| Trading Metrics calculated at close of trading on 23-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2007 |
23-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
12,613 |
12,538 |
-75 |
-0.6% |
12,640 |
| High |
12,627 |
12,600 |
-27 |
-0.2% |
12,668 |
| Low |
12,495 |
12,511 |
16 |
0.1% |
12,576 |
| Close |
12,534 |
12,592 |
58 |
0.5% |
12,610 |
| Range |
132 |
89 |
-43 |
-32.6% |
92 |
| ATR |
94 |
93 |
0 |
-0.3% |
0 |
| Volume |
126,151 |
105,106 |
-21,045 |
-16.7% |
424,555 |
|
| Daily Pivots for day following 23-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,835 |
12,802 |
12,641 |
|
| R3 |
12,746 |
12,713 |
12,617 |
|
| R2 |
12,657 |
12,657 |
12,608 |
|
| R1 |
12,624 |
12,624 |
12,600 |
12,641 |
| PP |
12,568 |
12,568 |
12,568 |
12,576 |
| S1 |
12,535 |
12,535 |
12,584 |
12,552 |
| S2 |
12,479 |
12,479 |
12,576 |
|
| S3 |
12,390 |
12,446 |
12,568 |
|
| S4 |
12,301 |
12,357 |
12,543 |
|
|
| 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% |
86 |
0.7% |
56% |
False |
False |
113,765 |
| 10 |
12,668 |
12,417 |
251 |
2.0% |
93 |
0.7% |
70% |
False |
False |
92,333 |
| 20 |
12,668 |
12,405 |
263 |
2.1% |
99 |
0.8% |
71% |
False |
False |
89,094 |
| 40 |
12,668 |
12,176 |
492 |
3.9% |
93 |
0.7% |
85% |
False |
False |
70,139 |
| 60 |
12,668 |
12,059 |
609 |
4.8% |
86 |
0.7% |
88% |
False |
False |
46,771 |
| 80 |
12,668 |
11,820 |
848 |
6.7% |
75 |
0.6% |
91% |
False |
False |
35,082 |
| 100 |
12,668 |
11,490 |
1,178 |
9.4% |
64 |
0.5% |
94% |
False |
False |
28,067 |
| 120 |
12,668 |
11,267 |
1,401 |
11.1% |
54 |
0.4% |
95% |
False |
False |
23,391 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,978 |
|
2.618 |
12,833 |
|
1.618 |
12,744 |
|
1.000 |
12,689 |
|
0.618 |
12,655 |
|
HIGH |
12,600 |
|
0.618 |
12,566 |
|
0.500 |
12,556 |
|
0.382 |
12,545 |
|
LOW |
12,511 |
|
0.618 |
12,456 |
|
1.000 |
12,422 |
|
1.618 |
12,367 |
|
2.618 |
12,278 |
|
4.250 |
12,133 |
|
|
| Fisher Pivots for day following 23-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
12,580 |
12,583 |
| PP |
12,568 |
12,574 |
| S1 |
12,556 |
12,565 |
|