| Trading Metrics calculated at close of trading on 29-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2007 |
29-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
1,430.25 |
1,428.00 |
-2.25 |
-0.2% |
1,437.25 |
| High |
1,433.00 |
1,432.50 |
-0.50 |
0.0% |
1,447.25 |
| Low |
1,422.00 |
1,423.25 |
1.25 |
0.1% |
1,422.00 |
| Close |
1,427.50 |
1,426.25 |
-1.25 |
-0.1% |
1,427.50 |
| Range |
11.00 |
9.25 |
-1.75 |
-15.9% |
25.25 |
| ATR |
11.91 |
11.72 |
-0.19 |
-1.6% |
0.00 |
| Volume |
1,420,031 |
1,255,881 |
-164,150 |
-11.6% |
5,535,448 |
|
| Daily Pivots for day following 29-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,455.00 |
1,450.00 |
1,431.25 |
|
| R3 |
1,445.75 |
1,440.75 |
1,428.75 |
|
| R2 |
1,436.50 |
1,436.50 |
1,428.00 |
|
| R1 |
1,431.50 |
1,431.50 |
1,427.00 |
1,429.50 |
| PP |
1,427.25 |
1,427.25 |
1,427.25 |
1,426.25 |
| S1 |
1,422.25 |
1,422.25 |
1,425.50 |
1,420.00 |
| S2 |
1,418.00 |
1,418.00 |
1,424.50 |
|
| S3 |
1,408.75 |
1,413.00 |
1,423.75 |
|
| S4 |
1,399.50 |
1,403.75 |
1,421.25 |
|
|
| Weekly Pivots for week ending 26-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,508.00 |
1,493.00 |
1,441.50 |
|
| R3 |
1,482.75 |
1,467.75 |
1,434.50 |
|
| R2 |
1,457.50 |
1,457.50 |
1,432.25 |
|
| R1 |
1,442.50 |
1,442.50 |
1,429.75 |
1,437.50 |
| PP |
1,432.25 |
1,432.25 |
1,432.25 |
1,429.75 |
| S1 |
1,417.25 |
1,417.25 |
1,425.25 |
1,412.00 |
| S2 |
1,407.00 |
1,407.00 |
1,422.75 |
|
| S3 |
1,381.75 |
1,392.00 |
1,420.50 |
|
| S4 |
1,356.50 |
1,366.75 |
1,413.50 |
|
|
| 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 |
1,422.00 |
25.25 |
1.8% |
12.50 |
0.9% |
17% |
False |
False |
1,161,288 |
| 10 |
1,447.25 |
1,422.00 |
25.25 |
1.8% |
11.00 |
0.8% |
17% |
False |
False |
1,044,871 |
| 20 |
1,447.25 |
1,412.25 |
35.00 |
2.5% |
12.25 |
0.9% |
40% |
False |
False |
966,109 |
| 40 |
1,447.25 |
1,399.25 |
48.00 |
3.4% |
11.75 |
0.8% |
56% |
False |
False |
770,819 |
| 60 |
1,447.25 |
1,377.50 |
69.75 |
4.9% |
11.25 |
0.8% |
70% |
False |
False |
515,317 |
| 80 |
1,447.25 |
1,351.00 |
96.25 |
6.7% |
11.00 |
0.8% |
78% |
False |
False |
386,731 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,471.75 |
|
2.618 |
1,456.75 |
|
1.618 |
1,447.50 |
|
1.000 |
1,441.75 |
|
0.618 |
1,438.25 |
|
HIGH |
1,432.50 |
|
0.618 |
1,429.00 |
|
0.500 |
1,428.00 |
|
0.382 |
1,426.75 |
|
LOW |
1,423.25 |
|
0.618 |
1,417.50 |
|
1.000 |
1,414.00 |
|
1.618 |
1,408.25 |
|
2.618 |
1,399.00 |
|
4.250 |
1,384.00 |
|
|
| Fisher Pivots for day following 29-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,428.00 |
1,434.50 |
| PP |
1,427.25 |
1,431.75 |
| S1 |
1,426.75 |
1,429.00 |
|