| Trading Metrics calculated at close of trading on 22-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2007 |
22-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
12,588 |
12,613 |
25 |
0.2% |
12,640 |
| High |
12,635 |
12,627 |
-8 |
-0.1% |
12,668 |
| Low |
12,576 |
12,495 |
-81 |
-0.6% |
12,576 |
| Close |
12,610 |
12,534 |
-76 |
-0.6% |
12,610 |
| Range |
59 |
132 |
73 |
123.7% |
92 |
| ATR |
91 |
94 |
3 |
3.3% |
0 |
| Volume |
96,213 |
126,151 |
29,938 |
31.1% |
424,555 |
|
| Daily Pivots for day following 22-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,948 |
12,873 |
12,607 |
|
| R3 |
12,816 |
12,741 |
12,570 |
|
| R2 |
12,684 |
12,684 |
12,558 |
|
| R1 |
12,609 |
12,609 |
12,546 |
12,581 |
| PP |
12,552 |
12,552 |
12,552 |
12,538 |
| S1 |
12,477 |
12,477 |
12,522 |
12,449 |
| S2 |
12,420 |
12,420 |
12,510 |
|
| S3 |
12,288 |
12,345 |
12,498 |
|
| S4 |
12,156 |
12,213 |
12,462 |
|
|
| Weekly Pivots for week ending 19-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,894 |
12,844 |
12,661 |
|
| R3 |
12,802 |
12,752 |
12,635 |
|
| R2 |
12,710 |
12,710 |
12,627 |
|
| R1 |
12,660 |
12,660 |
12,619 |
12,639 |
| PP |
12,618 |
12,618 |
12,618 |
12,608 |
| S1 |
12,568 |
12,568 |
12,602 |
12,547 |
| S2 |
12,526 |
12,526 |
12,593 |
|
| S3 |
12,434 |
12,476 |
12,585 |
|
| S4 |
12,342 |
12,384 |
12,560 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,668 |
12,495 |
173 |
1.4% |
81 |
0.6% |
23% |
False |
True |
110,141 |
| 10 |
12,668 |
12,405 |
263 |
2.1% |
95 |
0.8% |
49% |
False |
False |
93,986 |
| 20 |
12,668 |
12,405 |
263 |
2.1% |
97 |
0.8% |
49% |
False |
False |
86,957 |
| 40 |
12,668 |
12,176 |
492 |
3.9% |
92 |
0.7% |
73% |
False |
False |
67,513 |
| 60 |
12,668 |
12,059 |
609 |
4.9% |
85 |
0.7% |
78% |
False |
False |
45,019 |
| 80 |
12,668 |
11,820 |
848 |
6.8% |
74 |
0.6% |
84% |
False |
False |
33,769 |
| 100 |
12,668 |
11,490 |
1,178 |
9.4% |
63 |
0.5% |
89% |
False |
False |
27,016 |
| 120 |
12,668 |
11,267 |
1,401 |
11.2% |
53 |
0.4% |
90% |
False |
False |
22,516 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,188 |
|
2.618 |
12,973 |
|
1.618 |
12,841 |
|
1.000 |
12,759 |
|
0.618 |
12,709 |
|
HIGH |
12,627 |
|
0.618 |
12,577 |
|
0.500 |
12,561 |
|
0.382 |
12,546 |
|
LOW |
12,495 |
|
0.618 |
12,414 |
|
1.000 |
12,363 |
|
1.618 |
12,282 |
|
2.618 |
12,150 |
|
4.250 |
11,934 |
|
|
| Fisher Pivots for day following 22-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
12,561 |
12,580 |
| PP |
12,552 |
12,565 |
| S1 |
12,543 |
12,549 |
|