322 |
459 |
137 |
42.5% |
1,034 |
| ATR |
295 |
307 |
12 |
4.0% |
0 |
| Volume |
138,064 |
212,189 |
74,125 |
53.7% |
1,180,738 |
|
| Daily Pivots for day following 31-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,894 |
13,713 |
12,867 |
|
| R3 |
13,435 |
13,254 |
12,740 |
|
| R2 |
12,976 |
12,976 |
12,698 |
|
| R1 |
12,795 |
12,795 |
12,656 |
12,886 |
| PP |
12,517 |
12,517 |
12,517 |
12,562 |
| S1 |
12,336 |
12,336 |
12,572 |
12,427 |
| S2 |
12,058 |
12,058 |
12,530 |
|
| S3 |
11,599 |
11,877 |
12,488 |
|
| S4 |
11,140 |
11,418 |
12,362 |
|
|
| 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 |
12,698 |
12,083 |
615 |
4.9% |
313 |
2.5% |
86% |
True |
False |
188,769 |
| 10 |
12,698 |
11,456 |
1,242 |
9.8% |
390 |
3.1% |
93% |
True |
False |
271,828 |
| 20 |
13,194 |
11,456 |
1,738 |
13.8% |
321 |
2.5% |
67% |
False |
False |
219,462 |
| 40 |
13,879 |
11,456 |
2,423 |
19.2% |
261 |
2.1% |
48% |
False |
False |
143,207 |
| 60 |
13,879 |
11,456 |
2,423 |
19.2% |
245 |
1.9% |
48% |
False |
False |
95,537 |
| 80 |
14,369 |
11,456 |
2,913 |
23.1% |
220 |
1.7% |
40% |
False |
False |
71,662 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,649 |
|
2.618 |
13,900 |
|
1.618 |
13,441 |
|
1.000 |
13,157 |
|
0.618 |
12,982 |
|
HIGH |
12,698 |
|
0.618 |
12,523 |
|
0.500 |
12,469 |
|
0.382 |
12,414 |
|
LOW |
12,239 |
|
0.618 |
11,955 |
|
1.000 |
11,780 |
|
1.618 |
11,496 |
|
2.618 |
11,037 |
|
4.250 |
10,288 |
|
|
| Fisher Pivots for day following 31-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
12,566 |
12,566 |
| PP |
12,517 |
12,517 |
| S1 |
12,469 |
12,469 |
|