| 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 |
1,443.9 |
1,449.9 |
6.0 |
0.4% |
1,426.1 |
| High |
1,448.0 |
1,454.0 |
6.0 |
0.4% |
1,454.0 |
| Low |
1,441.5 |
1,443.4 |
1.9 |
0.1% |
1,426.0 |
| Close |
1,443.9 |
1,453.8 |
9.9 |
0.7% |
1,453.8 |
| Range |
6.5 |
10.6 |
4.1 |
63.1% |
28.0 |
| ATR |
9.2 |
9.3 |
0.1 |
1.1% |
0.0 |
| Volume |
663 |
133 |
-530 |
-79.9% |
1,346 |
|
| Daily Pivots for day following 12-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,482.2 |
1,478.6 |
1,459.6 |
|
| R3 |
1,471.6 |
1,468.0 |
1,456.7 |
|
| R2 |
1,461.0 |
1,461.0 |
1,455.7 |
|
| R1 |
1,457.4 |
1,457.4 |
1,454.8 |
1,459.2 |
| PP |
1,450.4 |
1,450.4 |
1,450.4 |
1,451.3 |
| S1 |
1,446.8 |
1,446.8 |
1,452.8 |
1,448.6 |
| S2 |
1,439.8 |
1,439.8 |
1,451.9 |
|
| S3 |
1,429.2 |
1,436.2 |
1,450.9 |
|
| S4 |
1,418.6 |
1,425.6 |
1,448.0 |
|
|
| Weekly Pivots for week ending 12-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,528.6 |
1,519.2 |
1,469.2 |
|
| R3 |
1,500.6 |
1,491.2 |
1,461.5 |
|
| R2 |
1,472.6 |
1,472.6 |
1,458.9 |
|
| R1 |
1,463.2 |
1,463.2 |
1,456.4 |
1,467.9 |
| PP |
1,444.6 |
1,444.6 |
1,444.6 |
1,447.0 |
| S1 |
1,435.2 |
1,435.2 |
1,451.2 |
1,439.9 |
| S2 |
1,416.6 |
1,416.6 |
1,448.7 |
|
| S3 |
1,388.6 |
1,407.2 |
1,446.1 |
|
| S4 |
1,360.6 |
1,379.2 |
1,438.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,454.0 |
1,426.0 |
28.0 |
1.9% |
10.2 |
0.7% |
99% |
True |
False |
269 |
| 10 |
1,454.0 |
1,426.0 |
28.0 |
1.9% |
10.2 |
0.7% |
99% |
True |
False |
366 |
| 20 |
1,455.8 |
1,426.0 |
29.8 |
2.0% |
8.6 |
0.6% |
93% |
False |
False |
1,033 |
| 40 |
1,455.8 |
1,407.3 |
48.5 |
3.3% |
4.6 |
0.3% |
96% |
False |
False |
837 |
| 60 |
1,455.8 |
1,391.9 |
63.9 |
4.4% |
3.6 |
0.2% |
97% |
False |
False |
571 |
| 80 |
1,455.8 |
1,347.7 |
108.1 |
7.4% |
2.8 |
0.2% |
98% |
False |
False |
439 |
| 100 |
1,455.8 |
1,329.0 |
126.8 |
8.7% |
2.4 |
0.2% |
98% |
False |
False |
362 |
| 120 |
1,455.8 |
1,304.4 |
151.4 |
10.4% |
2.1 |
0.1% |
99% |
False |
False |
317 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,499.1 |
|
2.618 |
1,481.8 |
|
1.618 |
1,471.2 |
|
1.000 |
1,464.6 |
|
0.618 |
1,460.6 |
|
HIGH |
1,454.0 |
|
0.618 |
1,450.0 |
|
0.500 |
1,448.7 |
|
0.382 |
1,447.4 |
|
LOW |
1,443.4 |
|
0.618 |
1,436.8 |
|
1.000 |
1,432.8 |
|
1.618 |
1,426.2 |
|
2.618 |
1,415.6 |
|
4.250 |
1,398.4 |
|
|
| Fisher Pivots for day following 12-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,452.1 |
1,449.2 |
| PP |
1,450.4 |
1,444.6 |
| S1 |
1,448.7 |
1,440.0 |
|