| Trading Metrics calculated at close of trading on 17-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2007 |
17-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
6,843.0 |
6,825.0 |
-18.0 |
-0.3% |
6,708.0 |
| High |
6,851.0 |
6,837.5 |
-13.5 |
-0.2% |
6,826.0 |
| Low |
6,814.0 |
6,779.0 |
-35.0 |
-0.5% |
6,640.0 |
| Close |
6,819.0 |
6,801.0 |
-18.0 |
-0.3% |
6,804.5 |
| Range |
37.0 |
58.5 |
21.5 |
58.1% |
186.0 |
| ATR |
68.3 |
67.6 |
-0.7 |
-1.0% |
0.0 |
| Volume |
473 |
1,489 |
1,016 |
214.8% |
5,672 |
|
| Daily Pivots for day following 17-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,981.3 |
6,949.7 |
6,833.2 |
|
| R3 |
6,922.8 |
6,891.2 |
6,817.1 |
|
| R2 |
6,864.3 |
6,864.3 |
6,811.7 |
|
| R1 |
6,832.7 |
6,832.7 |
6,806.4 |
6,819.3 |
| PP |
6,805.8 |
6,805.8 |
6,805.8 |
6,799.1 |
| S1 |
6,774.2 |
6,774.2 |
6,795.6 |
6,760.8 |
| S2 |
6,747.3 |
6,747.3 |
6,790.3 |
|
| S3 |
6,688.8 |
6,715.7 |
6,784.9 |
|
| S4 |
6,630.3 |
6,657.2 |
6,768.8 |
|
|
| 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 |
6,683.0 |
170.5 |
2.5% |
59.5 |
0.9% |
69% |
False |
False |
1,328 |
| 10 |
6,853.5 |
6,640.0 |
213.5 |
3.1% |
63.6 |
0.9% |
75% |
False |
False |
993 |
| 20 |
6,853.5 |
6,609.0 |
244.5 |
3.6% |
60.0 |
0.9% |
79% |
False |
False |
1,305 |
| 40 |
6,853.5 |
6,331.0 |
522.5 |
7.7% |
66.0 |
1.0% |
90% |
False |
False |
1,988 |
| 60 |
6,853.5 |
6,331.0 |
522.5 |
7.7% |
60.8 |
0.9% |
90% |
False |
False |
1,518 |
| 80 |
6,853.5 |
6,026.0 |
827.5 |
12.2% |
57.7 |
0.8% |
94% |
False |
False |
1,212 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,086.1 |
|
2.618 |
6,990.7 |
|
1.618 |
6,932.2 |
|
1.000 |
6,896.0 |
|
0.618 |
6,873.7 |
|
HIGH |
6,837.5 |
|
0.618 |
6,815.2 |
|
0.500 |
6,808.3 |
|
0.382 |
6,801.3 |
|
LOW |
6,779.0 |
|
0.618 |
6,742.8 |
|
1.000 |
6,720.5 |
|
1.618 |
6,684.3 |
|
2.618 |
6,625.8 |
|
4.250 |
6,530.4 |
|
|
| Fisher Pivots for day following 17-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,808.3 |
6,816.3 |
| PP |
6,805.8 |
6,811.2 |
| S1 |
6,803.4 |
6,806.1 |
|