| Trading Metrics calculated at close of trading on 16-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2007 |
16-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
1,850.50 |
1,862.25 |
11.75 |
0.6% |
1,798.00 |
| High |
1,863.00 |
1,867.75 |
4.75 |
0.3% |
1,863.00 |
| Low |
1,845.50 |
1,851.50 |
6.00 |
0.3% |
1,792.00 |
| Close |
1,862.25 |
1,855.75 |
-6.50 |
-0.3% |
1,862.25 |
| Range |
17.50 |
16.25 |
-1.25 |
-7.1% |
71.00 |
| ATR |
26.67 |
25.93 |
-0.74 |
-2.8% |
0.00 |
| Volume |
400,929 |
272,797 |
-128,132 |
-32.0% |
1,740,046 |
|
| Daily Pivots for day following 16-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,907.00 |
1,897.75 |
1,864.75 |
|
| R3 |
1,890.75 |
1,881.50 |
1,860.25 |
|
| R2 |
1,874.50 |
1,874.50 |
1,858.75 |
|
| R1 |
1,865.25 |
1,865.25 |
1,857.25 |
1,861.75 |
| PP |
1,858.25 |
1,858.25 |
1,858.25 |
1,856.50 |
| S1 |
1,849.00 |
1,849.00 |
1,854.25 |
1,845.50 |
| S2 |
1,842.00 |
1,842.00 |
1,852.75 |
|
| S3 |
1,825.75 |
1,832.75 |
1,851.25 |
|
| S4 |
1,809.50 |
1,816.50 |
1,846.75 |
|
|
| Weekly Pivots for week ending 12-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,052.00 |
2,028.25 |
1,901.25 |
|
| R3 |
1,981.00 |
1,957.25 |
1,881.75 |
|
| R2 |
1,910.00 |
1,910.00 |
1,875.25 |
|
| R1 |
1,886.25 |
1,886.25 |
1,868.75 |
1,898.00 |
| PP |
1,839.00 |
1,839.00 |
1,839.00 |
1,845.00 |
| S1 |
1,815.25 |
1,815.25 |
1,855.75 |
1,827.00 |
| S2 |
1,768.00 |
1,768.00 |
1,849.25 |
|
| S3 |
1,697.00 |
1,744.25 |
1,842.75 |
|
| S4 |
1,626.00 |
1,673.25 |
1,823.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,867.75 |
1,792.00 |
75.75 |
4.1% |
24.75 |
1.3% |
84% |
True |
False |
331,838 |
| 10 |
1,867.75 |
1,747.00 |
120.75 |
6.5% |
30.50 |
1.6% |
90% |
True |
False |
300,626 |
| 20 |
1,867.75 |
1,747.00 |
120.75 |
6.5% |
27.00 |
1.4% |
90% |
True |
False |
266,825 |
| 40 |
1,867.75 |
1,747.00 |
120.75 |
6.5% |
24.25 |
1.3% |
90% |
True |
False |
167,265 |
| 60 |
1,867.75 |
1,722.75 |
145.00 |
7.8% |
24.25 |
1.3% |
92% |
True |
False |
111,579 |
| 80 |
1,867.75 |
1,652.25 |
215.50 |
11.6% |
23.75 |
1.3% |
94% |
True |
False |
83,716 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,936.75 |
|
2.618 |
1,910.25 |
|
1.618 |
1,894.00 |
|
1.000 |
1,884.00 |
|
0.618 |
1,877.75 |
|
HIGH |
1,867.75 |
|
0.618 |
1,861.50 |
|
0.500 |
1,859.50 |
|
0.382 |
1,857.75 |
|
LOW |
1,851.50 |
|
0.618 |
1,841.50 |
|
1.000 |
1,835.25 |
|
1.618 |
1,825.25 |
|
2.618 |
1,809.00 |
|
4.250 |
1,782.50 |
|
|
| Fisher Pivots for day following 16-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,859.50 |
1,853.50 |
| PP |
1,858.25 |
1,851.25 |
| S1 |
1,857.00 |
1,849.00 |
|