| 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 |
1,426.1 |
1,431.9 |
5.8 |
0.4% |
1,441.1 |
| High |
1,437.0 |
1,437.8 |
0.8 |
0.1% |
1,452.0 |
| Low |
1,426.1 |
1,426.5 |
0.4 |
0.0% |
1,427.5 |
| Close |
1,435.3 |
1,433.3 |
-2.0 |
-0.1% |
1,429.1 |
| Range |
10.9 |
11.3 |
0.4 |
3.7% |
24.5 |
| ATR |
8.7 |
8.9 |
0.2 |
2.2% |
0.0 |
| Volume |
106 |
10 |
-96 |
-90.6% |
1,336 |
|
| Daily Pivots for day following 09-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,466.4 |
1,461.2 |
1,439.5 |
|
| R3 |
1,455.1 |
1,449.9 |
1,436.4 |
|
| R2 |
1,443.8 |
1,443.8 |
1,435.4 |
|
| R1 |
1,438.6 |
1,438.6 |
1,434.3 |
1,441.2 |
| PP |
1,432.5 |
1,432.5 |
1,432.5 |
1,433.9 |
| S1 |
1,427.3 |
1,427.3 |
1,432.3 |
1,429.9 |
| S2 |
1,421.2 |
1,421.2 |
1,431.2 |
|
| S3 |
1,409.9 |
1,416.0 |
1,430.2 |
|
| S4 |
1,398.6 |
1,404.7 |
1,427.1 |
|
|
| 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% |
12.6 |
0.9% |
28% |
False |
False |
273 |
| 10 |
1,452.0 |
1,426.1 |
25.9 |
1.8% |
9.3 |
0.7% |
28% |
False |
False |
428 |
| 20 |
1,455.8 |
1,426.1 |
29.7 |
2.1% |
7.2 |
0.5% |
24% |
False |
False |
1,029 |
| 40 |
1,455.8 |
1,407.2 |
48.6 |
3.4% |
4.2 |
0.3% |
54% |
False |
False |
807 |
| 60 |
1,455.8 |
1,391.9 |
63.9 |
4.5% |
3.2 |
0.2% |
65% |
False |
False |
551 |
| 80 |
1,455.8 |
1,347.7 |
108.1 |
7.5% |
2.5 |
0.2% |
79% |
False |
False |
424 |
| 100 |
1,455.8 |
1,329.0 |
126.8 |
8.8% |
2.1 |
0.1% |
82% |
False |
False |
349 |
| 120 |
1,455.8 |
1,278.2 |
177.6 |
12.4% |
1.9 |
0.1% |
87% |
False |
False |
307 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,485.8 |
|
2.618 |
1,467.4 |
|
1.618 |
1,456.1 |
|
1.000 |
1,449.1 |
|
0.618 |
1,444.8 |
|
HIGH |
1,437.8 |
|
0.618 |
1,433.5 |
|
0.500 |
1,432.2 |
|
0.382 |
1,430.8 |
|
LOW |
1,426.5 |
|
0.618 |
1,419.5 |
|
1.000 |
1,415.2 |
|
1.618 |
1,408.2 |
|
2.618 |
1,396.9 |
|
4.250 |
1,378.5 |
|
|
| Fisher Pivots for day following 09-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,432.9 |
1,432.9 |
| PP |
1,432.5 |
1,432.4 |
| S1 |
1,432.2 |
1,432.0 |
|