| 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 |
1,862.25 |
1,855.25 |
-7.00 |
-0.4% |
1,798.00 |
| High |
1,867.75 |
1,857.75 |
-10.00 |
-0.5% |
1,863.00 |
| Low |
1,851.50 |
1,838.50 |
-13.00 |
-0.7% |
1,792.00 |
| Close |
1,855.75 |
1,841.25 |
-14.50 |
-0.8% |
1,862.25 |
| Range |
16.25 |
19.25 |
3.00 |
18.5% |
71.00 |
| ATR |
25.93 |
25.45 |
-0.48 |
-1.8% |
0.00 |
| Volume |
272,797 |
288,885 |
16,088 |
5.9% |
1,740,046 |
|
| Daily Pivots for day following 17-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,903.50 |
1,891.75 |
1,851.75 |
|
| R3 |
1,884.25 |
1,872.50 |
1,846.50 |
|
| R2 |
1,865.00 |
1,865.00 |
1,844.75 |
|
| R1 |
1,853.25 |
1,853.25 |
1,843.00 |
1,849.50 |
| PP |
1,845.75 |
1,845.75 |
1,845.75 |
1,844.00 |
| S1 |
1,834.00 |
1,834.00 |
1,839.50 |
1,830.25 |
| S2 |
1,826.50 |
1,826.50 |
1,837.75 |
|
| S3 |
1,807.25 |
1,814.75 |
1,836.00 |
|
| S4 |
1,788.00 |
1,795.50 |
1,830.75 |
|
|
| Weekly Pivots for week ending 12-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,052.00 |
2,028.25 |
1,901.25 |
|
| R3 |
1,981.00 |
1,957.25 |
1,881.75 |
|
| R2 |
1,910.00 |
1,910.00 |
1,875.25 |
|
| R1 |
1,886.25 |
1,886.25 |
1,868.75 |
1,898.00 |
| PP |
1,839.00 |
1,839.00 |
1,839.00 |
1,845.00 |
| S1 |
1,815.25 |
1,815.25 |
1,855.75 |
1,827.00 |
| S2 |
1,768.00 |
1,768.00 |
1,849.25 |
|
| S3 |
1,697.00 |
1,744.25 |
1,842.75 |
|
| S4 |
1,626.00 |
1,673.25 |
1,823.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,867.75 |
1,798.00 |
69.75 |
3.8% |
23.25 |
1.3% |
62% |
False |
False |
336,197 |
| 10 |
1,867.75 |
1,747.00 |
120.75 |
6.6% |
30.50 |
1.6% |
78% |
False |
False |
317,330 |
| 20 |
1,867.75 |
1,747.00 |
120.75 |
6.6% |
26.50 |
1.4% |
78% |
False |
False |
267,081 |
| 40 |
1,867.75 |
1,747.00 |
120.75 |
6.6% |
24.25 |
1.3% |
78% |
False |
False |
174,476 |
| 60 |
1,867.75 |
1,722.75 |
145.00 |
7.9% |
24.25 |
1.3% |
82% |
False |
False |
116,393 |
| 80 |
1,867.75 |
1,652.25 |
215.50 |
11.7% |
23.75 |
1.3% |
88% |
False |
False |
87,324 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,939.50 |
|
2.618 |
1,908.25 |
|
1.618 |
1,889.00 |
|
1.000 |
1,877.00 |
|
0.618 |
1,869.75 |
|
HIGH |
1,857.75 |
|
0.618 |
1,850.50 |
|
0.500 |
1,848.00 |
|
0.382 |
1,845.75 |
|
LOW |
1,838.50 |
|
0.618 |
1,826.50 |
|
1.000 |
1,819.25 |
|
1.618 |
1,807.25 |
|
2.618 |
1,788.00 |
|
4.250 |
1,756.75 |
|
|
| Fisher Pivots for day following 17-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,848.00 |
1,853.00 |
| PP |
1,845.75 |
1,849.25 |
| S1 |
1,843.50 |
1,845.25 |
|