| Trading Metrics calculated at close of trading on 18-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2007 |
18-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
6,825.0 |
6,825.0 |
0.0 |
0.0% |
6,708.0 |
| High |
6,837.5 |
6,840.5 |
3.0 |
0.0% |
6,826.0 |
| Low |
6,779.0 |
6,764.0 |
-15.0 |
-0.2% |
6,640.0 |
| Close |
6,801.0 |
6,793.0 |
-8.0 |
-0.1% |
6,804.5 |
| Range |
58.5 |
76.5 |
18.0 |
30.8% |
186.0 |
| ATR |
67.6 |
68.2 |
0.6 |
0.9% |
0.0 |
| Volume |
1,489 |
1,284 |
-205 |
-13.8% |
5,672 |
|
| Daily Pivots for day following 18-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,028.7 |
6,987.3 |
6,835.1 |
|
| R3 |
6,952.2 |
6,910.8 |
6,814.0 |
|
| R2 |
6,875.7 |
6,875.7 |
6,807.0 |
|
| R1 |
6,834.3 |
6,834.3 |
6,800.0 |
6,816.8 |
| PP |
6,799.2 |
6,799.2 |
6,799.2 |
6,790.4 |
| S1 |
6,757.8 |
6,757.8 |
6,786.0 |
6,740.3 |
| S2 |
6,722.7 |
6,722.7 |
6,779.0 |
|
| S3 |
6,646.2 |
6,681.3 |
6,772.0 |
|
| S4 |
6,569.7 |
6,604.8 |
6,750.9 |
|
|
| 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 |
6,764.0 |
89.5 |
1.3% |
49.8 |
0.7% |
32% |
False |
True |
1,006 |
| 10 |
6,853.5 |
6,640.0 |
213.5 |
3.1% |
65.9 |
1.0% |
72% |
False |
False |
1,081 |
| 20 |
6,853.5 |
6,609.0 |
244.5 |
3.6% |
61.6 |
0.9% |
75% |
False |
False |
1,129 |
| 40 |
6,853.5 |
6,331.0 |
522.5 |
7.7% |
65.7 |
1.0% |
88% |
False |
False |
1,884 |
| 60 |
6,853.5 |
6,331.0 |
522.5 |
7.7% |
61.0 |
0.9% |
88% |
False |
False |
1,533 |
| 80 |
6,853.5 |
6,085.0 |
768.5 |
11.3% |
57.9 |
0.9% |
92% |
False |
False |
1,223 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,165.6 |
|
2.618 |
7,040.8 |
|
1.618 |
6,964.3 |
|
1.000 |
6,917.0 |
|
0.618 |
6,887.8 |
|
HIGH |
6,840.5 |
|
0.618 |
6,811.3 |
|
0.500 |
6,802.3 |
|
0.382 |
6,793.2 |
|
LOW |
6,764.0 |
|
0.618 |
6,716.7 |
|
1.000 |
6,687.5 |
|
1.618 |
6,640.2 |
|
2.618 |
6,563.7 |
|
4.250 |
6,438.9 |
|
|
| Fisher Pivots for day following 18-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,802.3 |
6,807.5 |
| PP |
6,799.2 |
6,802.7 |
| S1 |
6,796.1 |
6,797.8 |
|