| Trading Metrics calculated at close of trading on 05-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2007 |
05-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
1,425.25 |
1,427.75 |
2.50 |
0.2% |
1,433.00 |
| High |
1,431.50 |
1,428.50 |
-3.00 |
-0.2% |
1,440.00 |
| Low |
1,416.75 |
1,414.25 |
-2.50 |
-0.2% |
1,414.25 |
| Close |
1,427.50 |
1,416.50 |
-11.00 |
-0.8% |
1,416.50 |
| Range |
14.75 |
14.25 |
-0.50 |
-3.4% |
25.75 |
| ATR |
11.66 |
11.84 |
0.19 |
1.6% |
0.00 |
| Volume |
1,220,241 |
1,032,569 |
-187,672 |
-15.4% |
2,278,283 |
|
| Daily Pivots for day following 05-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,462.50 |
1,453.75 |
1,424.25 |
|
| R3 |
1,448.25 |
1,439.50 |
1,420.50 |
|
| R2 |
1,434.00 |
1,434.00 |
1,419.00 |
|
| R1 |
1,425.25 |
1,425.25 |
1,417.75 |
1,422.50 |
| PP |
1,419.75 |
1,419.75 |
1,419.75 |
1,418.50 |
| S1 |
1,411.00 |
1,411.00 |
1,415.25 |
1,408.25 |
| S2 |
1,405.50 |
1,405.50 |
1,414.00 |
|
| S3 |
1,391.25 |
1,396.75 |
1,412.50 |
|
| S4 |
1,377.00 |
1,382.50 |
1,408.75 |
|
|
| Weekly Pivots for week ending 05-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,500.75 |
1,484.50 |
1,430.75 |
|
| R3 |
1,475.00 |
1,458.75 |
1,423.50 |
|
| R2 |
1,449.25 |
1,449.25 |
1,421.25 |
|
| R1 |
1,433.00 |
1,433.00 |
1,418.75 |
1,428.25 |
| PP |
1,423.50 |
1,423.50 |
1,423.50 |
1,421.25 |
| S1 |
1,407.25 |
1,407.25 |
1,414.25 |
1,402.50 |
| S2 |
1,397.75 |
1,397.75 |
1,411.75 |
|
| S3 |
1,372.00 |
1,381.50 |
1,409.50 |
|
| S4 |
1,346.25 |
1,355.75 |
1,402.25 |
|
|
| 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 |
1,414.25 |
25.75 |
1.8% |
14.00 |
1.0% |
9% |
False |
True |
624,898 |
| 10 |
1,440.50 |
1,414.25 |
26.25 |
1.9% |
12.00 |
0.9% |
9% |
False |
True |
610,384 |
| 20 |
1,445.00 |
1,414.25 |
30.75 |
2.2% |
11.25 |
0.8% |
7% |
False |
True |
723,567 |
| 40 |
1,445.00 |
1,390.25 |
54.75 |
3.9% |
11.00 |
0.8% |
48% |
False |
False |
367,808 |
| 60 |
1,445.00 |
1,362.75 |
82.25 |
5.8% |
11.00 |
0.8% |
65% |
False |
False |
245,642 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,489.00 |
|
2.618 |
1,465.75 |
|
1.618 |
1,451.50 |
|
1.000 |
1,442.75 |
|
0.618 |
1,437.25 |
|
HIGH |
1,428.50 |
|
0.618 |
1,423.00 |
|
0.500 |
1,421.50 |
|
0.382 |
1,419.75 |
|
LOW |
1,414.25 |
|
0.618 |
1,405.50 |
|
1.000 |
1,400.00 |
|
1.618 |
1,391.25 |
|
2.618 |
1,377.00 |
|
4.250 |
1,353.75 |
|
|
| Fisher Pivots for day following 05-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,421.50 |
1,427.00 |
| PP |
1,419.75 |
1,423.50 |
| S1 |
1,418.00 |
1,420.00 |
|