| 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 |
1,428.0 |
1,443.9 |
15.9 |
1.1% |
1,441.1 |
| High |
1,437.5 |
1,448.0 |
10.5 |
0.7% |
1,452.0 |
| Low |
1,426.0 |
1,441.5 |
15.5 |
1.1% |
1,427.5 |
| Close |
1,437.2 |
1,443.9 |
6.7 |
0.5% |
1,429.1 |
| Range |
11.5 |
6.5 |
-5.0 |
-43.5% |
24.5 |
| ATR |
9.0 |
9.2 |
0.1 |
1.4% |
0.0 |
| Volume |
434 |
663 |
229 |
52.8% |
1,336 |
|
| Daily Pivots for day following 11-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,464.0 |
1,460.4 |
1,447.5 |
|
| R3 |
1,457.5 |
1,453.9 |
1,445.7 |
|
| R2 |
1,451.0 |
1,451.0 |
1,445.1 |
|
| R1 |
1,447.4 |
1,447.4 |
1,444.5 |
1,447.2 |
| PP |
1,444.5 |
1,444.5 |
1,444.5 |
1,444.3 |
| S1 |
1,440.9 |
1,440.9 |
1,443.3 |
1,440.7 |
| S2 |
1,438.0 |
1,438.0 |
1,442.7 |
|
| S3 |
1,431.5 |
1,434.4 |
1,442.1 |
|
| S4 |
1,425.0 |
1,427.9 |
1,440.3 |
|
|
| 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 |
1,448.0 |
1,426.0 |
22.0 |
1.5% |
9.0 |
0.6% |
81% |
True |
False |
299 |
| 10 |
1,452.0 |
1,426.0 |
26.0 |
1.8% |
9.8 |
0.7% |
69% |
False |
False |
499 |
| 20 |
1,455.8 |
1,426.0 |
29.8 |
2.1% |
8.1 |
0.6% |
60% |
False |
False |
1,075 |
| 40 |
1,455.8 |
1,407.2 |
48.6 |
3.4% |
4.7 |
0.3% |
76% |
False |
False |
834 |
| 60 |
1,455.8 |
1,391.9 |
63.9 |
4.4% |
3.4 |
0.2% |
81% |
False |
False |
569 |
| 80 |
1,455.8 |
1,347.7 |
108.1 |
7.5% |
2.7 |
0.2% |
89% |
False |
False |
438 |
| 100 |
1,455.8 |
1,329.0 |
126.8 |
8.8% |
2.3 |
0.2% |
91% |
False |
False |
360 |
| 120 |
1,455.8 |
1,301.1 |
154.7 |
10.7% |
2.0 |
0.1% |
92% |
False |
False |
316 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,475.6 |
|
2.618 |
1,465.0 |
|
1.618 |
1,458.5 |
|
1.000 |
1,454.5 |
|
0.618 |
1,452.0 |
|
HIGH |
1,448.0 |
|
0.618 |
1,445.5 |
|
0.500 |
1,444.8 |
|
0.382 |
1,444.0 |
|
LOW |
1,441.5 |
|
0.618 |
1,437.5 |
|
1.000 |
1,435.0 |
|
1.618 |
1,431.0 |
|
2.618 |
1,424.5 |
|
4.250 |
1,413.9 |
|
|
| Fisher Pivots for day following 11-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,444.8 |
1,441.6 |
| PP |
1,444.5 |
1,439.3 |
| S1 |
1,444.2 |
1,437.0 |
|