| Trading Metrics calculated at close of trading on 30-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2007 |
30-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
1,428.00 |
1,426.25 |
-1.75 |
-0.1% |
1,437.25 |
| High |
1,432.50 |
1,434.50 |
2.00 |
0.1% |
1,447.25 |
| Low |
1,423.25 |
1,425.50 |
2.25 |
0.2% |
1,422.00 |
| Close |
1,426.25 |
1,434.00 |
7.75 |
0.5% |
1,427.50 |
| Range |
9.25 |
9.00 |
-0.25 |
-2.7% |
25.25 |
| ATR |
11.72 |
11.52 |
-0.19 |
-1.7% |
0.00 |
| Volume |
1,255,881 |
943,487 |
-312,394 |
-24.9% |
5,535,448 |
|
| Daily Pivots for day following 30-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,458.25 |
1,455.25 |
1,439.00 |
|
| R3 |
1,449.25 |
1,446.25 |
1,436.50 |
|
| R2 |
1,440.25 |
1,440.25 |
1,435.75 |
|
| R1 |
1,437.25 |
1,437.25 |
1,434.75 |
1,438.75 |
| PP |
1,431.25 |
1,431.25 |
1,431.25 |
1,432.00 |
| S1 |
1,428.25 |
1,428.25 |
1,433.25 |
1,429.75 |
| S2 |
1,422.25 |
1,422.25 |
1,432.25 |
|
| S3 |
1,413.25 |
1,419.25 |
1,431.50 |
|
| S4 |
1,404.25 |
1,410.25 |
1,429.00 |
|
|
| Weekly Pivots for week ending 26-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,508.00 |
1,493.00 |
1,441.50 |
|
| R3 |
1,482.75 |
1,467.75 |
1,434.50 |
|
| R2 |
1,457.50 |
1,457.50 |
1,432.25 |
|
| R1 |
1,442.50 |
1,442.50 |
1,429.75 |
1,437.50 |
| PP |
1,432.25 |
1,432.25 |
1,432.25 |
1,429.75 |
| S1 |
1,417.25 |
1,417.25 |
1,425.25 |
1,412.00 |
| S2 |
1,407.00 |
1,407.00 |
1,422.75 |
|
| S3 |
1,381.75 |
1,392.00 |
1,420.50 |
|
| S4 |
1,356.50 |
1,366.75 |
1,413.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,447.25 |
1,422.00 |
25.25 |
1.8% |
12.25 |
0.8% |
48% |
False |
False |
1,142,693 |
| 10 |
1,447.25 |
1,422.00 |
25.25 |
1.8% |
11.00 |
0.8% |
48% |
False |
False |
1,052,662 |
| 20 |
1,447.25 |
1,412.25 |
35.00 |
2.4% |
12.50 |
0.9% |
62% |
False |
False |
991,812 |
| 40 |
1,447.25 |
1,399.25 |
48.00 |
3.3% |
11.50 |
0.8% |
72% |
False |
False |
793,995 |
| 60 |
1,447.25 |
1,377.50 |
69.75 |
4.9% |
11.25 |
0.8% |
81% |
False |
False |
531,008 |
| 80 |
1,447.25 |
1,362.75 |
84.50 |
5.9% |
11.00 |
0.8% |
84% |
False |
False |
398,514 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,472.75 |
|
2.618 |
1,458.00 |
|
1.618 |
1,449.00 |
|
1.000 |
1,443.50 |
|
0.618 |
1,440.00 |
|
HIGH |
1,434.50 |
|
0.618 |
1,431.00 |
|
0.500 |
1,430.00 |
|
0.382 |
1,429.00 |
|
LOW |
1,425.50 |
|
0.618 |
1,420.00 |
|
1.000 |
1,416.50 |
|
1.618 |
1,411.00 |
|
2.618 |
1,402.00 |
|
4.250 |
1,387.25 |
|
|
| Fisher Pivots for day following 30-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,432.75 |
1,432.00 |
| PP |
1,431.25 |
1,430.25 |
| S1 |
1,430.00 |
1,428.25 |
|