| 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 |
1,433.5 |
1,425.2 |
-8.3 |
-0.6% |
1,421.5 |
| High |
1,439.5 |
1,431.5 |
-8.0 |
-0.6% |
1,438.7 |
| Low |
1,417.0 |
1,417.0 |
0.0 |
0.0% |
1,420.4 |
| Close |
1,424.8 |
1,427.5 |
2.7 |
0.2% |
1,428.4 |
| Range |
22.5 |
14.5 |
-8.0 |
-35.6% |
18.3 |
| ATR |
10.9 |
11.1 |
0.3 |
2.4% |
0.0 |
| Volume |
1,998 |
41,204 |
39,206 |
1,962.3% |
80,243 |
|
| Daily Pivots for day following 04-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,468.8 |
1,462.7 |
1,435.5 |
|
| R3 |
1,454.3 |
1,448.2 |
1,431.5 |
|
| R2 |
1,439.8 |
1,439.8 |
1,430.2 |
|
| R1 |
1,433.7 |
1,433.7 |
1,428.8 |
1,436.8 |
| PP |
1,425.3 |
1,425.3 |
1,425.3 |
1,426.9 |
| S1 |
1,419.2 |
1,419.2 |
1,426.2 |
1,422.3 |
| S2 |
1,410.8 |
1,410.8 |
1,424.8 |
|
| S3 |
1,396.3 |
1,404.7 |
1,423.5 |
|
| S4 |
1,381.8 |
1,390.2 |
1,419.5 |
|
|
| Weekly Pivots for week ending 29-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,484.1 |
1,474.5 |
1,438.5 |
|
| R3 |
1,465.8 |
1,456.2 |
1,433.4 |
|
| R2 |
1,447.5 |
1,447.5 |
1,431.8 |
|
| R1 |
1,437.9 |
1,437.9 |
1,430.1 |
1,442.7 |
| PP |
1,429.2 |
1,429.2 |
1,429.2 |
1,431.6 |
| S1 |
1,419.6 |
1,419.6 |
1,426.7 |
1,424.4 |
| S2 |
1,410.9 |
1,410.9 |
1,425.0 |
|
| S3 |
1,392.6 |
1,401.3 |
1,423.4 |
|
| S4 |
1,374.3 |
1,383.0 |
1,418.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,439.5 |
1,417.0 |
22.5 |
1.6% |
12.9 |
0.9% |
47% |
False |
True |
20,446 |
| 10 |
1,440.5 |
1,417.0 |
23.5 |
1.6% |
11.8 |
0.8% |
45% |
False |
True |
23,254 |
| 20 |
1,444.9 |
1,416.5 |
28.4 |
2.0% |
10.6 |
0.7% |
39% |
False |
False |
52,583 |
| 40 |
1,444.9 |
1,392.0 |
52.9 |
3.7% |
9.9 |
0.7% |
67% |
False |
False |
31,218 |
| 60 |
1,444.9 |
1,363.0 |
81.9 |
5.7% |
9.1 |
0.6% |
79% |
False |
False |
21,147 |
| 80 |
1,444.9 |
1,322.6 |
122.3 |
8.6% |
8.4 |
0.6% |
86% |
False |
False |
15,874 |
| 100 |
1,444.9 |
1,287.7 |
157.2 |
11.0% |
6.8 |
0.5% |
89% |
False |
False |
12,714 |
| 120 |
1,444.9 |
1,262.2 |
182.7 |
12.8% |
5.7 |
0.4% |
90% |
False |
False |
10,606 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,493.1 |
|
2.618 |
1,469.5 |
|
1.618 |
1,455.0 |
|
1.000 |
1,446.0 |
|
0.618 |
1,440.5 |
|
HIGH |
1,431.5 |
|
0.618 |
1,426.0 |
|
0.500 |
1,424.3 |
|
0.382 |
1,422.5 |
|
LOW |
1,417.0 |
|
0.618 |
1,408.0 |
|
1.000 |
1,402.5 |
|
1.618 |
1,393.5 |
|
2.618 |
1,379.0 |
|
4.250 |
1,355.4 |
|
|
| Fisher Pivots for day following 04-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,426.4 |
1,428.3 |
| PP |
1,425.3 |
1,428.0 |
| S1 |
1,424.3 |
1,427.8 |
|