| Trading Metrics calculated at close of trading on 16-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2007 |
16-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
6,836.0 |
6,843.0 |
7.0 |
0.1% |
6,708.0 |
| High |
6,853.5 |
6,851.0 |
-2.5 |
0.0% |
6,826.0 |
| Low |
6,832.0 |
6,814.0 |
-18.0 |
-0.3% |
6,640.0 |
| Close |
6,843.0 |
6,819.0 |
-24.0 |
-0.4% |
6,804.5 |
| Range |
21.5 |
37.0 |
15.5 |
72.1% |
186.0 |
| ATR |
70.7 |
68.3 |
-2.4 |
-3.4% |
0.0 |
| Volume |
1,382 |
473 |
-909 |
-65.8% |
5,672 |
|
| Daily Pivots for day following 16-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,939.0 |
6,916.0 |
6,839.4 |
|
| R3 |
6,902.0 |
6,879.0 |
6,829.2 |
|
| R2 |
6,865.0 |
6,865.0 |
6,825.8 |
|
| R1 |
6,842.0 |
6,842.0 |
6,822.4 |
6,835.0 |
| PP |
6,828.0 |
6,828.0 |
6,828.0 |
6,824.5 |
| S1 |
6,805.0 |
6,805.0 |
6,815.6 |
6,798.0 |
| S2 |
6,791.0 |
6,791.0 |
6,812.2 |
|
| S3 |
6,754.0 |
6,768.0 |
6,808.8 |
|
| S4 |
6,717.0 |
6,731.0 |
6,798.7 |
|
|
| 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% |
60.2 |
0.9% |
84% |
False |
False |
1,182 |
| 10 |
6,853.5 |
6,640.0 |
213.5 |
3.1% |
65.2 |
1.0% |
84% |
False |
False |
912 |
| 20 |
6,853.5 |
6,609.0 |
244.5 |
3.6% |
59.3 |
0.9% |
86% |
False |
False |
1,457 |
| 40 |
6,853.5 |
6,331.0 |
522.5 |
7.7% |
65.9 |
1.0% |
93% |
False |
False |
2,018 |
| 60 |
6,853.5 |
6,331.0 |
522.5 |
7.7% |
60.4 |
0.9% |
93% |
False |
False |
1,499 |
| 80 |
6,853.5 |
6,020.0 |
833.5 |
12.2% |
57.8 |
0.8% |
96% |
False |
False |
1,195 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,008.3 |
|
2.618 |
6,947.9 |
|
1.618 |
6,910.9 |
|
1.000 |
6,888.0 |
|
0.618 |
6,873.9 |
|
HIGH |
6,851.0 |
|
0.618 |
6,836.9 |
|
0.500 |
6,832.5 |
|
0.382 |
6,828.1 |
|
LOW |
6,814.0 |
|
0.618 |
6,791.1 |
|
1.000 |
6,777.0 |
|
1.618 |
6,754.1 |
|
2.618 |
6,717.1 |
|
4.250 |
6,656.8 |
|
|
| Fisher Pivots for day following 16-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,832.5 |
6,816.7 |
| PP |
6,828.0 |
6,814.3 |
| S1 |
6,823.5 |
6,812.0 |
|