| 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 |
1,440.9 |
1,438.6 |
-2.3 |
-0.2% |
1,417.3 |
| High |
1,444.3 |
1,442.7 |
-1.6 |
-0.1% |
1,441.2 |
| Low |
1,436.3 |
1,435.4 |
-0.9 |
-0.1% |
1,412.2 |
| Close |
1,438.7 |
1,438.8 |
0.1 |
0.0% |
1,440.8 |
| Range |
8.0 |
7.3 |
-0.7 |
-8.8% |
29.0 |
| ATR |
11.6 |
11.3 |
-0.3 |
-2.6% |
0.0 |
| Volume |
25,179 |
31,643 |
6,464 |
25.7% |
153,981 |
|
| Daily Pivots for day following 17-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,460.9 |
1,457.1 |
1,442.8 |
|
| R3 |
1,453.6 |
1,449.8 |
1,440.8 |
|
| R2 |
1,446.3 |
1,446.3 |
1,440.1 |
|
| R1 |
1,442.5 |
1,442.5 |
1,439.5 |
1,444.4 |
| PP |
1,439.0 |
1,439.0 |
1,439.0 |
1,439.9 |
| S1 |
1,435.2 |
1,435.2 |
1,438.1 |
1,437.1 |
| S2 |
1,431.7 |
1,431.7 |
1,437.5 |
|
| S3 |
1,424.4 |
1,427.9 |
1,436.8 |
|
| S4 |
1,417.1 |
1,420.6 |
1,434.8 |
|
|
| Weekly Pivots for week ending 12-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,518.4 |
1,508.6 |
1,456.8 |
|
| R3 |
1,489.4 |
1,479.6 |
1,448.8 |
|
| R2 |
1,460.4 |
1,460.4 |
1,446.1 |
|
| R1 |
1,450.6 |
1,450.6 |
1,443.5 |
1,455.5 |
| PP |
1,431.4 |
1,431.4 |
1,431.4 |
1,433.9 |
| S1 |
1,421.6 |
1,421.6 |
1,438.1 |
1,426.5 |
| S2 |
1,402.4 |
1,402.4 |
1,435.5 |
|
| S3 |
1,373.4 |
1,392.6 |
1,432.8 |
|
| S4 |
1,344.4 |
1,363.6 |
1,424.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,444.3 |
1,412.2 |
32.1 |
2.2% |
11.1 |
0.8% |
83% |
False |
False |
30,852 |
| 10 |
1,444.3 |
1,412.2 |
32.1 |
2.2% |
13.1 |
0.9% |
83% |
False |
False |
28,434 |
| 20 |
1,444.9 |
1,412.2 |
32.7 |
2.3% |
11.6 |
0.8% |
81% |
False |
False |
29,538 |
| 40 |
1,444.9 |
1,392.0 |
52.9 |
3.7% |
10.5 |
0.7% |
88% |
False |
False |
36,719 |
| 60 |
1,444.9 |
1,377.5 |
67.4 |
4.7% |
9.8 |
0.7% |
91% |
False |
False |
25,070 |
| 80 |
1,444.9 |
1,332.0 |
112.9 |
7.8% |
9.2 |
0.6% |
95% |
False |
False |
18,880 |
| 100 |
1,444.9 |
1,316.9 |
128.0 |
8.9% |
7.7 |
0.5% |
95% |
False |
False |
15,125 |
| 120 |
1,444.9 |
1,287.7 |
157.2 |
10.9% |
6.5 |
0.4% |
96% |
False |
False |
12,613 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,473.7 |
|
2.618 |
1,461.8 |
|
1.618 |
1,454.5 |
|
1.000 |
1,450.0 |
|
0.618 |
1,447.2 |
|
HIGH |
1,442.7 |
|
0.618 |
1,439.9 |
|
0.500 |
1,439.1 |
|
0.382 |
1,438.2 |
|
LOW |
1,435.4 |
|
0.618 |
1,430.9 |
|
1.000 |
1,428.1 |
|
1.618 |
1,423.6 |
|
2.618 |
1,416.3 |
|
4.250 |
1,404.4 |
|
|
| Fisher Pivots for day following 17-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,439.1 |
1,438.0 |
| PP |
1,439.0 |
1,437.1 |
| S1 |
1,438.9 |
1,436.3 |
|