| Trading Metrics calculated at close of trading on 30-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2007 |
30-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
12,521 |
12,527 |
6 |
0.0% |
12,613 |
| High |
12,577 |
12,572 |
-5 |
0.0% |
12,674 |
| Low |
12,496 |
12,511 |
15 |
0.1% |
12,464 |
| Close |
12,525 |
12,560 |
35 |
0.3% |
12,523 |
| Range |
81 |
61 |
-20 |
-24.7% |
210 |
| ATR |
96 |
94 |
-3 |
-2.6% |
0 |
| Volume |
102,666 |
92,871 |
-9,795 |
-9.5% |
588,771 |
|
| Daily Pivots for day following 30-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,731 |
12,706 |
12,594 |
|
| R3 |
12,670 |
12,645 |
12,577 |
|
| R2 |
12,609 |
12,609 |
12,571 |
|
| R1 |
12,584 |
12,584 |
12,566 |
12,597 |
| PP |
12,548 |
12,548 |
12,548 |
12,554 |
| S1 |
12,523 |
12,523 |
12,555 |
12,536 |
| S2 |
12,487 |
12,487 |
12,549 |
|
| S3 |
12,426 |
12,462 |
12,543 |
|
| S4 |
12,365 |
12,401 |
12,527 |
|
|
| 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% |
97 |
0.8% |
46% |
False |
False |
110,610 |
| 10 |
12,674 |
12,464 |
210 |
1.7% |
92 |
0.7% |
46% |
False |
False |
112,188 |
| 20 |
12,674 |
12,405 |
269 |
2.1% |
101 |
0.8% |
58% |
False |
False |
101,515 |
| 40 |
12,674 |
12,194 |
480 |
3.8% |
95 |
0.8% |
76% |
False |
False |
83,936 |
| 60 |
12,674 |
12,059 |
615 |
4.9% |
89 |
0.7% |
81% |
False |
False |
55,986 |
| 80 |
12,674 |
11,925 |
749 |
6.0% |
78 |
0.6% |
85% |
False |
False |
41,994 |
| 100 |
12,674 |
11,524 |
1,150 |
9.2% |
68 |
0.5% |
90% |
False |
False |
33,597 |
| 120 |
12,674 |
11,267 |
1,407 |
11.2% |
58 |
0.5% |
92% |
False |
False |
28,000 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,831 |
|
2.618 |
12,732 |
|
1.618 |
12,671 |
|
1.000 |
12,633 |
|
0.618 |
12,610 |
|
HIGH |
12,572 |
|
0.618 |
12,549 |
|
0.500 |
12,542 |
|
0.382 |
12,534 |
|
LOW |
12,511 |
|
0.618 |
12,473 |
|
1.000 |
12,450 |
|
1.618 |
12,412 |
|
2.618 |
12,351 |
|
4.250 |
12,252 |
|
|
| Fisher Pivots for day following 30-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
12,554 |
12,547 |
| PP |
12,548 |
12,534 |
| S1 |
12,542 |
12,521 |
|