| Trading Metrics calculated at close of trading on 22-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2007 |
22-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
12,567.93 |
12,566.33 |
-1.60 |
0.0% |
12,555.84 |
| High |
12,586.84 |
12,572.58 |
-14.26 |
-0.1% |
12,614.00 |
| Low |
12,523.55 |
12,450.89 |
-72.66 |
-0.6% |
12,523.55 |
| Close |
12,565.53 |
12,477.16 |
-88.37 |
-0.7% |
12,565.53 |
| Range |
63.29 |
121.69 |
58.40 |
92.3% |
90.45 |
| ATR |
83.96 |
86.66 |
2.69 |
3.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 22-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,865.28 |
12,792.91 |
12,544.09 |
|
| R3 |
12,743.59 |
12,671.22 |
12,510.62 |
|
| R2 |
12,621.90 |
12,621.90 |
12,499.47 |
|
| R1 |
12,549.53 |
12,549.53 |
12,488.31 |
12,524.87 |
| PP |
12,500.21 |
12,500.21 |
12,500.21 |
12,487.88 |
| S1 |
12,427.84 |
12,427.84 |
12,466.01 |
12,403.18 |
| S2 |
12,378.52 |
12,378.52 |
12,454.85 |
|
| S3 |
12,256.83 |
12,306.15 |
12,443.70 |
|
| S4 |
12,135.14 |
12,184.46 |
12,410.23 |
|
|
| Weekly Pivots for week ending 19-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,839.04 |
12,792.74 |
12,615.28 |
|
| R3 |
12,748.59 |
12,702.29 |
12,590.40 |
|
| R2 |
12,658.14 |
12,658.14 |
12,582.11 |
|
| R1 |
12,611.84 |
12,611.84 |
12,573.82 |
12,634.99 |
| PP |
12,567.69 |
12,567.69 |
12,567.69 |
12,579.27 |
| S1 |
12,521.39 |
12,521.39 |
12,557.24 |
12,544.54 |
| S2 |
12,477.24 |
12,477.24 |
12,548.95 |
|
| S3 |
12,386.79 |
12,430.94 |
12,540.66 |
|
| S4 |
12,296.34 |
12,340.49 |
12,515.78 |
|
|
| 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 |
12,450.89 |
163.11 |
1.3% |
71.83 |
0.6% |
16% |
False |
True |
|
| 10 |
12,614.00 |
12,337.37 |
276.63 |
2.2% |
83.38 |
0.7% |
51% |
False |
False |
|
| 20 |
12,614.00 |
12,337.05 |
276.95 |
2.2% |
87.90 |
0.7% |
51% |
False |
False |
|
| 40 |
12,614.00 |
12,072.60 |
541.40 |
4.3% |
87.56 |
0.7% |
75% |
False |
False |
|
| 60 |
12,614.00 |
11,965.31 |
648.69 |
5.2% |
86.32 |
0.7% |
79% |
False |
False |
|
| 80 |
12,614.00 |
11,567.65 |
1,046.35 |
8.4% |
85.26 |
0.7% |
87% |
False |
False |
|
| 100 |
12,614.00 |
11,273.49 |
1,340.51 |
10.7% |
84.42 |
0.7% |
90% |
False |
False |
|
| 120 |
12,614.00 |
11,042.64 |
1,571.36 |
12.6% |
86.65 |
0.7% |
91% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,089.76 |
|
2.618 |
12,891.16 |
|
1.618 |
12,769.47 |
|
1.000 |
12,694.27 |
|
0.618 |
12,647.78 |
|
HIGH |
12,572.58 |
|
0.618 |
12,526.09 |
|
0.500 |
12,511.74 |
|
0.382 |
12,497.38 |
|
LOW |
12,450.89 |
|
0.618 |
12,375.69 |
|
1.000 |
12,329.20 |
|
1.618 |
12,254.00 |
|
2.618 |
12,132.31 |
|
4.250 |
11,933.71 |
|
|
| Fisher Pivots for day following 22-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
12,511.74 |
12,531.40 |
| PP |
12,500.21 |
12,513.32 |
| S1 |
12,488.69 |
12,495.24 |
|