| 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 |
1,441.00 |
1,438.50 |
-2.50 |
-0.2% |
1,417.25 |
| High |
1,444.50 |
1,443.00 |
-1.50 |
-0.1% |
1,441.50 |
| Low |
1,436.25 |
1,435.25 |
-1.00 |
-0.1% |
1,412.25 |
| Close |
1,438.75 |
1,438.75 |
0.00 |
0.0% |
1,440.75 |
| Range |
8.25 |
7.75 |
-0.50 |
-6.1% |
29.25 |
| ATR |
11.96 |
11.66 |
-0.30 |
-2.5% |
0.00 |
| Volume |
865,572 |
744,157 |
-121,415 |
-14.0% |
5,748,989 |
|
| Daily Pivots for day following 17-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,462.25 |
1,458.25 |
1,443.00 |
|
| R3 |
1,454.50 |
1,450.50 |
1,441.00 |
|
| R2 |
1,446.75 |
1,446.75 |
1,440.25 |
|
| R1 |
1,442.75 |
1,442.75 |
1,439.50 |
1,444.75 |
| PP |
1,439.00 |
1,439.00 |
1,439.00 |
1,440.00 |
| S1 |
1,435.00 |
1,435.00 |
1,438.00 |
1,437.00 |
| S2 |
1,431.25 |
1,431.25 |
1,437.25 |
|
| S3 |
1,423.50 |
1,427.25 |
1,436.50 |
|
| S4 |
1,415.75 |
1,419.50 |
1,434.50 |
|
|
| Weekly Pivots for week ending 12-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,519.25 |
1,509.25 |
1,456.75 |
|
| R3 |
1,490.00 |
1,480.00 |
1,448.75 |
|
| R2 |
1,460.75 |
1,460.75 |
1,446.00 |
|
| R1 |
1,450.75 |
1,450.75 |
1,443.50 |
1,455.75 |
| PP |
1,431.50 |
1,431.50 |
1,431.50 |
1,434.00 |
| S1 |
1,421.50 |
1,421.50 |
1,438.00 |
1,426.50 |
| S2 |
1,402.25 |
1,402.25 |
1,435.50 |
|
| S3 |
1,373.00 |
1,392.25 |
1,432.75 |
|
| S4 |
1,343.75 |
1,363.00 |
1,424.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,444.50 |
1,412.25 |
32.25 |
2.2% |
11.25 |
0.8% |
82% |
False |
False |
1,051,851 |
| 10 |
1,444.50 |
1,412.25 |
32.25 |
2.2% |
13.50 |
0.9% |
82% |
False |
False |
963,700 |
| 20 |
1,445.00 |
1,412.25 |
32.75 |
2.3% |
11.75 |
0.8% |
81% |
False |
False |
817,302 |
| 40 |
1,445.00 |
1,390.25 |
54.75 |
3.8% |
11.00 |
0.8% |
89% |
False |
False |
551,284 |
| 60 |
1,445.00 |
1,377.50 |
67.50 |
4.7% |
11.25 |
0.8% |
91% |
False |
False |
368,114 |
| 80 |
1,445.00 |
1,332.00 |
113.00 |
7.9% |
10.75 |
0.8% |
94% |
False |
False |
276,286 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,476.00 |
|
2.618 |
1,463.25 |
|
1.618 |
1,455.50 |
|
1.000 |
1,450.75 |
|
0.618 |
1,447.75 |
|
HIGH |
1,443.00 |
|
0.618 |
1,440.00 |
|
0.500 |
1,439.00 |
|
0.382 |
1,438.25 |
|
LOW |
1,435.25 |
|
0.618 |
1,430.50 |
|
1.000 |
1,427.50 |
|
1.618 |
1,422.75 |
|
2.618 |
1,415.00 |
|
4.250 |
1,402.25 |
|
|
| Fisher Pivots for day following 17-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,439.00 |
1,438.00 |
| PP |
1,439.00 |
1,437.25 |
| S1 |
1,439.00 |
1,436.50 |
|