| 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 |
6,282.0 |
6,262.0 |
-20.0 |
-0.3% |
6,331.0 |
| High |
6,304.0 |
6,267.5 |
-36.5 |
-0.6% |
6,353.0 |
| Low |
6,236.5 |
6,210.0 |
-26.5 |
-0.4% |
6,236.5 |
| Close |
6,245.5 |
6,214.5 |
-31.0 |
-0.5% |
6,245.5 |
| Range |
67.5 |
57.5 |
-10.0 |
-14.8% |
116.5 |
| ATR |
35.2 |
36.8 |
1.6 |
4.5% |
0.0 |
| Volume |
691 |
294 |
-397 |
-57.5% |
14,587 |
|
| Daily Pivots for day following 08-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,403.0 |
6,366.5 |
6,246.0 |
|
| R3 |
6,345.5 |
6,309.0 |
6,230.5 |
|
| R2 |
6,288.0 |
6,288.0 |
6,225.0 |
|
| R1 |
6,251.5 |
6,251.5 |
6,220.0 |
6,241.0 |
| PP |
6,230.5 |
6,230.5 |
6,230.5 |
6,225.5 |
| S1 |
6,194.0 |
6,194.0 |
6,209.0 |
6,183.5 |
| S2 |
6,173.0 |
6,173.0 |
6,204.0 |
|
| S3 |
6,115.5 |
6,136.5 |
6,198.5 |
|
| S4 |
6,058.0 |
6,079.0 |
6,183.0 |
|
|
| Weekly Pivots for week ending 05-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,628.0 |
6,553.0 |
6,309.5 |
|
| R3 |
6,511.5 |
6,436.5 |
6,277.5 |
|
| R2 |
6,395.0 |
6,395.0 |
6,267.0 |
|
| R1 |
6,320.0 |
6,320.0 |
6,256.0 |
6,299.0 |
| PP |
6,278.5 |
6,278.5 |
6,278.5 |
6,268.0 |
| S1 |
6,203.5 |
6,203.5 |
6,235.0 |
6,183.0 |
| S2 |
6,162.0 |
6,162.0 |
6,224.0 |
|
| S3 |
6,045.5 |
6,087.0 |
6,213.5 |
|
| S4 |
5,929.0 |
5,970.5 |
6,181.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,353.0 |
6,210.0 |
143.0 |
2.3% |
38.0 |
0.6% |
3% |
False |
True |
2,976 |
| 10 |
6,353.0 |
6,210.0 |
143.0 |
2.3% |
25.0 |
0.4% |
3% |
False |
True |
1,498 |
| 20 |
6,353.0 |
6,141.0 |
212.0 |
3.4% |
14.5 |
0.2% |
35% |
False |
False |
756 |
| 40 |
6,353.0 |
6,077.0 |
276.0 |
4.4% |
11.0 |
0.2% |
50% |
False |
False |
527 |
| 60 |
6,353.0 |
6,077.0 |
276.0 |
4.4% |
7.5 |
0.1% |
50% |
False |
False |
363 |
| 80 |
6,353.0 |
5,868.0 |
485.0 |
7.8% |
6.0 |
0.1% |
71% |
False |
False |
272 |
| 100 |
6,353.0 |
5,868.0 |
485.0 |
7.8% |
4.5 |
0.1% |
71% |
False |
False |
218 |
| 120 |
6,353.0 |
5,774.0 |
579.0 |
9.3% |
4.0 |
0.1% |
76% |
False |
False |
181 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,512.0 |
|
2.618 |
6,418.0 |
|
1.618 |
6,360.5 |
|
1.000 |
6,325.0 |
|
0.618 |
6,303.0 |
|
HIGH |
6,267.5 |
|
0.618 |
6,245.5 |
|
0.500 |
6,239.0 |
|
0.382 |
6,232.0 |
|
LOW |
6,210.0 |
|
0.618 |
6,174.5 |
|
1.000 |
6,152.5 |
|
1.618 |
6,117.0 |
|
2.618 |
6,059.5 |
|
4.250 |
5,965.5 |
|
|
| Fisher Pivots for day following 08-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,239.0 |
6,265.0 |
| PP |
6,230.5 |
6,248.5 |
| S1 |
6,222.5 |
6,231.5 |
|