| Trading Metrics calculated at close of trading on 04-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2007 |
04-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
6,332.0 |
6,314.0 |
-18.0 |
-0.3% |
6,256.0 |
| High |
6,353.0 |
6,320.5 |
-32.5 |
-0.5% |
6,283.0 |
| Low |
6,332.0 |
6,296.5 |
-35.5 |
-0.6% |
6,236.5 |
| Close |
6,350.0 |
6,311.0 |
-39.0 |
-0.6% |
6,239.0 |
| Range |
21.0 |
24.0 |
3.0 |
14.3% |
46.5 |
| ATR |
30.6 |
32.2 |
1.6 |
5.4% |
0.0 |
| Volume |
69 |
13,821 |
13,752 |
19,930.4% |
82 |
|
| Daily Pivots for day following 04-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,381.5 |
6,370.0 |
6,324.0 |
|
| R3 |
6,357.5 |
6,346.0 |
6,317.5 |
|
| R2 |
6,333.5 |
6,333.5 |
6,315.5 |
|
| R1 |
6,322.0 |
6,322.0 |
6,313.0 |
6,316.0 |
| PP |
6,309.5 |
6,309.5 |
6,309.5 |
6,306.0 |
| S1 |
6,298.0 |
6,298.0 |
6,309.0 |
6,292.0 |
| S2 |
6,285.5 |
6,285.5 |
6,306.5 |
|
| S3 |
6,261.5 |
6,274.0 |
6,304.5 |
|
| S4 |
6,237.5 |
6,250.0 |
6,298.0 |
|
|
| Weekly Pivots for week ending 29-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,392.5 |
6,362.0 |
6,264.5 |
|
| R3 |
6,346.0 |
6,315.5 |
6,252.0 |
|
| R2 |
6,299.5 |
6,299.5 |
6,247.5 |
|
| R1 |
6,269.0 |
6,269.0 |
6,243.5 |
6,261.0 |
| PP |
6,253.0 |
6,253.0 |
6,253.0 |
6,249.0 |
| S1 |
6,222.5 |
6,222.5 |
6,234.5 |
6,214.5 |
| S2 |
6,206.5 |
6,206.5 |
6,230.5 |
|
| S3 |
6,160.0 |
6,176.0 |
6,226.0 |
|
| S4 |
6,113.5 |
6,129.5 |
6,213.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,353.0 |
6,236.5 |
116.5 |
1.8% |
15.5 |
0.2% |
64% |
False |
False |
2,794 |
| 10 |
6,353.0 |
6,215.5 |
137.5 |
2.2% |
12.5 |
0.2% |
69% |
False |
False |
1,401 |
| 20 |
6,353.0 |
6,116.0 |
237.0 |
3.8% |
10.0 |
0.2% |
82% |
False |
False |
759 |
| 40 |
6,353.0 |
6,077.0 |
276.0 |
4.4% |
7.5 |
0.1% |
85% |
False |
False |
503 |
| 60 |
6,353.0 |
6,077.0 |
276.0 |
4.4% |
5.5 |
0.1% |
85% |
False |
False |
347 |
| 80 |
6,353.0 |
5,868.0 |
485.0 |
7.7% |
4.0 |
0.1% |
91% |
False |
False |
260 |
| 100 |
6,353.0 |
5,868.0 |
485.0 |
7.7% |
3.5 |
0.1% |
91% |
False |
False |
208 |
| 120 |
6,353.0 |
5,740.5 |
612.5 |
9.7% |
3.0 |
0.0% |
93% |
False |
False |
173 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,422.5 |
|
2.618 |
6,383.5 |
|
1.618 |
6,359.5 |
|
1.000 |
6,344.5 |
|
0.618 |
6,335.5 |
|
HIGH |
6,320.5 |
|
0.618 |
6,311.5 |
|
0.500 |
6,308.5 |
|
0.382 |
6,305.5 |
|
LOW |
6,296.5 |
|
0.618 |
6,281.5 |
|
1.000 |
6,272.5 |
|
1.618 |
6,257.5 |
|
2.618 |
6,233.5 |
|
4.250 |
6,194.5 |
|
|
| Fisher Pivots for day following 04-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,310.0 |
6,325.0 |
| PP |
6,309.5 |
6,320.0 |
| S1 |
6,308.5 |
6,315.5 |
|