| Trading Metrics calculated at close of trading on 17-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2007 |
17-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
6,268.0 |
6,232.5 |
-35.5 |
-0.6% |
6,262.0 |
| High |
6,284.5 |
6,239.5 |
-45.0 |
-0.7% |
6,294.0 |
| Low |
6,227.0 |
6,197.5 |
-29.5 |
-0.5% |
6,153.5 |
| Close |
6,228.0 |
6,215.0 |
-13.0 |
-0.2% |
6,251.5 |
| Range |
57.5 |
42.0 |
-15.5 |
-27.0% |
140.5 |
| ATR |
45.5 |
45.2 |
-0.2 |
-0.5% |
0.0 |
| Volume |
107 |
75 |
-32 |
-29.9% |
930 |
|
| Daily Pivots for day following 17-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,343.5 |
6,321.0 |
6,238.0 |
|
| R3 |
6,301.5 |
6,279.0 |
6,226.5 |
|
| R2 |
6,259.5 |
6,259.5 |
6,222.5 |
|
| R1 |
6,237.0 |
6,237.0 |
6,219.0 |
6,227.0 |
| PP |
6,217.5 |
6,217.5 |
6,217.5 |
6,212.5 |
| S1 |
6,195.0 |
6,195.0 |
6,211.0 |
6,185.0 |
| S2 |
6,175.5 |
6,175.5 |
6,207.5 |
|
| S3 |
6,133.5 |
6,153.0 |
6,203.5 |
|
| S4 |
6,091.5 |
6,111.0 |
6,192.0 |
|
|
| Weekly Pivots for week ending 12-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,654.5 |
6,593.5 |
6,329.0 |
|
| R3 |
6,514.0 |
6,453.0 |
6,290.0 |
|
| R2 |
6,373.5 |
6,373.5 |
6,277.5 |
|
| R1 |
6,312.5 |
6,312.5 |
6,264.5 |
6,273.0 |
| PP |
6,233.0 |
6,233.0 |
6,233.0 |
6,213.0 |
| S1 |
6,172.0 |
6,172.0 |
6,238.5 |
6,132.0 |
| S2 |
6,092.5 |
6,092.5 |
6,225.5 |
|
| S3 |
5,952.0 |
6,031.5 |
6,213.0 |
|
| S4 |
5,811.5 |
5,891.0 |
6,174.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,294.5 |
6,153.5 |
141.0 |
2.3% |
55.5 |
0.9% |
44% |
False |
False |
177 |
| 10 |
6,320.5 |
6,153.5 |
167.0 |
2.7% |
50.0 |
0.8% |
37% |
False |
False |
1,589 |
| 20 |
6,353.0 |
6,153.5 |
199.5 |
3.2% |
30.5 |
0.5% |
31% |
False |
False |
804 |
| 40 |
6,353.0 |
6,077.0 |
276.0 |
4.4% |
19.0 |
0.3% |
50% |
False |
False |
542 |
| 60 |
6,353.0 |
6,077.0 |
276.0 |
4.4% |
13.5 |
0.2% |
50% |
False |
False |
373 |
| 80 |
6,353.0 |
5,868.0 |
485.0 |
7.8% |
10.0 |
0.2% |
72% |
False |
False |
286 |
| 100 |
6,353.0 |
5,868.0 |
485.0 |
7.8% |
8.0 |
0.1% |
72% |
False |
False |
229 |
| 120 |
6,353.0 |
5,868.0 |
485.0 |
7.8% |
7.0 |
0.1% |
72% |
False |
False |
190 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,418.0 |
|
2.618 |
6,349.5 |
|
1.618 |
6,307.5 |
|
1.000 |
6,281.5 |
|
0.618 |
6,265.5 |
|
HIGH |
6,239.5 |
|
0.618 |
6,223.5 |
|
0.500 |
6,218.5 |
|
0.382 |
6,213.5 |
|
LOW |
6,197.5 |
|
0.618 |
6,171.5 |
|
1.000 |
6,155.5 |
|
1.618 |
6,129.5 |
|
2.618 |
6,087.5 |
|
4.250 |
6,019.0 |
|
|
| Fisher Pivots for day following 17-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,218.5 |
6,246.0 |
| PP |
6,217.5 |
6,235.5 |
| S1 |
6,216.0 |
6,225.5 |
|