| Trading Metrics calculated at close of trading on 10-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2007 |
10-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
1,431.9 |
1,428.0 |
-3.9 |
-0.3% |
1,441.1 |
| High |
1,437.8 |
1,437.5 |
-0.3 |
0.0% |
1,452.0 |
| Low |
1,426.5 |
1,426.0 |
-0.5 |
0.0% |
1,427.5 |
| Close |
1,433.3 |
1,437.2 |
3.9 |
0.3% |
1,429.1 |
| Range |
11.3 |
11.5 |
0.2 |
1.8% |
24.5 |
| ATR |
8.9 |
9.0 |
0.2 |
2.1% |
0.0 |
| Volume |
10 |
434 |
424 |
4,240.0% |
1,336 |
|
| Daily Pivots for day following 10-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,468.1 |
1,464.1 |
1,443.5 |
|
| R3 |
1,456.6 |
1,452.6 |
1,440.4 |
|
| R2 |
1,445.1 |
1,445.1 |
1,439.3 |
|
| R1 |
1,441.1 |
1,441.1 |
1,438.3 |
1,443.1 |
| PP |
1,433.6 |
1,433.6 |
1,433.6 |
1,434.6 |
| S1 |
1,429.6 |
1,429.6 |
1,436.1 |
1,431.6 |
| S2 |
1,422.1 |
1,422.1 |
1,435.1 |
|
| S3 |
1,410.6 |
1,418.1 |
1,434.0 |
|
| S4 |
1,399.1 |
1,406.6 |
1,430.9 |
|
|
| 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 |
1,444.5 |
1,426.0 |
18.5 |
1.3% |
10.5 |
0.7% |
61% |
False |
True |
360 |
| 10 |
1,452.0 |
1,426.0 |
26.0 |
1.8% |
9.5 |
0.7% |
43% |
False |
True |
456 |
| 20 |
1,455.8 |
1,426.0 |
29.8 |
2.1% |
7.7 |
0.5% |
38% |
False |
True |
1,044 |
| 40 |
1,455.8 |
1,407.2 |
48.6 |
3.4% |
4.5 |
0.3% |
62% |
False |
False |
817 |
| 60 |
1,455.8 |
1,391.9 |
63.9 |
4.4% |
3.4 |
0.2% |
71% |
False |
False |
558 |
| 80 |
1,455.8 |
1,347.7 |
108.1 |
7.5% |
2.6 |
0.2% |
83% |
False |
False |
429 |
| 100 |
1,455.8 |
1,329.0 |
126.8 |
8.8% |
2.2 |
0.2% |
85% |
False |
False |
354 |
| 120 |
1,455.8 |
1,278.2 |
177.6 |
12.4% |
2.0 |
0.1% |
90% |
False |
False |
310 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,486.4 |
|
2.618 |
1,467.6 |
|
1.618 |
1,456.1 |
|
1.000 |
1,449.0 |
|
0.618 |
1,444.6 |
|
HIGH |
1,437.5 |
|
0.618 |
1,433.1 |
|
0.500 |
1,431.8 |
|
0.382 |
1,430.4 |
|
LOW |
1,426.0 |
|
0.618 |
1,418.9 |
|
1.000 |
1,414.5 |
|
1.618 |
1,407.4 |
|
2.618 |
1,395.9 |
|
4.250 |
1,377.1 |
|
|
| Fisher Pivots for day following 10-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,435.4 |
1,435.4 |
| PP |
1,433.6 |
1,433.7 |
| S1 |
1,431.8 |
1,431.9 |
|