| 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 |
1,432.0 |
1,426.1 |
-5.9 |
-0.4% |
1,441.1 |
| High |
1,432.5 |
1,437.0 |
4.5 |
0.3% |
1,452.0 |
| Low |
1,427.5 |
1,426.1 |
-1.4 |
-0.1% |
1,427.5 |
| Close |
1,429.1 |
1,435.3 |
6.2 |
0.4% |
1,429.1 |
| Range |
5.0 |
10.9 |
5.9 |
118.0% |
24.5 |
| ATR |
8.5 |
8.7 |
0.2 |
2.0% |
0.0 |
| Volume |
283 |
106 |
-177 |
-62.5% |
1,336 |
|
| Daily Pivots for day following 08-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,465.5 |
1,461.3 |
1,441.3 |
|
| R3 |
1,454.6 |
1,450.4 |
1,438.3 |
|
| R2 |
1,443.7 |
1,443.7 |
1,437.3 |
|
| R1 |
1,439.5 |
1,439.5 |
1,436.3 |
1,441.6 |
| PP |
1,432.8 |
1,432.8 |
1,432.8 |
1,433.9 |
| S1 |
1,428.6 |
1,428.6 |
1,434.3 |
1,430.7 |
| S2 |
1,421.9 |
1,421.9 |
1,433.3 |
|
| S3 |
1,411.0 |
1,417.7 |
1,432.3 |
|
| S4 |
1,400.1 |
1,406.8 |
1,429.3 |
|
|
| Weekly Pivots for week ending 05-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,509.7 |
1,493.9 |
1,442.6 |
|
| R3 |
1,485.2 |
1,469.4 |
1,435.8 |
|
| R2 |
1,460.7 |
1,460.7 |
1,433.6 |
|
| R1 |
1,444.9 |
1,444.9 |
1,431.3 |
1,440.6 |
| PP |
1,436.2 |
1,436.2 |
1,436.2 |
1,434.0 |
| S1 |
1,420.4 |
1,420.4 |
1,426.9 |
1,416.1 |
| S2 |
1,411.7 |
1,411.7 |
1,424.6 |
|
| S3 |
1,387.2 |
1,395.9 |
1,422.4 |
|
| S4 |
1,362.7 |
1,371.4 |
1,415.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,452.0 |
1,426.1 |
25.9 |
1.8% |
10.3 |
0.7% |
36% |
False |
True |
288 |
| 10 |
1,452.0 |
1,426.1 |
25.9 |
1.8% |
9.3 |
0.6% |
36% |
False |
True |
435 |
| 20 |
1,455.8 |
1,426.1 |
29.7 |
2.1% |
6.6 |
0.5% |
31% |
False |
True |
1,072 |
| 40 |
1,455.8 |
1,407.2 |
48.6 |
3.4% |
3.9 |
0.3% |
58% |
False |
False |
807 |
| 60 |
1,455.8 |
1,391.9 |
63.9 |
4.5% |
3.0 |
0.2% |
68% |
False |
False |
551 |
| 80 |
1,455.8 |
1,347.7 |
108.1 |
7.5% |
2.4 |
0.2% |
81% |
False |
False |
425 |
| 100 |
1,455.8 |
1,329.0 |
126.8 |
8.8% |
2.0 |
0.1% |
84% |
False |
False |
349 |
| 120 |
1,455.8 |
1,278.2 |
177.6 |
12.4% |
1.8 |
0.1% |
88% |
False |
False |
306 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,483.3 |
|
2.618 |
1,465.5 |
|
1.618 |
1,454.6 |
|
1.000 |
1,447.9 |
|
0.618 |
1,443.7 |
|
HIGH |
1,437.0 |
|
0.618 |
1,432.8 |
|
0.500 |
1,431.6 |
|
0.382 |
1,430.3 |
|
LOW |
1,426.1 |
|
0.618 |
1,419.4 |
|
1.000 |
1,415.2 |
|
1.618 |
1,408.5 |
|
2.618 |
1,397.6 |
|
4.250 |
1,379.8 |
|
|
| Fisher Pivots for day following 08-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,434.1 |
1,435.3 |
| PP |
1,432.8 |
1,435.3 |
| S1 |
1,431.6 |
1,435.3 |
|