| Trading Metrics calculated at close of trading on 08-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2007 |
08-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
12,480.05 |
12,392.01 |
-88.04 |
-0.7% |
12,459.54 |
| High |
12,480.13 |
12,445.92 |
-34.21 |
-0.3% |
12,580.35 |
| Low |
12,365.41 |
12,337.37 |
-28.04 |
-0.2% |
12,365.41 |
| Close |
12,398.01 |
12,423.49 |
25.48 |
0.2% |
12,398.01 |
| Range |
114.72 |
108.55 |
-6.17 |
-5.4% |
214.94 |
| ATR |
91.49 |
92.71 |
1.22 |
1.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,727.91 |
12,684.25 |
12,483.19 |
|
| R3 |
12,619.36 |
12,575.70 |
12,453.34 |
|
| R2 |
12,510.81 |
12,510.81 |
12,443.39 |
|
| R1 |
12,467.15 |
12,467.15 |
12,433.44 |
12,488.98 |
| PP |
12,402.26 |
12,402.26 |
12,402.26 |
12,413.18 |
| S1 |
12,358.60 |
12,358.60 |
12,413.54 |
12,380.43 |
| S2 |
12,293.71 |
12,293.71 |
12,403.59 |
|
| S3 |
12,185.16 |
12,250.05 |
12,393.64 |
|
| S4 |
12,076.61 |
12,141.50 |
12,363.79 |
|
|
| Weekly Pivots for week ending 05-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,092.74 |
12,960.32 |
12,516.23 |
|
| R3 |
12,877.80 |
12,745.38 |
12,457.12 |
|
| R2 |
12,662.86 |
12,662.86 |
12,437.42 |
|
| R1 |
12,530.44 |
12,530.44 |
12,417.71 |
12,489.18 |
| PP |
12,447.92 |
12,447.92 |
12,447.92 |
12,427.30 |
| S1 |
12,315.50 |
12,315.50 |
12,378.31 |
12,274.24 |
| S2 |
12,232.98 |
12,232.98 |
12,358.60 |
|
| S3 |
12,018.04 |
12,100.56 |
12,338.90 |
|
| S4 |
11,803.10 |
11,885.62 |
12,279.79 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,580.35 |
12,337.37 |
242.98 |
2.0% |
116.05 |
0.9% |
35% |
False |
True |
|
| 10 |
12,580.35 |
12,337.05 |
243.30 |
2.0% |
99.08 |
0.8% |
36% |
False |
False |
|
| 20 |
12,580.35 |
12,243.08 |
337.27 |
2.7% |
88.67 |
0.7% |
53% |
False |
False |
|
| 40 |
12,580.35 |
12,072.60 |
507.75 |
4.1% |
88.02 |
0.7% |
69% |
False |
False |
|
| 60 |
12,580.35 |
11,794.17 |
786.18 |
6.3% |
87.66 |
0.7% |
80% |
False |
False |
|
| 80 |
12,580.35 |
11,474.56 |
1,105.79 |
8.9% |
85.89 |
0.7% |
86% |
False |
False |
|
| 100 |
12,580.35 |
11,098.03 |
1,482.32 |
11.9% |
84.71 |
0.7% |
89% |
False |
False |
|
| 120 |
12,580.35 |
10,683.32 |
1,897.03 |
15.3% |
91.26 |
0.7% |
92% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,907.26 |
|
2.618 |
12,730.10 |
|
1.618 |
12,621.55 |
|
1.000 |
12,554.47 |
|
0.618 |
12,513.00 |
|
HIGH |
12,445.92 |
|
0.618 |
12,404.45 |
|
0.500 |
12,391.65 |
|
0.382 |
12,378.84 |
|
LOW |
12,337.37 |
|
0.618 |
12,270.29 |
|
1.000 |
12,228.82 |
|
1.618 |
12,161.74 |
|
2.618 |
12,053.19 |
|
4.250 |
11,876.03 |
|
|
| Fisher Pivots for day following 08-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
12,412.88 |
12,423.89 |
| PP |
12,402.26 |
12,423.76 |
| S1 |
12,391.65 |
12,423.62 |
|