| Trading Metrics calculated at close of trading on 22-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2007 |
22-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
1,432.25 |
1,437.25 |
5.00 |
0.3% |
1,441.00 |
| High |
1,439.00 |
1,439.25 |
0.25 |
0.0% |
1,444.50 |
| Low |
1,431.25 |
1,426.75 |
-4.50 |
-0.3% |
1,431.00 |
| Close |
1,436.75 |
1,431.00 |
-5.75 |
-0.4% |
1,436.75 |
| Range |
7.75 |
12.50 |
4.75 |
61.3% |
13.50 |
| ATR |
11.35 |
11.43 |
0.08 |
0.7% |
0.00 |
| Volume |
1,117,211 |
984,888 |
-132,323 |
-11.8% |
3,657,381 |
|
| Daily Pivots for day following 22-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,469.75 |
1,463.00 |
1,438.00 |
|
| R3 |
1,457.25 |
1,450.50 |
1,434.50 |
|
| R2 |
1,444.75 |
1,444.75 |
1,433.25 |
|
| R1 |
1,438.00 |
1,438.00 |
1,432.25 |
1,435.00 |
| PP |
1,432.25 |
1,432.25 |
1,432.25 |
1,431.00 |
| S1 |
1,425.50 |
1,425.50 |
1,429.75 |
1,422.50 |
| S2 |
1,419.75 |
1,419.75 |
1,428.75 |
|
| S3 |
1,407.25 |
1,413.00 |
1,427.50 |
|
| S4 |
1,394.75 |
1,400.50 |
1,424.00 |
|
|
| Weekly Pivots for week ending 19-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,478.00 |
1,470.75 |
1,444.25 |
|
| R3 |
1,464.50 |
1,457.25 |
1,440.50 |
|
| R2 |
1,451.00 |
1,451.00 |
1,439.25 |
|
| R1 |
1,443.75 |
1,443.75 |
1,438.00 |
1,440.50 |
| PP |
1,437.50 |
1,437.50 |
1,437.50 |
1,435.75 |
| S1 |
1,430.25 |
1,430.25 |
1,435.50 |
1,427.00 |
| S2 |
1,424.00 |
1,424.00 |
1,434.25 |
|
| S3 |
1,410.50 |
1,416.75 |
1,433.00 |
|
| S4 |
1,397.00 |
1,403.25 |
1,429.25 |
|
|
| 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 |
1,426.75 |
17.75 |
1.2% |
9.50 |
0.7% |
24% |
False |
True |
928,453 |
| 10 |
1,444.50 |
1,412.25 |
32.25 |
2.3% |
11.25 |
0.8% |
58% |
False |
False |
1,039,125 |
| 20 |
1,444.50 |
1,412.25 |
32.25 |
2.3% |
11.75 |
0.8% |
58% |
False |
False |
824,754 |
| 40 |
1,445.00 |
1,390.25 |
54.75 |
3.8% |
11.50 |
0.8% |
74% |
False |
False |
626,609 |
| 60 |
1,445.00 |
1,377.50 |
67.50 |
4.7% |
11.00 |
0.8% |
79% |
False |
False |
418,630 |
| 80 |
1,445.00 |
1,347.50 |
97.50 |
6.8% |
10.75 |
0.7% |
86% |
False |
False |
314,178 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,492.50 |
|
2.618 |
1,472.00 |
|
1.618 |
1,459.50 |
|
1.000 |
1,451.75 |
|
0.618 |
1,447.00 |
|
HIGH |
1,439.25 |
|
0.618 |
1,434.50 |
|
0.500 |
1,433.00 |
|
0.382 |
1,431.50 |
|
LOW |
1,426.75 |
|
0.618 |
1,419.00 |
|
1.000 |
1,414.25 |
|
1.618 |
1,406.50 |
|
2.618 |
1,394.00 |
|
4.250 |
1,373.50 |
|
|
| Fisher Pivots for day following 22-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,433.00 |
1,434.50 |
| PP |
1,432.25 |
1,433.25 |
| S1 |
1,431.75 |
1,432.25 |
|