| Trading Metrics calculated at close of trading on 31-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2007 |
31-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
1,426.25 |
1,434.00 |
7.75 |
0.5% |
1,437.25 |
| High |
1,434.50 |
1,446.75 |
12.25 |
0.9% |
1,447.25 |
| Low |
1,425.50 |
1,429.00 |
3.50 |
0.2% |
1,422.00 |
| Close |
1,434.00 |
1,443.00 |
9.00 |
0.6% |
1,427.50 |
| Range |
9.00 |
17.75 |
8.75 |
97.2% |
25.25 |
| ATR |
11.52 |
11.97 |
0.44 |
3.9% |
0.00 |
| Volume |
943,487 |
914,770 |
-28,717 |
-3.0% |
5,535,448 |
|
| Daily Pivots for day following 31-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,492.75 |
1,485.75 |
1,452.75 |
|
| R3 |
1,475.00 |
1,468.00 |
1,448.00 |
|
| R2 |
1,457.25 |
1,457.25 |
1,446.25 |
|
| R1 |
1,450.25 |
1,450.25 |
1,444.75 |
1,453.75 |
| PP |
1,439.50 |
1,439.50 |
1,439.50 |
1,441.50 |
| S1 |
1,432.50 |
1,432.50 |
1,441.25 |
1,436.00 |
| S2 |
1,421.75 |
1,421.75 |
1,439.75 |
|
| S3 |
1,404.00 |
1,414.75 |
1,438.00 |
|
| S4 |
1,386.25 |
1,397.00 |
1,433.25 |
|
|
| 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 |
1.7% |
13.25 |
0.9% |
83% |
False |
False |
1,115,437 |
| 10 |
1,447.25 |
1,422.00 |
25.25 |
1.7% |
12.00 |
0.8% |
83% |
False |
False |
1,069,723 |
| 20 |
1,447.25 |
1,412.25 |
35.00 |
2.4% |
12.75 |
0.9% |
88% |
False |
False |
1,016,711 |
| 40 |
1,447.25 |
1,399.25 |
48.00 |
3.3% |
11.75 |
0.8% |
91% |
False |
False |
816,446 |
| 60 |
1,447.25 |
1,377.50 |
69.75 |
4.8% |
11.25 |
0.8% |
94% |
False |
False |
546,228 |
| 80 |
1,447.25 |
1,362.75 |
84.50 |
5.9% |
11.00 |
0.8% |
95% |
False |
False |
409,940 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,522.25 |
|
2.618 |
1,493.25 |
|
1.618 |
1,475.50 |
|
1.000 |
1,464.50 |
|
0.618 |
1,457.75 |
|
HIGH |
1,446.75 |
|
0.618 |
1,440.00 |
|
0.500 |
1,438.00 |
|
0.382 |
1,435.75 |
|
LOW |
1,429.00 |
|
0.618 |
1,418.00 |
|
1.000 |
1,411.25 |
|
1.618 |
1,400.25 |
|
2.618 |
1,382.50 |
|
4.250 |
1,353.50 |
|
|
| Fisher Pivots for day following 31-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,441.25 |
1,440.25 |
| PP |
1,439.50 |
1,437.75 |
| S1 |
1,438.00 |
1,435.00 |
|