| 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 |
6,693.5 |
6,710.5 |
17.0 |
0.3% |
6,738.0 |
| High |
6,702.0 |
6,808.0 |
106.0 |
1.6% |
6,818.0 |
| Low |
6,640.0 |
6,683.0 |
43.0 |
0.6% |
6,696.0 |
| Close |
6,676.5 |
6,800.5 |
124.0 |
1.9% |
6,699.5 |
| Range |
62.0 |
125.0 |
63.0 |
101.6% |
122.0 |
| ATR |
69.2 |
73.7 |
4.4 |
6.4% |
0.0 |
| Volume |
760 |
2,891 |
2,131 |
280.4% |
3,205 |
|
| Daily Pivots for day following 11-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,138.8 |
7,094.7 |
6,869.3 |
|
| R3 |
7,013.8 |
6,969.7 |
6,834.9 |
|
| R2 |
6,888.8 |
6,888.8 |
6,823.4 |
|
| R1 |
6,844.7 |
6,844.7 |
6,812.0 |
6,866.8 |
| PP |
6,763.8 |
6,763.8 |
6,763.8 |
6,774.9 |
| S1 |
6,719.7 |
6,719.7 |
6,789.0 |
6,741.8 |
| S2 |
6,638.8 |
6,638.8 |
6,777.6 |
|
| S3 |
6,513.8 |
6,594.7 |
6,766.1 |
|
| S4 |
6,388.8 |
6,469.7 |
6,731.8 |
|
|
| Weekly Pivots for week ending 05-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,103.8 |
7,023.7 |
6,766.6 |
|
| R3 |
6,981.8 |
6,901.7 |
6,733.1 |
|
| R2 |
6,859.8 |
6,859.8 |
6,721.9 |
|
| R1 |
6,779.7 |
6,779.7 |
6,710.7 |
6,758.8 |
| PP |
6,737.8 |
6,737.8 |
6,737.8 |
6,727.4 |
| S1 |
6,657.7 |
6,657.7 |
6,688.3 |
6,636.8 |
| S2 |
6,615.8 |
6,615.8 |
6,677.1 |
|
| S3 |
6,493.8 |
6,535.7 |
6,666.0 |
|
| S4 |
6,371.8 |
6,413.7 |
6,632.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,808.0 |
6,640.0 |
168.0 |
2.5% |
82.0 |
1.2% |
96% |
True |
False |
1,155 |
| 10 |
6,818.0 |
6,640.0 |
178.0 |
2.6% |
65.5 |
1.0% |
90% |
False |
False |
915 |
| 20 |
6,818.0 |
6,574.5 |
243.5 |
3.6% |
61.8 |
0.9% |
93% |
False |
False |
2,623 |
| 40 |
6,818.0 |
6,331.0 |
487.0 |
7.2% |
66.1 |
1.0% |
96% |
False |
False |
2,021 |
| 60 |
6,818.0 |
6,260.0 |
558.0 |
8.2% |
61.6 |
0.9% |
97% |
False |
False |
1,475 |
| 80 |
6,818.0 |
6,016.0 |
802.0 |
11.8% |
59.0 |
0.9% |
98% |
False |
False |
1,184 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,339.3 |
|
2.618 |
7,135.3 |
|
1.618 |
7,010.3 |
|
1.000 |
6,933.0 |
|
0.618 |
6,885.3 |
|
HIGH |
6,808.0 |
|
0.618 |
6,760.3 |
|
0.500 |
6,745.5 |
|
0.382 |
6,730.8 |
|
LOW |
6,683.0 |
|
0.618 |
6,605.8 |
|
1.000 |
6,558.0 |
|
1.618 |
6,480.8 |
|
2.618 |
6,355.8 |
|
4.250 |
6,151.8 |
|
|
| Fisher Pivots for day following 11-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,782.2 |
6,775.0 |
| PP |
6,763.8 |
6,749.5 |
| S1 |
6,745.5 |
6,724.0 |
|