| Trading Metrics calculated at close of trading on 08-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2007 |
08-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
1,427.75 |
1,417.25 |
-10.50 |
-0.7% |
1,433.00 |
| High |
1,428.50 |
1,424.50 |
-4.00 |
-0.3% |
1,440.00 |
| Low |
1,414.25 |
1,413.00 |
-1.25 |
-0.1% |
1,414.25 |
| Close |
1,416.50 |
1,422.50 |
6.00 |
0.4% |
1,416.50 |
| Range |
14.25 |
11.50 |
-2.75 |
-19.3% |
25.75 |
| ATR |
11.84 |
11.82 |
-0.02 |
-0.2% |
0.00 |
| Volume |
1,032,569 |
1,058,487 |
25,918 |
2.5% |
2,278,283 |
|
| Daily Pivots for day following 08-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,454.50 |
1,450.00 |
1,428.75 |
|
| R3 |
1,443.00 |
1,438.50 |
1,425.75 |
|
| R2 |
1,431.50 |
1,431.50 |
1,424.50 |
|
| R1 |
1,427.00 |
1,427.00 |
1,423.50 |
1,429.25 |
| PP |
1,420.00 |
1,420.00 |
1,420.00 |
1,421.00 |
| S1 |
1,415.50 |
1,415.50 |
1,421.50 |
1,417.75 |
| S2 |
1,408.50 |
1,408.50 |
1,420.50 |
|
| S3 |
1,397.00 |
1,404.00 |
1,419.25 |
|
| S4 |
1,385.50 |
1,392.50 |
1,416.25 |
|
|
| 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 |
1,413.00 |
27.00 |
1.9% |
15.25 |
1.1% |
35% |
False |
True |
750,710 |
| 10 |
1,440.00 |
1,413.00 |
27.00 |
1.9% |
12.50 |
0.9% |
35% |
False |
True |
617,458 |
| 20 |
1,445.00 |
1,413.00 |
32.00 |
2.2% |
11.50 |
0.8% |
30% |
False |
True |
772,955 |
| 40 |
1,445.00 |
1,390.25 |
54.75 |
3.8% |
11.00 |
0.8% |
59% |
False |
False |
394,249 |
| 60 |
1,445.00 |
1,370.25 |
74.75 |
5.3% |
11.00 |
0.8% |
70% |
False |
False |
263,276 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,473.50 |
|
2.618 |
1,454.50 |
|
1.618 |
1,443.00 |
|
1.000 |
1,436.00 |
|
0.618 |
1,431.50 |
|
HIGH |
1,424.50 |
|
0.618 |
1,420.00 |
|
0.500 |
1,418.75 |
|
0.382 |
1,417.50 |
|
LOW |
1,413.00 |
|
0.618 |
1,406.00 |
|
1.000 |
1,401.50 |
|
1.618 |
1,394.50 |
|
2.618 |
1,383.00 |
|
4.250 |
1,364.00 |
|
|
| Fisher Pivots for day following 08-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,421.25 |
1,422.50 |
| PP |
1,420.00 |
1,422.25 |
| S1 |
1,418.75 |
1,422.25 |
|