| 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 |
12,571.46 |
12,575.06 |
3.60 |
0.0% |
12,392.01 |
| High |
12,614.00 |
12,611.91 |
-2.09 |
0.0% |
12,561.04 |
| Low |
12,550.55 |
12,547.34 |
-3.21 |
0.0% |
12,337.37 |
| Close |
12,577.15 |
12,567.93 |
-9.22 |
-0.1% |
12,556.08 |
| Range |
63.45 |
64.57 |
1.12 |
1.8% |
223.67 |
| ATR |
87.17 |
85.55 |
-1.61 |
-1.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 18-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,769.44 |
12,733.25 |
12,603.44 |
|
| R3 |
12,704.87 |
12,668.68 |
12,585.69 |
|
| R2 |
12,640.30 |
12,640.30 |
12,579.77 |
|
| R1 |
12,604.11 |
12,604.11 |
12,573.85 |
12,589.92 |
| PP |
12,575.73 |
12,575.73 |
12,575.73 |
12,568.63 |
| S1 |
12,539.54 |
12,539.54 |
12,562.01 |
12,525.35 |
| S2 |
12,511.16 |
12,511.16 |
12,556.09 |
|
| S3 |
12,446.59 |
12,474.97 |
12,550.17 |
|
| S4 |
12,382.02 |
12,410.40 |
12,532.42 |
|
|
| 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 |
12,442.96 |
171.04 |
1.4% |
69.41 |
0.6% |
73% |
False |
False |
|
| 10 |
12,614.00 |
12,337.37 |
276.63 |
2.2% |
87.01 |
0.7% |
83% |
False |
False |
|
| 20 |
12,614.00 |
12,337.05 |
276.95 |
2.2% |
86.45 |
0.7% |
83% |
False |
False |
|
| 40 |
12,614.00 |
12,072.60 |
541.40 |
4.3% |
85.89 |
0.7% |
91% |
False |
False |
|
| 60 |
12,614.00 |
11,941.94 |
672.06 |
5.3% |
87.58 |
0.7% |
93% |
False |
False |
|
| 80 |
12,614.00 |
11,474.56 |
1,139.44 |
9.1% |
85.31 |
0.7% |
96% |
False |
False |
|
| 100 |
12,614.00 |
11,260.28 |
1,353.72 |
10.8% |
83.75 |
0.7% |
97% |
False |
False |
|
| 120 |
12,614.00 |
11,042.64 |
1,571.36 |
12.5% |
87.12 |
0.7% |
97% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,886.33 |
|
2.618 |
12,780.95 |
|
1.618 |
12,716.38 |
|
1.000 |
12,676.48 |
|
0.618 |
12,651.81 |
|
HIGH |
12,611.91 |
|
0.618 |
12,587.24 |
|
0.500 |
12,579.63 |
|
0.382 |
12,572.01 |
|
LOW |
12,547.34 |
|
0.618 |
12,507.44 |
|
1.000 |
12,482.77 |
|
1.618 |
12,442.87 |
|
2.618 |
12,378.30 |
|
4.250 |
12,272.92 |
|
|
| Fisher Pivots for day following 18-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
12,579.63 |
12,576.47 |
| PP |
12,575.73 |
12,573.62 |
| S1 |
12,571.83 |
12,570.78 |
|