| 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 |
1,427.7 |
1,417.3 |
-10.4 |
-0.7% |
1,433.5 |
| High |
1,428.5 |
1,424.5 |
-4.0 |
-0.3% |
1,439.5 |
| Low |
1,414.2 |
1,413.0 |
-1.2 |
-0.1% |
1,414.2 |
| Close |
1,416.4 |
1,422.5 |
6.1 |
0.4% |
1,416.4 |
| Range |
14.3 |
11.5 |
-2.8 |
-19.6% |
25.3 |
| ATR |
11.4 |
11.4 |
0.0 |
0.1% |
0.0 |
| Volume |
30,340 |
31,452 |
1,112 |
3.7% |
73,542 |
|
| Daily Pivots for day following 08-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,454.5 |
1,450.0 |
1,428.8 |
|
| R3 |
1,443.0 |
1,438.5 |
1,425.7 |
|
| R2 |
1,431.5 |
1,431.5 |
1,424.6 |
|
| R1 |
1,427.0 |
1,427.0 |
1,423.6 |
1,429.3 |
| PP |
1,420.0 |
1,420.0 |
1,420.0 |
1,421.1 |
| S1 |
1,415.5 |
1,415.5 |
1,421.4 |
1,417.8 |
| S2 |
1,408.5 |
1,408.5 |
1,420.4 |
|
| S3 |
1,397.0 |
1,404.0 |
1,419.3 |
|
| S4 |
1,385.5 |
1,392.5 |
1,416.2 |
|
|
| 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 |
1,413.0 |
26.5 |
1.9% |
14.8 |
1.0% |
36% |
False |
True |
25,224 |
| 10 |
1,439.5 |
1,413.0 |
26.5 |
1.9% |
12.4 |
0.9% |
36% |
False |
True |
22,856 |
| 20 |
1,444.9 |
1,413.0 |
31.9 |
2.2% |
11.3 |
0.8% |
30% |
False |
True |
50,726 |
| 40 |
1,444.9 |
1,392.0 |
52.9 |
3.7% |
10.2 |
0.7% |
58% |
False |
False |
32,677 |
| 60 |
1,444.9 |
1,363.0 |
81.9 |
5.8% |
9.4 |
0.7% |
73% |
False |
False |
22,177 |
| 80 |
1,444.9 |
1,332.0 |
112.9 |
7.9% |
8.6 |
0.6% |
80% |
False |
False |
16,643 |
| 100 |
1,444.9 |
1,310.1 |
134.8 |
9.5% |
7.0 |
0.5% |
83% |
False |
False |
13,332 |
| 120 |
1,444.9 |
1,266.7 |
178.2 |
12.5% |
5.9 |
0.4% |
87% |
False |
False |
11,120 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,473.4 |
|
2.618 |
1,454.6 |
|
1.618 |
1,443.1 |
|
1.000 |
1,436.0 |
|
0.618 |
1,431.6 |
|
HIGH |
1,424.5 |
|
0.618 |
1,420.1 |
|
0.500 |
1,418.8 |
|
0.382 |
1,417.4 |
|
LOW |
1,413.0 |
|
0.618 |
1,405.9 |
|
1.000 |
1,401.5 |
|
1.618 |
1,394.4 |
|
2.618 |
1,382.9 |
|
4.250 |
1,364.1 |
|
|
| Fisher Pivots for day following 08-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,421.3 |
1,422.4 |
| PP |
1,420.0 |
1,422.3 |
| S1 |
1,418.8 |
1,422.3 |
|