| Trading Metrics calculated at close of trading on 25-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2007 |
25-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
1,435.1 |
1,446.2 |
11.1 |
0.8% |
1,440.9 |
| High |
1,446.4 |
1,447.2 |
0.8 |
0.1% |
1,444.3 |
| Low |
1,434.8 |
1,427.6 |
-7.2 |
-0.5% |
1,431.0 |
| Close |
1,446.2 |
1,429.3 |
-16.9 |
-1.2% |
1,436.7 |
| Range |
11.6 |
19.6 |
8.0 |
69.0% |
13.3 |
| ATR |
11.0 |
11.7 |
0.6 |
5.5% |
0.0 |
| Volume |
30,302 |
31,319 |
1,017 |
3.4% |
123,829 |
|
| Daily Pivots for day following 25-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,493.5 |
1,481.0 |
1,440.1 |
|
| R3 |
1,473.9 |
1,461.4 |
1,434.7 |
|
| R2 |
1,454.3 |
1,454.3 |
1,432.9 |
|
| R1 |
1,441.8 |
1,441.8 |
1,431.1 |
1,438.3 |
| PP |
1,434.7 |
1,434.7 |
1,434.7 |
1,432.9 |
| S1 |
1,422.2 |
1,422.2 |
1,427.5 |
1,418.7 |
| S2 |
1,415.1 |
1,415.1 |
1,425.7 |
|
| S3 |
1,395.5 |
1,402.6 |
1,423.9 |
|
| S4 |
1,375.9 |
1,383.0 |
1,418.5 |
|
|
| Weekly Pivots for week ending 19-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,477.2 |
1,470.3 |
1,444.0 |
|
| R3 |
1,463.9 |
1,457.0 |
1,440.4 |
|
| R2 |
1,450.6 |
1,450.6 |
1,439.1 |
|
| R1 |
1,443.7 |
1,443.7 |
1,437.9 |
1,440.5 |
| PP |
1,437.3 |
1,437.3 |
1,437.3 |
1,435.8 |
| S1 |
1,430.4 |
1,430.4 |
1,435.5 |
1,427.2 |
| S2 |
1,424.0 |
1,424.0 |
1,434.3 |
|
| S3 |
1,410.7 |
1,417.1 |
1,433.0 |
|
| S4 |
1,397.4 |
1,403.8 |
1,429.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,447.2 |
1,426.8 |
20.4 |
1.4% |
12.2 |
0.9% |
12% |
True |
False |
29,854 |
| 10 |
1,447.2 |
1,420.8 |
26.4 |
1.8% |
11.5 |
0.8% |
32% |
True |
False |
30,654 |
| 20 |
1,447.2 |
1,412.2 |
35.0 |
2.4% |
12.0 |
0.8% |
49% |
True |
False |
27,478 |
| 40 |
1,447.2 |
1,392.0 |
55.2 |
3.9% |
11.5 |
0.8% |
68% |
True |
False |
40,667 |
| 60 |
1,447.2 |
1,377.5 |
69.7 |
4.9% |
10.2 |
0.7% |
74% |
True |
False |
28,068 |
| 80 |
1,447.2 |
1,348.0 |
99.2 |
6.9% |
9.5 |
0.7% |
82% |
True |
False |
21,190 |
| 100 |
1,447.2 |
1,316.9 |
130.3 |
9.1% |
8.4 |
0.6% |
86% |
True |
False |
16,965 |
| 120 |
1,447.2 |
1,287.7 |
159.5 |
11.2% |
7.1 |
0.5% |
89% |
True |
False |
14,146 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,530.5 |
|
2.618 |
1,498.5 |
|
1.618 |
1,478.9 |
|
1.000 |
1,466.8 |
|
0.618 |
1,459.3 |
|
HIGH |
1,447.2 |
|
0.618 |
1,439.7 |
|
0.500 |
1,437.4 |
|
0.382 |
1,435.1 |
|
LOW |
1,427.6 |
|
0.618 |
1,415.5 |
|
1.000 |
1,408.0 |
|
1.618 |
1,395.9 |
|
2.618 |
1,376.3 |
|
4.250 |
1,344.3 |
|
|
| Fisher Pivots for day following 25-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,437.4 |
1,437.4 |
| PP |
1,434.7 |
1,434.7 |
| S1 |
1,432.0 |
1,432.0 |
|