| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2008 |
11-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
7,959.0 |
7,856.0 |
-103.0 |
-1.3% |
7,943.0 |
| High |
7,981.0 |
7,890.0 |
-91.0 |
-1.1% |
8,079.5 |
| Low |
7,850.0 |
7,814.0 |
-36.0 |
-0.5% |
7,814.0 |
| Close |
7,869.0 |
7,873.0 |
4.0 |
0.1% |
7,873.0 |
| Range |
131.0 |
76.0 |
-55.0 |
-42.0% |
265.5 |
| ATR |
124.5 |
121.1 |
-3.5 |
-2.8% |
0.0 |
| Volume |
419 |
366 |
-53 |
-12.6% |
3,936 |
|
| Daily Pivots for day following 11-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,087.0 |
8,056.0 |
7,914.8 |
|
| R3 |
8,011.0 |
7,980.0 |
7,893.9 |
|
| R2 |
7,935.0 |
7,935.0 |
7,886.9 |
|
| R1 |
7,904.0 |
7,904.0 |
7,880.0 |
7,919.5 |
| PP |
7,859.0 |
7,859.0 |
7,859.0 |
7,866.8 |
| S1 |
7,828.0 |
7,828.0 |
7,866.0 |
7,843.5 |
| S2 |
7,783.0 |
7,783.0 |
7,859.1 |
|
| S3 |
7,707.0 |
7,752.0 |
7,852.1 |
|
| S4 |
7,631.0 |
7,676.0 |
7,831.2 |
|
|
| Weekly Pivots for week ending 11-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,718.7 |
8,561.3 |
8,019.0 |
|
| R3 |
8,453.2 |
8,295.8 |
7,946.0 |
|
| R2 |
8,187.7 |
8,187.7 |
7,921.7 |
|
| R1 |
8,030.3 |
8,030.3 |
7,897.3 |
7,976.3 |
| PP |
7,922.2 |
7,922.2 |
7,922.2 |
7,895.1 |
| S1 |
7,764.8 |
7,764.8 |
7,848.7 |
7,710.8 |
| S2 |
7,656.7 |
7,656.7 |
7,824.3 |
|
| S3 |
7,391.2 |
7,499.3 |
7,800.0 |
|
| S4 |
7,125.7 |
7,233.8 |
7,727.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,079.5 |
7,814.0 |
265.5 |
3.4% |
108.8 |
1.4% |
22% |
False |
True |
787 |
| 10 |
8,300.0 |
7,814.0 |
486.0 |
6.2% |
121.3 |
1.5% |
12% |
False |
True |
657 |
| 20 |
8,300.0 |
7,814.0 |
486.0 |
6.2% |
123.2 |
1.6% |
12% |
False |
True |
2,803 |
| 40 |
8,300.0 |
7,645.5 |
654.5 |
8.3% |
106.5 |
1.4% |
35% |
False |
False |
1,700 |
| 60 |
8,300.0 |
7,645.5 |
654.5 |
8.3% |
92.8 |
1.2% |
35% |
False |
False |
1,324 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,213.0 |
|
2.618 |
8,089.0 |
|
1.618 |
8,013.0 |
|
1.000 |
7,966.0 |
|
0.618 |
7,937.0 |
|
HIGH |
7,890.0 |
|
0.618 |
7,861.0 |
|
0.500 |
7,852.0 |
|
0.382 |
7,843.0 |
|
LOW |
7,814.0 |
|
0.618 |
7,767.0 |
|
1.000 |
7,738.0 |
|
1.618 |
7,691.0 |
|
2.618 |
7,615.0 |
|
4.250 |
7,491.0 |
|
|