| Trading Metrics calculated at close of trading on 19-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2007 |
19-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
1,844.25 |
1,805.50 |
-38.75 |
-2.1% |
1,862.25 |
| High |
1,846.75 |
1,815.50 |
-31.25 |
-1.7% |
1,867.75 |
| Low |
1,802.00 |
1,800.75 |
-1.25 |
-0.1% |
1,800.75 |
| Close |
1,806.00 |
1,806.50 |
0.50 |
0.0% |
1,806.50 |
| Range |
44.75 |
14.75 |
-30.00 |
-67.0% |
67.00 |
| ATR |
26.83 |
25.97 |
-0.86 |
-3.2% |
0.00 |
| Volume |
386,126 |
575,550 |
189,424 |
49.1% |
1,523,358 |
|
| Daily Pivots for day following 19-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,851.75 |
1,844.00 |
1,814.50 |
|
| R3 |
1,837.00 |
1,829.25 |
1,810.50 |
|
| R2 |
1,822.25 |
1,822.25 |
1,809.25 |
|
| R1 |
1,814.50 |
1,814.50 |
1,807.75 |
1,818.50 |
| PP |
1,807.50 |
1,807.50 |
1,807.50 |
1,809.50 |
| S1 |
1,799.75 |
1,799.75 |
1,805.25 |
1,803.50 |
| S2 |
1,792.75 |
1,792.75 |
1,803.75 |
|
| S3 |
1,778.00 |
1,785.00 |
1,802.50 |
|
| S4 |
1,763.25 |
1,770.25 |
1,798.50 |
|
|
| Weekly Pivots for week ending 19-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,026.00 |
1,983.25 |
1,843.25 |
|
| R3 |
1,959.00 |
1,916.25 |
1,825.00 |
|
| R2 |
1,892.00 |
1,892.00 |
1,818.75 |
|
| R1 |
1,849.25 |
1,849.25 |
1,812.75 |
1,837.00 |
| PP |
1,825.00 |
1,825.00 |
1,825.00 |
1,819.00 |
| S1 |
1,782.25 |
1,782.25 |
1,800.25 |
1,770.00 |
| S2 |
1,758.00 |
1,758.00 |
1,794.25 |
|
| S3 |
1,691.00 |
1,715.25 |
1,788.00 |
|
| S4 |
1,624.00 |
1,648.25 |
1,769.75 |
|
|
| 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 |
1,800.75 |
67.00 |
3.7% |
22.50 |
1.2% |
9% |
False |
True |
384,857 |
| 10 |
1,867.75 |
1,785.75 |
82.00 |
4.5% |
25.25 |
1.4% |
25% |
False |
False |
363,061 |
| 20 |
1,867.75 |
1,747.00 |
120.75 |
6.7% |
26.25 |
1.5% |
49% |
False |
False |
281,793 |
| 40 |
1,867.75 |
1,747.00 |
120.75 |
6.7% |
25.00 |
1.4% |
49% |
False |
False |
198,500 |
| 60 |
1,867.75 |
1,722.75 |
145.00 |
8.0% |
24.50 |
1.4% |
58% |
False |
False |
132,417 |
| 80 |
1,867.75 |
1,658.75 |
209.00 |
11.6% |
23.75 |
1.3% |
71% |
False |
False |
99,341 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,878.25 |
|
2.618 |
1,854.00 |
|
1.618 |
1,839.25 |
|
1.000 |
1,830.25 |
|
0.618 |
1,824.50 |
|
HIGH |
1,815.50 |
|
0.618 |
1,809.75 |
|
0.500 |
1,808.00 |
|
0.382 |
1,806.50 |
|
LOW |
1,800.75 |
|
0.618 |
1,791.75 |
|
1.000 |
1,786.00 |
|
1.618 |
1,777.00 |
|
2.618 |
1,762.25 |
|
4.250 |
1,738.00 |
|
|
| Fisher Pivots for day following 19-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,808.00 |
1,829.25 |
| PP |
1,807.50 |
1,821.75 |
| S1 |
1,807.00 |
1,814.00 |
|