| Trading Metrics calculated at close of trading on 12-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2007 |
12-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
1,424.50 |
1,431.25 |
6.75 |
0.5% |
1,417.25 |
| High |
1,435.75 |
1,441.50 |
5.75 |
0.4% |
1,441.50 |
| Low |
1,420.75 |
1,428.25 |
7.50 |
0.5% |
1,412.25 |
| Close |
1,431.00 |
1,440.75 |
9.75 |
0.7% |
1,440.75 |
| Range |
15.00 |
13.25 |
-1.75 |
-11.7% |
29.25 |
| ATR |
12.16 |
12.24 |
0.08 |
0.6% |
0.00 |
| Volume |
1,145,364 |
1,229,581 |
84,217 |
7.4% |
5,748,989 |
|
| Daily Pivots for day following 12-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,476.50 |
1,472.00 |
1,448.00 |
|
| R3 |
1,463.25 |
1,458.75 |
1,444.50 |
|
| R2 |
1,450.00 |
1,450.00 |
1,443.25 |
|
| R1 |
1,445.50 |
1,445.50 |
1,442.00 |
1,447.75 |
| PP |
1,436.75 |
1,436.75 |
1,436.75 |
1,438.00 |
| S1 |
1,432.25 |
1,432.25 |
1,439.50 |
1,434.50 |
| S2 |
1,423.50 |
1,423.50 |
1,438.25 |
|
| S3 |
1,410.25 |
1,419.00 |
1,437.00 |
|
| S4 |
1,397.00 |
1,405.75 |
1,433.50 |
|
|
| Weekly Pivots for week ending 12-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,519.25 |
1,509.25 |
1,456.75 |
|
| R3 |
1,490.00 |
1,480.00 |
1,448.75 |
|
| R2 |
1,460.75 |
1,460.75 |
1,446.00 |
|
| R1 |
1,450.75 |
1,450.75 |
1,443.50 |
1,455.75 |
| PP |
1,431.50 |
1,431.50 |
1,431.50 |
1,434.00 |
| S1 |
1,421.50 |
1,421.50 |
1,438.00 |
1,426.50 |
| S2 |
1,402.25 |
1,402.25 |
1,435.50 |
|
| S3 |
1,373.00 |
1,392.25 |
1,432.75 |
|
| S4 |
1,343.75 |
1,363.00 |
1,424.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,441.50 |
1,412.25 |
29.25 |
2.0% |
13.00 |
0.9% |
97% |
True |
False |
1,149,797 |
| 10 |
1,441.50 |
1,412.25 |
29.25 |
2.0% |
13.50 |
0.9% |
97% |
True |
False |
887,348 |
| 20 |
1,445.00 |
1,412.25 |
32.75 |
2.3% |
12.25 |
0.8% |
87% |
False |
False |
848,331 |
| 40 |
1,445.00 |
1,390.25 |
54.75 |
3.8% |
11.25 |
0.8% |
92% |
False |
False |
511,171 |
| 60 |
1,445.00 |
1,377.50 |
67.50 |
4.7% |
11.25 |
0.8% |
94% |
False |
False |
341,347 |
| 80 |
1,445.00 |
1,332.00 |
113.00 |
7.8% |
11.00 |
0.8% |
96% |
False |
False |
256,167 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,497.75 |
|
2.618 |
1,476.25 |
|
1.618 |
1,463.00 |
|
1.000 |
1,454.75 |
|
0.618 |
1,449.75 |
|
HIGH |
1,441.50 |
|
0.618 |
1,436.50 |
|
0.500 |
1,435.00 |
|
0.382 |
1,433.25 |
|
LOW |
1,428.25 |
|
0.618 |
1,420.00 |
|
1.000 |
1,415.00 |
|
1.618 |
1,406.75 |
|
2.618 |
1,393.50 |
|
4.250 |
1,372.00 |
|
|
| Fisher Pivots for day following 12-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,438.75 |
1,436.00 |
| PP |
1,436.75 |
1,431.50 |
| S1 |
1,435.00 |
1,427.00 |
|