| Trading Metrics calculated at close of trading on 24-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2008 |
24-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
6,962.5 |
6,800.0 |
-162.5 |
-2.3% |
7,838.0 |
| High |
7,000.0 |
6,965.0 |
-35.0 |
-0.5% |
7,904.0 |
| Low |
6,450.0 |
6,788.0 |
338.0 |
5.2% |
7,425.0 |
| Close |
6,566.0 |
6,941.0 |
375.0 |
5.7% |
7,456.0 |
| Range |
550.0 |
177.0 |
-373.0 |
-67.8% |
479.0 |
| ATR |
213.9 |
227.1 |
13.2 |
6.2% |
0.0 |
| Volume |
780 |
466 |
-314 |
-40.3% |
3,765 |
|
| Daily Pivots for day following 24-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,429.0 |
7,362.0 |
7,038.4 |
|
| R3 |
7,252.0 |
7,185.0 |
6,989.7 |
|
| R2 |
7,075.0 |
7,075.0 |
6,973.5 |
|
| R1 |
7,008.0 |
7,008.0 |
6,957.2 |
7,041.5 |
| PP |
6,898.0 |
6,898.0 |
6,898.0 |
6,914.8 |
| S1 |
6,831.0 |
6,831.0 |
6,924.8 |
6,864.5 |
| S2 |
6,721.0 |
6,721.0 |
6,908.6 |
|
| S3 |
6,544.0 |
6,654.0 |
6,892.3 |
|
| S4 |
6,367.0 |
6,477.0 |
6,843.7 |
|
|
| Weekly Pivots for week ending 18-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,032.0 |
8,723.0 |
7,719.5 |
|
| R3 |
8,553.0 |
8,244.0 |
7,587.7 |
|
| R2 |
8,074.0 |
8,074.0 |
7,543.8 |
|
| R1 |
7,765.0 |
7,765.0 |
7,499.9 |
7,680.0 |
| PP |
7,595.0 |
7,595.0 |
7,595.0 |
7,552.5 |
| S1 |
7,286.0 |
7,286.0 |
7,412.1 |
7,201.0 |
| S2 |
7,116.0 |
7,116.0 |
7,368.2 |
|
| S3 |
6,637.0 |
6,807.0 |
7,324.3 |
|
| S4 |
6,158.0 |
6,328.0 |
7,192.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,636.0 |
6,450.0 |
1,186.0 |
17.1% |
381.1 |
5.5% |
41% |
False |
False |
739 |
| 10 |
7,904.0 |
6,450.0 |
1,454.0 |
20.9% |
255.2 |
3.7% |
34% |
False |
False |
701 |
| 20 |
8,300.0 |
6,450.0 |
1,850.0 |
26.7% |
189.3 |
2.7% |
27% |
False |
False |
924 |
| 40 |
8,300.0 |
6,450.0 |
1,850.0 |
26.7% |
149.7 |
2.2% |
27% |
False |
False |
1,706 |
| 60 |
8,300.0 |
6,450.0 |
1,850.0 |
26.7% |
123.8 |
1.8% |
27% |
False |
False |
1,276 |
| 80 |
8,300.0 |
6,450.0 |
1,850.0 |
26.7% |
105.2 |
1.5% |
27% |
False |
False |
1,099 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,717.3 |
|
2.618 |
7,428.4 |
|
1.618 |
7,251.4 |
|
1.000 |
7,142.0 |
|
0.618 |
7,074.4 |
|
HIGH |
6,965.0 |
|
0.618 |
6,897.4 |
|
0.500 |
6,876.5 |
|
0.382 |
6,855.6 |
|
LOW |
6,788.0 |
|
0.618 |
6,678.6 |
|
1.000 |
6,611.0 |
|
1.618 |
6,501.6 |
|
2.618 |
6,324.6 |
|
4.250 |
6,035.8 |
|
|
| Fisher Pivots for day following 24-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,919.5 |
6,869.0 |
| PP |
6,898.0 |
6,797.0 |
| S1 |
6,876.5 |
6,725.0 |
|