| Trading Metrics calculated at close of trading on 09-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2007 |
09-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
1,417.25 |
1,422.50 |
5.25 |
0.4% |
1,433.00 |
| High |
1,424.50 |
1,427.00 |
2.50 |
0.2% |
1,440.00 |
| Low |
1,413.00 |
1,414.00 |
1.00 |
0.1% |
1,414.25 |
| Close |
1,422.50 |
1,420.50 |
-2.00 |
-0.1% |
1,416.50 |
| Range |
11.50 |
13.00 |
1.50 |
13.0% |
25.75 |
| ATR |
11.82 |
11.90 |
0.08 |
0.7% |
0.00 |
| Volume |
1,058,487 |
1,040,975 |
-17,512 |
-1.7% |
2,278,283 |
|
| Daily Pivots for day following 09-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,459.50 |
1,453.00 |
1,427.75 |
|
| R3 |
1,446.50 |
1,440.00 |
1,424.00 |
|
| R2 |
1,433.50 |
1,433.50 |
1,423.00 |
|
| R1 |
1,427.00 |
1,427.00 |
1,421.75 |
1,423.75 |
| PP |
1,420.50 |
1,420.50 |
1,420.50 |
1,419.00 |
| S1 |
1,414.00 |
1,414.00 |
1,419.25 |
1,410.75 |
| S2 |
1,407.50 |
1,407.50 |
1,418.00 |
|
| S3 |
1,394.50 |
1,401.00 |
1,417.00 |
|
| S4 |
1,381.50 |
1,388.00 |
1,413.25 |
|
|
| 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% |
15.50 |
1.1% |
28% |
False |
False |
875,549 |
| 10 |
1,440.00 |
1,413.00 |
27.00 |
1.9% |
12.50 |
0.9% |
28% |
False |
False |
671,773 |
| 20 |
1,445.00 |
1,413.00 |
32.00 |
2.3% |
11.50 |
0.8% |
23% |
False |
False |
817,503 |
| 40 |
1,445.00 |
1,390.25 |
54.75 |
3.9% |
11.00 |
0.8% |
55% |
False |
False |
420,230 |
| 60 |
1,445.00 |
1,375.75 |
69.25 |
4.9% |
11.00 |
0.8% |
65% |
False |
False |
280,617 |
| 80 |
1,445.00 |
1,332.00 |
113.00 |
8.0% |
10.75 |
0.8% |
78% |
False |
False |
210,550 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,482.25 |
|
2.618 |
1,461.00 |
|
1.618 |
1,448.00 |
|
1.000 |
1,440.00 |
|
0.618 |
1,435.00 |
|
HIGH |
1,427.00 |
|
0.618 |
1,422.00 |
|
0.500 |
1,420.50 |
|
0.382 |
1,419.00 |
|
LOW |
1,414.00 |
|
0.618 |
1,406.00 |
|
1.000 |
1,401.00 |
|
1.618 |
1,393.00 |
|
2.618 |
1,380.00 |
|
4.250 |
1,358.75 |
|
|
| Fisher Pivots for day following 09-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,420.50 |
1,420.75 |
| PP |
1,420.50 |
1,420.75 |
| S1 |
1,420.50 |
1,420.50 |
|