| 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 |
12,555.84 |
12,571.46 |
15.62 |
0.1% |
12,392.01 |
| High |
12,585.08 |
12,614.00 |
28.92 |
0.2% |
12,561.04 |
| Low |
12,538.93 |
12,550.55 |
11.62 |
0.1% |
12,337.37 |
| Close |
12,582.59 |
12,577.15 |
-5.44 |
0.0% |
12,556.08 |
| Range |
46.15 |
63.45 |
17.30 |
37.5% |
223.67 |
| ATR |
88.99 |
87.17 |
-1.82 |
-2.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 17-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,770.92 |
12,737.48 |
12,612.05 |
|
| R3 |
12,707.47 |
12,674.03 |
12,594.60 |
|
| R2 |
12,644.02 |
12,644.02 |
12,588.78 |
|
| R1 |
12,610.58 |
12,610.58 |
12,582.97 |
12,627.30 |
| PP |
12,580.57 |
12,580.57 |
12,580.57 |
12,588.93 |
| S1 |
12,547.13 |
12,547.13 |
12,571.33 |
12,563.85 |
| S2 |
12,517.12 |
12,517.12 |
12,565.52 |
|
| S3 |
12,453.67 |
12,483.68 |
12,559.70 |
|
| S4 |
12,390.22 |
12,420.23 |
12,542.25 |
|
|
| Weekly Pivots for week ending 12-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,155.84 |
13,079.63 |
12,679.10 |
|
| R3 |
12,932.17 |
12,855.96 |
12,617.59 |
|
| R2 |
12,708.50 |
12,708.50 |
12,597.09 |
|
| R1 |
12,632.29 |
12,632.29 |
12,576.58 |
12,670.40 |
| PP |
12,484.83 |
12,484.83 |
12,484.83 |
12,503.88 |
| S1 |
12,408.62 |
12,408.62 |
12,535.58 |
12,446.73 |
| S2 |
12,261.16 |
12,261.16 |
12,515.07 |
|
| S3 |
12,037.49 |
12,184.95 |
12,494.57 |
|
| S4 |
11,813.82 |
11,961.28 |
12,433.06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,614.00 |
12,355.63 |
258.37 |
2.1% |
75.69 |
0.6% |
86% |
True |
False |
|
| 10 |
12,614.00 |
12,337.37 |
276.63 |
2.2% |
98.11 |
0.8% |
87% |
True |
False |
|
| 20 |
12,614.00 |
12,337.05 |
276.95 |
2.2% |
86.65 |
0.7% |
87% |
True |
False |
|
| 40 |
12,614.00 |
12,072.60 |
541.40 |
4.3% |
86.17 |
0.7% |
93% |
True |
False |
|
| 60 |
12,614.00 |
11,941.94 |
672.06 |
5.3% |
87.52 |
0.7% |
95% |
True |
False |
|
| 80 |
12,614.00 |
11,474.56 |
1,139.44 |
9.1% |
86.11 |
0.7% |
97% |
True |
False |
|
| 100 |
12,614.00 |
11,260.28 |
1,353.72 |
10.8% |
84.18 |
0.7% |
97% |
True |
False |
|
| 120 |
12,614.00 |
11,042.64 |
1,571.36 |
12.5% |
87.49 |
0.7% |
98% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,883.66 |
|
2.618 |
12,780.11 |
|
1.618 |
12,716.66 |
|
1.000 |
12,677.45 |
|
0.618 |
12,653.21 |
|
HIGH |
12,614.00 |
|
0.618 |
12,589.76 |
|
0.500 |
12,582.28 |
|
0.382 |
12,574.79 |
|
LOW |
12,550.55 |
|
0.618 |
12,511.34 |
|
1.000 |
12,487.10 |
|
1.618 |
12,447.89 |
|
2.618 |
12,384.44 |
|
4.250 |
12,280.89 |
|
|
| Fisher Pivots for day following 17-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
12,582.28 |
12,568.71 |
| PP |
12,580.57 |
12,560.27 |
| S1 |
12,578.86 |
12,551.83 |
|