| Trading Metrics calculated at close of trading on 26-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2007 |
26-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
12,669 |
12,544 |
-125 |
-1.0% |
12,613 |
| High |
12,670 |
12,575 |
-95 |
-0.7% |
12,674 |
| Low |
12,527 |
12,464 |
-63 |
-0.5% |
12,464 |
| Close |
12,541 |
12,523 |
-18 |
-0.1% |
12,523 |
| Range |
143 |
111 |
-32 |
-22.4% |
210 |
| ATR |
96 |
97 |
1 |
1.1% |
0 |
| Volume |
120,825 |
133,697 |
12,872 |
10.7% |
588,771 |
|
| Daily Pivots for day following 26-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,854 |
12,799 |
12,584 |
|
| R3 |
12,743 |
12,688 |
12,554 |
|
| R2 |
12,632 |
12,632 |
12,543 |
|
| R1 |
12,577 |
12,577 |
12,533 |
12,549 |
| PP |
12,521 |
12,521 |
12,521 |
12,507 |
| S1 |
12,466 |
12,466 |
12,513 |
12,438 |
| S2 |
12,410 |
12,410 |
12,503 |
|
| S3 |
12,299 |
12,355 |
12,493 |
|
| S4 |
12,188 |
12,244 |
12,462 |
|
|
| Weekly Pivots for week ending 26-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,184 |
13,063 |
12,639 |
|
| R3 |
12,974 |
12,853 |
12,581 |
|
| R2 |
12,764 |
12,764 |
12,562 |
|
| R1 |
12,643 |
12,643 |
12,542 |
12,599 |
| PP |
12,554 |
12,554 |
12,554 |
12,531 |
| S1 |
12,433 |
12,433 |
12,504 |
12,389 |
| S2 |
12,344 |
12,344 |
12,485 |
|
| S3 |
12,134 |
12,223 |
12,465 |
|
| S4 |
11,924 |
12,013 |
12,408 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,674 |
12,464 |
210 |
1.7% |
113 |
0.9% |
28% |
False |
True |
117,754 |
| 10 |
12,674 |
12,464 |
210 |
1.7% |
92 |
0.7% |
28% |
False |
True |
102,121 |
| 20 |
12,674 |
12,405 |
269 |
2.1% |
102 |
0.8% |
44% |
False |
False |
97,459 |
| 40 |
12,674 |
12,176 |
498 |
4.0% |
96 |
0.8% |
70% |
False |
False |
79,064 |
| 60 |
12,674 |
12,059 |
615 |
4.9% |
89 |
0.7% |
75% |
False |
False |
52,728 |
| 80 |
12,674 |
11,855 |
819 |
6.5% |
78 |
0.6% |
82% |
False |
False |
39,551 |
| 100 |
12,674 |
11,524 |
1,150 |
9.2% |
67 |
0.5% |
87% |
False |
False |
31,642 |
| 120 |
12,674 |
11,267 |
1,407 |
11.2% |
57 |
0.5% |
89% |
False |
False |
26,371 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,047 |
|
2.618 |
12,866 |
|
1.618 |
12,755 |
|
1.000 |
12,686 |
|
0.618 |
12,644 |
|
HIGH |
12,575 |
|
0.618 |
12,533 |
|
0.500 |
12,520 |
|
0.382 |
12,507 |
|
LOW |
12,464 |
|
0.618 |
12,396 |
|
1.000 |
12,353 |
|
1.618 |
12,285 |
|
2.618 |
12,174 |
|
4.250 |
11,992 |
|
|
| Fisher Pivots for day following 26-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
12,522 |
12,569 |
| PP |
12,521 |
12,554 |
| S1 |
12,520 |
12,538 |
|