| Trading Metrics calculated at close of trading on 23-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2007 |
23-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
1,437.25 |
1,431.25 |
-6.00 |
-0.4% |
1,441.00 |
| High |
1,439.25 |
1,438.00 |
-1.25 |
-0.1% |
1,444.50 |
| Low |
1,426.75 |
1,427.75 |
1.00 |
0.1% |
1,431.00 |
| Close |
1,431.00 |
1,435.50 |
4.50 |
0.3% |
1,436.75 |
| Range |
12.50 |
10.25 |
-2.25 |
-18.0% |
13.50 |
| ATR |
11.43 |
11.35 |
-0.08 |
-0.7% |
0.00 |
| Volume |
984,888 |
1,036,460 |
51,572 |
5.2% |
3,657,381 |
|
| Daily Pivots for day following 23-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,464.50 |
1,460.25 |
1,441.25 |
|
| R3 |
1,454.25 |
1,450.00 |
1,438.25 |
|
| R2 |
1,444.00 |
1,444.00 |
1,437.50 |
|
| R1 |
1,439.75 |
1,439.75 |
1,436.50 |
1,442.00 |
| PP |
1,433.75 |
1,433.75 |
1,433.75 |
1,434.75 |
| S1 |
1,429.50 |
1,429.50 |
1,434.50 |
1,431.50 |
| S2 |
1,423.50 |
1,423.50 |
1,433.50 |
|
| S3 |
1,413.25 |
1,419.25 |
1,432.75 |
|
| S4 |
1,403.00 |
1,409.00 |
1,429.75 |
|
|
| 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 |
1,443.00 |
1,426.75 |
16.25 |
1.1% |
10.00 |
0.7% |
54% |
False |
False |
962,631 |
| 10 |
1,444.50 |
1,412.25 |
32.25 |
2.2% |
11.25 |
0.8% |
72% |
False |
False |
1,036,923 |
| 20 |
1,444.50 |
1,412.25 |
32.25 |
2.2% |
12.00 |
0.8% |
72% |
False |
False |
827,190 |
| 40 |
1,445.00 |
1,390.25 |
54.75 |
3.8% |
11.50 |
0.8% |
83% |
False |
False |
652,479 |
| 60 |
1,445.00 |
1,377.50 |
67.50 |
4.7% |
11.00 |
0.8% |
86% |
False |
False |
435,893 |
| 80 |
1,445.00 |
1,347.50 |
97.50 |
6.8% |
10.75 |
0.7% |
90% |
False |
False |
327,124 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,481.50 |
|
2.618 |
1,464.75 |
|
1.618 |
1,454.50 |
|
1.000 |
1,448.25 |
|
0.618 |
1,444.25 |
|
HIGH |
1,438.00 |
|
0.618 |
1,434.00 |
|
0.500 |
1,433.00 |
|
0.382 |
1,431.75 |
|
LOW |
1,427.75 |
|
0.618 |
1,421.50 |
|
1.000 |
1,417.50 |
|
1.618 |
1,411.25 |
|
2.618 |
1,401.00 |
|
4.250 |
1,384.25 |
|
|
| Fisher Pivots for day following 23-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,434.50 |
1,434.75 |
| PP |
1,433.75 |
1,433.75 |
| S1 |
1,433.00 |
1,433.00 |
|