| Trading Metrics calculated at close of trading on 03-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2006 |
03-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
1,434.25 |
1,433.00 |
-1.25 |
-0.1% |
1,421.00 |
| High |
1,437.50 |
1,440.00 |
2.50 |
0.2% |
1,438.75 |
| Low |
1,425.50 |
1,416.50 |
-9.00 |
-0.6% |
1,420.50 |
| Close |
1,428.50 |
1,424.75 |
-3.75 |
-0.3% |
1,428.50 |
| Range |
12.00 |
23.50 |
11.50 |
95.8% |
18.25 |
| ATR |
10.49 |
11.42 |
0.93 |
8.9% |
0.00 |
| Volume |
416,781 |
25,473 |
-391,308 |
-93.9% |
1,712,727 |
|
| Daily Pivots for day following 03-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,497.50 |
1,484.75 |
1,437.75 |
|
| R3 |
1,474.00 |
1,461.25 |
1,431.25 |
|
| R2 |
1,450.50 |
1,450.50 |
1,429.00 |
|
| R1 |
1,437.75 |
1,437.75 |
1,427.00 |
1,432.50 |
| PP |
1,427.00 |
1,427.00 |
1,427.00 |
1,424.50 |
| S1 |
1,414.25 |
1,414.25 |
1,422.50 |
1,409.00 |
| S2 |
1,403.50 |
1,403.50 |
1,420.50 |
|
| S3 |
1,380.00 |
1,390.75 |
1,418.25 |
|
| S4 |
1,356.50 |
1,367.25 |
1,411.75 |
|
|
| Weekly Pivots for week ending 29-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,484.00 |
1,474.50 |
1,438.50 |
|
| R3 |
1,465.75 |
1,456.25 |
1,433.50 |
|
| R2 |
1,447.50 |
1,447.50 |
1,431.75 |
|
| R1 |
1,438.00 |
1,438.00 |
1,430.25 |
1,442.75 |
| PP |
1,429.25 |
1,429.25 |
1,429.25 |
1,431.50 |
| S1 |
1,419.75 |
1,419.75 |
1,426.75 |
1,424.50 |
| S2 |
1,411.00 |
1,411.00 |
1,425.25 |
|
| S3 |
1,392.75 |
1,401.50 |
1,423.50 |
|
| S4 |
1,374.50 |
1,383.25 |
1,418.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,440.00 |
1,416.50 |
23.50 |
1.6% |
12.25 |
0.9% |
35% |
True |
True |
347,640 |
| 10 |
1,444.00 |
1,416.50 |
27.50 |
1.9% |
11.75 |
0.8% |
30% |
False |
True |
540,642 |
| 20 |
1,445.00 |
1,409.50 |
35.50 |
2.5% |
11.00 |
0.8% |
43% |
False |
False |
614,574 |
| 40 |
1,445.00 |
1,379.50 |
65.50 |
4.6% |
11.00 |
0.8% |
69% |
False |
False |
311,560 |
| 60 |
1,445.00 |
1,362.75 |
82.25 |
5.8% |
10.75 |
0.8% |
75% |
False |
False |
208,102 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,540.00 |
|
2.618 |
1,501.50 |
|
1.618 |
1,478.00 |
|
1.000 |
1,463.50 |
|
0.618 |
1,454.50 |
|
HIGH |
1,440.00 |
|
0.618 |
1,431.00 |
|
0.500 |
1,428.25 |
|
0.382 |
1,425.50 |
|
LOW |
1,416.50 |
|
0.618 |
1,402.00 |
|
1.000 |
1,393.00 |
|
1.618 |
1,378.50 |
|
2.618 |
1,355.00 |
|
4.250 |
1,316.50 |
|
|
| Fisher Pivots for day following 03-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,428.25 |
1,428.25 |
| PP |
1,427.00 |
1,427.00 |
| S1 |
1,426.00 |
1,426.00 |
|