| 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 |
1,835.00 |
1,850.50 |
15.50 |
0.8% |
1,798.00 |
| High |
1,856.50 |
1,863.00 |
6.50 |
0.4% |
1,863.00 |
| Low |
1,830.25 |
1,845.50 |
15.25 |
0.8% |
1,792.00 |
| Close |
1,849.75 |
1,862.25 |
12.50 |
0.7% |
1,862.25 |
| Range |
26.25 |
17.50 |
-8.75 |
-33.3% |
71.00 |
| ATR |
27.38 |
26.67 |
-0.71 |
-2.6% |
0.00 |
| Volume |
362,452 |
400,929 |
38,477 |
10.6% |
1,740,046 |
|
| Daily Pivots for day following 12-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,909.50 |
1,903.25 |
1,872.00 |
|
| R3 |
1,892.00 |
1,885.75 |
1,867.00 |
|
| R2 |
1,874.50 |
1,874.50 |
1,865.50 |
|
| R1 |
1,868.25 |
1,868.25 |
1,863.75 |
1,871.50 |
| PP |
1,857.00 |
1,857.00 |
1,857.00 |
1,858.50 |
| S1 |
1,850.75 |
1,850.75 |
1,860.75 |
1,854.00 |
| S2 |
1,839.50 |
1,839.50 |
1,859.00 |
|
| S3 |
1,822.00 |
1,833.25 |
1,857.50 |
|
| S4 |
1,804.50 |
1,815.75 |
1,852.50 |
|
|
| Weekly Pivots for week ending 12-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,052.00 |
2,028.25 |
1,901.25 |
|
| R3 |
1,981.00 |
1,957.25 |
1,881.75 |
|
| R2 |
1,910.00 |
1,910.00 |
1,875.25 |
|
| R1 |
1,886.25 |
1,886.25 |
1,868.75 |
1,898.00 |
| PP |
1,839.00 |
1,839.00 |
1,839.00 |
1,845.00 |
| S1 |
1,815.25 |
1,815.25 |
1,855.75 |
1,827.00 |
| S2 |
1,768.00 |
1,768.00 |
1,849.25 |
|
| S3 |
1,697.00 |
1,744.25 |
1,842.75 |
|
| S4 |
1,626.00 |
1,673.25 |
1,823.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,863.00 |
1,792.00 |
71.00 |
3.8% |
25.50 |
1.4% |
99% |
True |
False |
348,009 |
| 10 |
1,863.00 |
1,747.00 |
116.00 |
6.2% |
30.25 |
1.6% |
99% |
True |
False |
286,473 |
| 20 |
1,863.00 |
1,747.00 |
116.00 |
6.2% |
27.25 |
1.5% |
99% |
True |
False |
269,645 |
| 40 |
1,863.00 |
1,747.00 |
116.00 |
6.2% |
24.25 |
1.3% |
99% |
True |
False |
160,470 |
| 60 |
1,863.00 |
1,722.75 |
140.25 |
7.5% |
24.50 |
1.3% |
99% |
True |
False |
107,033 |
| 80 |
1,863.00 |
1,652.25 |
210.75 |
11.3% |
23.75 |
1.3% |
100% |
True |
False |
80,306 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,937.50 |
|
2.618 |
1,908.75 |
|
1.618 |
1,891.25 |
|
1.000 |
1,880.50 |
|
0.618 |
1,873.75 |
|
HIGH |
1,863.00 |
|
0.618 |
1,856.25 |
|
0.500 |
1,854.25 |
|
0.382 |
1,852.25 |
|
LOW |
1,845.50 |
|
0.618 |
1,834.75 |
|
1.000 |
1,828.00 |
|
1.618 |
1,817.25 |
|
2.618 |
1,799.75 |
|
4.250 |
1,771.00 |
|
|
| Fisher Pivots for day following 12-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,859.50 |
1,851.75 |
| PP |
1,857.00 |
1,841.00 |
| S1 |
1,854.25 |
1,830.50 |
|