| 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 |
1,435.00 |
1,446.25 |
11.25 |
0.8% |
1,441.00 |
| High |
1,446.50 |
1,447.25 |
0.75 |
0.1% |
1,444.50 |
| Low |
1,434.75 |
1,427.50 |
-7.25 |
-0.5% |
1,431.00 |
| Close |
1,446.25 |
1,429.25 |
-17.00 |
-1.2% |
1,436.75 |
| Range |
11.75 |
19.75 |
8.00 |
68.1% |
13.50 |
| ATR |
11.38 |
11.98 |
0.60 |
5.3% |
0.00 |
| Volume |
1,051,050 |
1,043,019 |
-8,031 |
-0.8% |
3,657,381 |
|
| Daily Pivots for day following 25-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,494.00 |
1,481.25 |
1,440.00 |
|
| R3 |
1,474.25 |
1,461.50 |
1,434.75 |
|
| R2 |
1,454.50 |
1,454.50 |
1,432.75 |
|
| R1 |
1,441.75 |
1,441.75 |
1,431.00 |
1,438.25 |
| PP |
1,434.75 |
1,434.75 |
1,434.75 |
1,433.00 |
| S1 |
1,422.00 |
1,422.00 |
1,427.50 |
1,418.50 |
| S2 |
1,415.00 |
1,415.00 |
1,425.75 |
|
| S3 |
1,395.25 |
1,402.25 |
1,423.75 |
|
| S4 |
1,375.50 |
1,382.50 |
1,418.50 |
|
|
| 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 |
1,447.25 |
1,426.75 |
20.50 |
1.4% |
12.50 |
0.9% |
12% |
True |
False |
1,046,525 |
| 10 |
1,447.25 |
1,420.75 |
26.50 |
1.9% |
11.75 |
0.8% |
32% |
True |
False |
1,014,774 |
| 20 |
1,447.25 |
1,412.25 |
35.00 |
2.4% |
12.25 |
0.9% |
49% |
True |
False |
875,639 |
| 40 |
1,447.25 |
1,390.25 |
57.00 |
4.0% |
12.00 |
0.8% |
68% |
True |
False |
704,488 |
| 60 |
1,447.25 |
1,377.50 |
69.75 |
4.9% |
11.25 |
0.8% |
74% |
True |
False |
470,746 |
| 80 |
1,447.25 |
1,347.50 |
99.75 |
7.0% |
11.00 |
0.8% |
82% |
True |
False |
353,287 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,531.25 |
|
2.618 |
1,499.00 |
|
1.618 |
1,479.25 |
|
1.000 |
1,467.00 |
|
0.618 |
1,459.50 |
|
HIGH |
1,447.25 |
|
0.618 |
1,439.75 |
|
0.500 |
1,437.50 |
|
0.382 |
1,435.00 |
|
LOW |
1,427.50 |
|
0.618 |
1,415.25 |
|
1.000 |
1,407.75 |
|
1.618 |
1,395.50 |
|
2.618 |
1,375.75 |
|
4.250 |
1,343.50 |
|
|
| Fisher Pivots for day following 25-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,437.50 |
1,437.50 |
| PP |
1,434.75 |
1,434.75 |
| S1 |
1,432.00 |
1,432.00 |
|