| Trading Metrics calculated at close of trading on 15-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2007 |
15-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
6,783.5 |
6,836.0 |
52.5 |
0.8% |
6,708.0 |
| High |
6,826.0 |
6,853.5 |
27.5 |
0.4% |
6,826.0 |
| Low |
6,770.5 |
6,832.0 |
61.5 |
0.9% |
6,640.0 |
| Close |
6,804.5 |
6,843.0 |
38.5 |
0.6% |
6,804.5 |
| Range |
55.5 |
21.5 |
-34.0 |
-61.3% |
186.0 |
| ATR |
72.4 |
70.7 |
-1.7 |
-2.3% |
0.0 |
| Volume |
406 |
1,382 |
976 |
240.4% |
5,672 |
|
| Daily Pivots for day following 15-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,907.3 |
6,896.7 |
6,854.8 |
|
| R3 |
6,885.8 |
6,875.2 |
6,848.9 |
|
| R2 |
6,864.3 |
6,864.3 |
6,846.9 |
|
| R1 |
6,853.7 |
6,853.7 |
6,845.0 |
6,859.0 |
| PP |
6,842.8 |
6,842.8 |
6,842.8 |
6,845.5 |
| S1 |
6,832.2 |
6,832.2 |
6,841.0 |
6,837.5 |
| S2 |
6,821.3 |
6,821.3 |
6,839.1 |
|
| S3 |
6,799.8 |
6,810.7 |
6,837.1 |
|
| S4 |
6,778.3 |
6,789.2 |
6,831.2 |
|
|
| Weekly Pivots for week ending 12-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,314.8 |
7,245.7 |
6,906.8 |
|
| R3 |
7,128.8 |
7,059.7 |
6,855.7 |
|
| R2 |
6,942.8 |
6,942.8 |
6,838.6 |
|
| R1 |
6,873.7 |
6,873.7 |
6,821.6 |
6,908.3 |
| PP |
6,756.8 |
6,756.8 |
6,756.8 |
6,774.1 |
| S1 |
6,687.7 |
6,687.7 |
6,787.5 |
6,722.3 |
| S2 |
6,570.8 |
6,570.8 |
6,770.4 |
|
| S3 |
6,384.8 |
6,501.7 |
6,753.4 |
|
| S4 |
6,198.8 |
6,315.7 |
6,702.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,853.5 |
6,640.0 |
213.5 |
3.1% |
70.6 |
1.0% |
95% |
True |
False |
1,206 |
| 10 |
6,853.5 |
6,640.0 |
213.5 |
3.1% |
68.2 |
1.0% |
95% |
True |
False |
1,025 |
| 20 |
6,853.5 |
6,609.0 |
244.5 |
3.6% |
60.0 |
0.9% |
96% |
True |
False |
2,020 |
| 40 |
6,853.5 |
6,331.0 |
522.5 |
7.6% |
65.8 |
1.0% |
98% |
True |
False |
2,032 |
| 60 |
6,853.5 |
6,309.0 |
544.5 |
8.0% |
60.4 |
0.9% |
98% |
True |
False |
1,494 |
| 80 |
6,853.5 |
6,020.0 |
833.5 |
12.2% |
58.2 |
0.9% |
99% |
True |
False |
1,198 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,944.9 |
|
2.618 |
6,909.8 |
|
1.618 |
6,888.3 |
|
1.000 |
6,875.0 |
|
0.618 |
6,866.8 |
|
HIGH |
6,853.5 |
|
0.618 |
6,845.3 |
|
0.500 |
6,842.8 |
|
0.382 |
6,840.2 |
|
LOW |
6,832.0 |
|
0.618 |
6,818.7 |
|
1.000 |
6,810.5 |
|
1.618 |
6,797.2 |
|
2.618 |
6,775.7 |
|
4.250 |
6,740.6 |
|
|
| Fisher Pivots for day following 15-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,842.9 |
6,818.1 |
| PP |
6,842.8 |
6,793.2 |
| S1 |
6,842.8 |
6,768.3 |
|