| Trading Metrics calculated at close of trading on 11-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2007 |
11-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
1,420.75 |
1,424.50 |
3.75 |
0.3% |
1,433.00 |
| High |
1,424.75 |
1,435.75 |
11.00 |
0.8% |
1,440.00 |
| Low |
1,412.25 |
1,420.75 |
8.50 |
0.6% |
1,414.25 |
| Close |
1,424.50 |
1,431.00 |
6.50 |
0.5% |
1,416.50 |
| Range |
12.50 |
15.00 |
2.50 |
20.0% |
25.75 |
| ATR |
11.95 |
12.16 |
0.22 |
1.8% |
0.00 |
| Volume |
1,274,582 |
1,145,364 |
-129,218 |
-10.1% |
2,278,283 |
|
| Daily Pivots for day following 11-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,474.25 |
1,467.50 |
1,439.25 |
|
| R3 |
1,459.25 |
1,452.50 |
1,435.00 |
|
| R2 |
1,444.25 |
1,444.25 |
1,433.75 |
|
| R1 |
1,437.50 |
1,437.50 |
1,432.50 |
1,441.00 |
| PP |
1,429.25 |
1,429.25 |
1,429.25 |
1,430.75 |
| S1 |
1,422.50 |
1,422.50 |
1,429.50 |
1,426.00 |
| S2 |
1,414.25 |
1,414.25 |
1,428.25 |
|
| S3 |
1,399.25 |
1,407.50 |
1,427.00 |
|
| S4 |
1,384.25 |
1,392.50 |
1,422.75 |
|
|
| 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 |
1,435.75 |
1,412.25 |
23.50 |
1.6% |
13.25 |
0.9% |
80% |
True |
False |
1,110,395 |
| 10 |
1,440.00 |
1,412.25 |
27.75 |
1.9% |
13.25 |
0.9% |
68% |
False |
False |
791,141 |
| 20 |
1,445.00 |
1,412.25 |
32.75 |
2.3% |
12.00 |
0.8% |
57% |
False |
False |
828,796 |
| 40 |
1,445.00 |
1,390.25 |
54.75 |
3.8% |
11.25 |
0.8% |
74% |
False |
False |
480,643 |
| 60 |
1,445.00 |
1,375.75 |
69.25 |
4.8% |
11.25 |
0.8% |
80% |
False |
False |
320,868 |
| 80 |
1,445.00 |
1,332.00 |
113.00 |
7.9% |
11.00 |
0.8% |
88% |
False |
False |
240,799 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,499.50 |
|
2.618 |
1,475.00 |
|
1.618 |
1,460.00 |
|
1.000 |
1,450.75 |
|
0.618 |
1,445.00 |
|
HIGH |
1,435.75 |
|
0.618 |
1,430.00 |
|
0.500 |
1,428.25 |
|
0.382 |
1,426.50 |
|
LOW |
1,420.75 |
|
0.618 |
1,411.50 |
|
1.000 |
1,405.75 |
|
1.618 |
1,396.50 |
|
2.618 |
1,381.50 |
|
4.250 |
1,357.00 |
|
|
| Fisher Pivots for day following 11-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,430.00 |
1,428.75 |
| PP |
1,429.25 |
1,426.25 |
| S1 |
1,428.25 |
1,424.00 |
|