| Trading Metrics calculated at close of trading on 23-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2007 |
23-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
1,807.00 |
1,792.50 |
-14.50 |
-0.8% |
1,862.25 |
| High |
1,814.25 |
1,803.25 |
-11.00 |
-0.6% |
1,867.75 |
| Low |
1,783.25 |
1,783.25 |
0.00 |
0.0% |
1,800.75 |
| Close |
1,792.25 |
1,787.00 |
-5.25 |
-0.3% |
1,806.50 |
| Range |
31.00 |
20.00 |
-11.00 |
-35.5% |
67.00 |
| ATR |
26.33 |
25.87 |
-0.45 |
-1.7% |
0.00 |
| Volume |
320,111 |
308,366 |
-11,745 |
-3.7% |
1,523,358 |
|
| Daily Pivots for day following 23-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,851.25 |
1,839.00 |
1,798.00 |
|
| R3 |
1,831.25 |
1,819.00 |
1,792.50 |
|
| R2 |
1,811.25 |
1,811.25 |
1,790.75 |
|
| R1 |
1,799.00 |
1,799.00 |
1,788.75 |
1,795.00 |
| PP |
1,791.25 |
1,791.25 |
1,791.25 |
1,789.25 |
| S1 |
1,779.00 |
1,779.00 |
1,785.25 |
1,775.00 |
| S2 |
1,771.25 |
1,771.25 |
1,783.25 |
|
| S3 |
1,751.25 |
1,759.00 |
1,781.50 |
|
| S4 |
1,731.25 |
1,739.00 |
1,776.00 |
|
|
| 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 |
1,857.75 |
1,783.25 |
74.50 |
4.2% |
26.00 |
1.5% |
5% |
False |
True |
375,807 |
| 10 |
1,867.75 |
1,783.25 |
84.50 |
4.7% |
25.50 |
1.4% |
4% |
False |
True |
353,822 |
| 20 |
1,867.75 |
1,747.00 |
120.75 |
6.8% |
26.50 |
1.5% |
33% |
False |
False |
284,320 |
| 40 |
1,867.75 |
1,747.00 |
120.75 |
6.8% |
25.50 |
1.4% |
33% |
False |
False |
214,193 |
| 60 |
1,867.75 |
1,722.75 |
145.00 |
8.1% |
24.75 |
1.4% |
44% |
False |
False |
142,890 |
| 80 |
1,867.75 |
1,658.75 |
209.00 |
11.7% |
24.00 |
1.3% |
61% |
False |
False |
107,196 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,888.25 |
|
2.618 |
1,855.50 |
|
1.618 |
1,835.50 |
|
1.000 |
1,823.25 |
|
0.618 |
1,815.50 |
|
HIGH |
1,803.25 |
|
0.618 |
1,795.50 |
|
0.500 |
1,793.25 |
|
0.382 |
1,791.00 |
|
LOW |
1,783.25 |
|
0.618 |
1,771.00 |
|
1.000 |
1,763.25 |
|
1.618 |
1,751.00 |
|
2.618 |
1,731.00 |
|
4.250 |
1,698.25 |
|
|
| Fisher Pivots for day following 23-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,793.25 |
1,799.50 |
| PP |
1,791.25 |
1,795.25 |
| S1 |
1,789.00 |
1,791.00 |
|