| Trading Metrics calculated at close of trading on 09-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2007 |
09-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
1,417.3 |
1,422.6 |
5.3 |
0.4% |
1,433.5 |
| High |
1,424.5 |
1,426.9 |
2.4 |
0.2% |
1,439.5 |
| Low |
1,413.0 |
1,414.0 |
1.0 |
0.1% |
1,414.2 |
| Close |
1,422.5 |
1,420.5 |
-2.0 |
-0.1% |
1,416.4 |
| Range |
11.5 |
12.9 |
1.4 |
12.2% |
25.3 |
| ATR |
11.4 |
11.5 |
0.1 |
1.0% |
0.0 |
| Volume |
31,452 |
25,088 |
-6,364 |
-20.2% |
73,542 |
|
| Daily Pivots for day following 09-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,459.2 |
1,452.7 |
1,427.6 |
|
| R3 |
1,446.3 |
1,439.8 |
1,424.0 |
|
| R2 |
1,433.4 |
1,433.4 |
1,422.9 |
|
| R1 |
1,426.9 |
1,426.9 |
1,421.7 |
1,423.7 |
| PP |
1,420.5 |
1,420.5 |
1,420.5 |
1,418.9 |
| S1 |
1,414.0 |
1,414.0 |
1,419.3 |
1,410.8 |
| S2 |
1,407.6 |
1,407.6 |
1,418.1 |
|
| S3 |
1,394.7 |
1,401.1 |
1,417.0 |
|
| S4 |
1,381.8 |
1,388.2 |
1,413.4 |
|
|
| 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% |
15.1 |
1.1% |
28% |
False |
False |
26,016 |
| 10 |
1,439.5 |
1,413.0 |
26.5 |
1.9% |
12.4 |
0.9% |
28% |
False |
False |
23,444 |
| 20 |
1,444.9 |
1,413.0 |
31.9 |
2.2% |
11.4 |
0.8% |
24% |
False |
False |
48,387 |
| 40 |
1,444.9 |
1,392.0 |
52.9 |
3.7% |
10.3 |
0.7% |
54% |
False |
False |
33,239 |
| 60 |
1,444.9 |
1,376.0 |
68.9 |
4.9% |
9.5 |
0.7% |
65% |
False |
False |
22,595 |
| 80 |
1,444.9 |
1,332.0 |
112.9 |
7.9% |
8.8 |
0.6% |
78% |
False |
False |
16,956 |
| 100 |
1,444.9 |
1,316.9 |
128.0 |
9.0% |
7.1 |
0.5% |
81% |
False |
False |
13,583 |
| 120 |
1,444.9 |
1,266.7 |
178.2 |
12.5% |
6.0 |
0.4% |
86% |
False |
False |
11,329 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,481.7 |
|
2.618 |
1,460.7 |
|
1.618 |
1,447.8 |
|
1.000 |
1,439.8 |
|
0.618 |
1,434.9 |
|
HIGH |
1,426.9 |
|
0.618 |
1,422.0 |
|
0.500 |
1,420.5 |
|
0.382 |
1,418.9 |
|
LOW |
1,414.0 |
|
0.618 |
1,406.0 |
|
1.000 |
1,401.1 |
|
1.618 |
1,393.1 |
|
2.618 |
1,380.2 |
|
4.250 |
1,359.2 |
|
|
| Fisher Pivots for day following 09-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,420.5 |
1,420.8 |
| PP |
1,420.5 |
1,420.7 |
| S1 |
1,420.5 |
1,420.6 |
|