| Trading Metrics calculated at close of trading on 30-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2007 |
30-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
1,443.5 |
1,441.2 |
-2.3 |
-0.2% |
1,444.9 |
| High |
1,444.6 |
1,447.5 |
2.9 |
0.2% |
1,459.2 |
| Low |
1,438.5 |
1,440.0 |
1.5 |
0.1% |
1,435.4 |
| Close |
1,439.3 |
1,447.1 |
7.8 |
0.5% |
1,440.6 |
| Range |
6.1 |
7.5 |
1.4 |
23.0% |
23.8 |
| ATR |
8.7 |
8.7 |
0.0 |
-0.4% |
0.0 |
| Volume |
7,171 |
7,463 |
292 |
4.1% |
9,664 |
|
| Daily Pivots for day following 30-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,467.4 |
1,464.7 |
1,451.2 |
|
| R3 |
1,459.9 |
1,457.2 |
1,449.2 |
|
| R2 |
1,452.4 |
1,452.4 |
1,448.5 |
|
| R1 |
1,449.7 |
1,449.7 |
1,447.8 |
1,451.1 |
| PP |
1,444.9 |
1,444.9 |
1,444.9 |
1,445.5 |
| S1 |
1,442.2 |
1,442.2 |
1,446.4 |
1,443.6 |
| S2 |
1,437.4 |
1,437.4 |
1,445.7 |
|
| S3 |
1,429.9 |
1,434.7 |
1,445.0 |
|
| S4 |
1,422.4 |
1,427.2 |
1,443.0 |
|
|
| Weekly Pivots for week ending 26-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,516.5 |
1,502.3 |
1,453.7 |
|
| R3 |
1,492.7 |
1,478.5 |
1,447.1 |
|
| R2 |
1,468.9 |
1,468.9 |
1,445.0 |
|
| R1 |
1,454.7 |
1,454.7 |
1,442.8 |
1,449.9 |
| PP |
1,445.1 |
1,445.1 |
1,445.1 |
1,442.7 |
| S1 |
1,430.9 |
1,430.9 |
1,438.4 |
1,426.1 |
| S2 |
1,421.3 |
1,421.3 |
1,436.2 |
|
| S3 |
1,397.5 |
1,407.1 |
1,434.1 |
|
| S4 |
1,373.7 |
1,383.3 |
1,427.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,459.2 |
1,435.4 |
23.8 |
1.6% |
7.3 |
0.5% |
49% |
False |
False |
3,825 |
| 10 |
1,459.2 |
1,435.4 |
23.8 |
1.6% |
6.4 |
0.4% |
49% |
False |
False |
3,104 |
| 20 |
1,459.2 |
1,426.0 |
33.2 |
2.3% |
7.8 |
0.5% |
64% |
False |
False |
1,688 |
| 40 |
1,459.2 |
1,424.0 |
35.2 |
2.4% |
6.2 |
0.4% |
66% |
False |
False |
1,473 |
| 60 |
1,459.2 |
1,391.9 |
67.3 |
4.7% |
4.4 |
0.3% |
82% |
False |
False |
1,083 |
| 80 |
1,459.2 |
1,380.2 |
79.0 |
5.5% |
3.6 |
0.2% |
85% |
False |
False |
820 |
| 100 |
1,459.2 |
1,329.0 |
130.2 |
9.0% |
3.0 |
0.2% |
91% |
False |
False |
666 |
| 120 |
1,459.2 |
1,304.4 |
154.8 |
10.7% |
2.5 |
0.2% |
92% |
False |
False |
560 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,479.4 |
|
2.618 |
1,467.1 |
|
1.618 |
1,459.6 |
|
1.000 |
1,455.0 |
|
0.618 |
1,452.1 |
|
HIGH |
1,447.5 |
|
0.618 |
1,444.6 |
|
0.500 |
1,443.8 |
|
0.382 |
1,442.9 |
|
LOW |
1,440.0 |
|
0.618 |
1,435.4 |
|
1.000 |
1,432.5 |
|
1.618 |
1,427.9 |
|
2.618 |
1,420.4 |
|
4.250 |
1,408.1 |
|
|
| Fisher Pivots for day following 30-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,446.0 |
1,445.2 |
| PP |
1,444.9 |
1,443.3 |
| S1 |
1,443.8 |
1,441.5 |
|