| Trading Metrics calculated at close of trading on 05-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2007 |
05-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
1,425.2 |
1,427.7 |
2.5 |
0.2% |
1,433.5 |
| High |
1,431.5 |
1,428.5 |
-3.0 |
-0.2% |
1,439.5 |
| Low |
1,417.0 |
1,414.2 |
-2.8 |
-0.2% |
1,414.2 |
| Close |
1,427.5 |
1,416.4 |
-11.1 |
-0.8% |
1,416.4 |
| Range |
14.5 |
14.3 |
-0.2 |
-1.4% |
25.3 |
| ATR |
11.1 |
11.4 |
0.2 |
2.0% |
0.0 |
| Volume |
41,204 |
30,340 |
-10,864 |
-26.4% |
73,542 |
|
| Daily Pivots for day following 05-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,462.6 |
1,453.8 |
1,424.3 |
|
| R3 |
1,448.3 |
1,439.5 |
1,420.3 |
|
| R2 |
1,434.0 |
1,434.0 |
1,419.0 |
|
| R1 |
1,425.2 |
1,425.2 |
1,417.7 |
1,422.5 |
| PP |
1,419.7 |
1,419.7 |
1,419.7 |
1,418.3 |
| S1 |
1,410.9 |
1,410.9 |
1,415.1 |
1,408.2 |
| S2 |
1,405.4 |
1,405.4 |
1,413.8 |
|
| S3 |
1,391.1 |
1,396.6 |
1,412.5 |
|
| S4 |
1,376.8 |
1,382.3 |
1,408.5 |
|
|
| Weekly Pivots for week ending 05-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,499.3 |
1,483.1 |
1,430.3 |
|
| R3 |
1,474.0 |
1,457.8 |
1,423.4 |
|
| R2 |
1,448.7 |
1,448.7 |
1,421.0 |
|
| R1 |
1,432.5 |
1,432.5 |
1,418.7 |
1,428.0 |
| PP |
1,423.4 |
1,423.4 |
1,423.4 |
1,421.1 |
| S1 |
1,407.2 |
1,407.2 |
1,414.1 |
1,402.7 |
| S2 |
1,398.1 |
1,398.1 |
1,411.8 |
|
| S3 |
1,372.8 |
1,381.9 |
1,409.4 |
|
| S4 |
1,347.5 |
1,356.6 |
1,402.5 |
|
|
| 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 |
1,414.2 |
25.3 |
1.8% |
13.7 |
1.0% |
9% |
False |
True |
23,330 |
| 10 |
1,440.5 |
1,414.2 |
26.3 |
1.9% |
11.9 |
0.8% |
8% |
False |
True |
23,542 |
| 20 |
1,444.9 |
1,414.2 |
30.7 |
2.2% |
11.0 |
0.8% |
7% |
False |
True |
52,351 |
| 40 |
1,444.9 |
1,392.0 |
52.9 |
3.7% |
10.2 |
0.7% |
46% |
False |
False |
31,966 |
| 60 |
1,444.9 |
1,363.0 |
81.9 |
5.8% |
9.3 |
0.7% |
65% |
False |
False |
21,653 |
| 80 |
1,444.9 |
1,326.0 |
118.9 |
8.4% |
8.6 |
0.6% |
76% |
False |
False |
16,251 |
| 100 |
1,444.9 |
1,295.4 |
149.5 |
10.6% |
6.9 |
0.5% |
81% |
False |
False |
13,017 |
| 120 |
1,444.9 |
1,262.2 |
182.7 |
12.9% |
5.8 |
0.4% |
84% |
False |
False |
10,858 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,489.3 |
|
2.618 |
1,465.9 |
|
1.618 |
1,451.6 |
|
1.000 |
1,442.8 |
|
0.618 |
1,437.3 |
|
HIGH |
1,428.5 |
|
0.618 |
1,423.0 |
|
0.500 |
1,421.4 |
|
0.382 |
1,419.7 |
|
LOW |
1,414.2 |
|
0.618 |
1,405.4 |
|
1.000 |
1,399.9 |
|
1.618 |
1,391.1 |
|
2.618 |
1,376.8 |
|
4.250 |
1,353.4 |
|
|
| Fisher Pivots for day following 05-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,421.4 |
1,426.9 |
| PP |
1,419.7 |
1,423.4 |
| S1 |
1,418.1 |
1,419.9 |
|