| 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 |
12,780 |
12,666 |
-114 |
-0.9% |
12,720 |
| High |
12,780 |
12,740 |
-40 |
-0.3% |
12,780 |
| Low |
12,685 |
12,666 |
-19 |
-0.1% |
12,666 |
| Close |
12,705 |
12,712 |
7 |
0.1% |
12,712 |
| Range |
95 |
74 |
-21 |
-22.1% |
114 |
| ATR |
55 |
57 |
1 |
2.4% |
0 |
| Volume |
20 |
24 |
4 |
20.0% |
55 |
|
| Daily Pivots for day following 19-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,928 |
12,894 |
12,753 |
|
| R3 |
12,854 |
12,820 |
12,732 |
|
| R2 |
12,780 |
12,780 |
12,726 |
|
| R1 |
12,746 |
12,746 |
12,719 |
12,763 |
| PP |
12,706 |
12,706 |
12,706 |
12,715 |
| S1 |
12,672 |
12,672 |
12,705 |
12,689 |
| S2 |
12,632 |
12,632 |
12,699 |
|
| S3 |
12,558 |
12,598 |
12,692 |
|
| S4 |
12,484 |
12,524 |
12,671 |
|
|
| Weekly Pivots for week ending 19-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,061 |
13,001 |
12,775 |
|
| R3 |
12,947 |
12,887 |
12,743 |
|
| R2 |
12,833 |
12,833 |
12,733 |
|
| R1 |
12,773 |
12,773 |
12,723 |
12,746 |
| PP |
12,719 |
12,719 |
12,719 |
12,706 |
| S1 |
12,659 |
12,659 |
12,702 |
12,632 |
| S2 |
12,605 |
12,605 |
12,691 |
|
| S3 |
12,491 |
12,545 |
12,681 |
|
| S4 |
12,377 |
12,431 |
12,649 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,780 |
12,649 |
131 |
1.0% |
47 |
0.4% |
48% |
False |
False |
12 |
| 10 |
12,780 |
12,539 |
241 |
1.9% |
59 |
0.5% |
72% |
False |
False |
11 |
| 20 |
12,780 |
12,522 |
258 |
2.0% |
44 |
0.3% |
74% |
False |
False |
7 |
| 40 |
12,780 |
12,307 |
473 |
3.7% |
28 |
0.2% |
86% |
False |
False |
26 |
| 60 |
12,780 |
12,178 |
602 |
4.7% |
19 |
0.1% |
89% |
False |
False |
17 |
| 80 |
12,780 |
11,905 |
875 |
6.9% |
14 |
0.1% |
92% |
False |
False |
13 |
| 100 |
12,780 |
11,573 |
1,207 |
9.5% |
11 |
0.1% |
94% |
False |
False |
10 |
| 120 |
12,780 |
11,338 |
1,442 |
11.3% |
10 |
0.1% |
95% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,055 |
|
2.618 |
12,934 |
|
1.618 |
12,860 |
|
1.000 |
12,814 |
|
0.618 |
12,786 |
|
HIGH |
12,740 |
|
0.618 |
12,712 |
|
0.500 |
12,703 |
|
0.382 |
12,694 |
|
LOW |
12,666 |
|
0.618 |
12,620 |
|
1.000 |
12,592 |
|
1.618 |
12,546 |
|
2.618 |
12,472 |
|
4.250 |
12,352 |
|
|
| Fisher Pivots for day following 19-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
12,709 |
12,723 |
| PP |
12,706 |
12,719 |
| S1 |
12,703 |
12,716 |
|