| Trading Metrics calculated at close of trading on 10-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2007 |
10-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
6,238.0 |
6,183.5 |
-54.5 |
-0.9% |
6,331.0 |
| High |
6,238.0 |
6,197.5 |
-40.5 |
-0.6% |
6,353.0 |
| Low |
6,183.0 |
6,176.5 |
-6.5 |
-0.1% |
6,236.5 |
| Close |
6,220.5 |
6,180.0 |
-40.5 |
-0.7% |
6,245.5 |
| Range |
55.0 |
21.0 |
-34.0 |
-61.8% |
116.5 |
| ATR |
38.1 |
38.5 |
0.4 |
1.1% |
0.0 |
| Volume |
52 |
151 |
99 |
190.4% |
14,587 |
|
| Daily Pivots for day following 10-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,247.5 |
6,235.0 |
6,191.5 |
|
| R3 |
6,226.5 |
6,214.0 |
6,186.0 |
|
| R2 |
6,205.5 |
6,205.5 |
6,184.0 |
|
| R1 |
6,193.0 |
6,193.0 |
6,182.0 |
6,189.0 |
| PP |
6,184.5 |
6,184.5 |
6,184.5 |
6,182.5 |
| S1 |
6,172.0 |
6,172.0 |
6,178.0 |
6,168.0 |
| S2 |
6,163.5 |
6,163.5 |
6,176.0 |
|
| S3 |
6,142.5 |
6,151.0 |
6,174.0 |
|
| S4 |
6,121.5 |
6,130.0 |
6,168.5 |
|
|
| 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 |
6,320.5 |
6,176.5 |
144.0 |
2.3% |
45.0 |
0.7% |
2% |
False |
True |
3,001 |
| 10 |
6,353.0 |
6,176.5 |
176.5 |
2.9% |
30.5 |
0.5% |
2% |
False |
True |
1,516 |
| 20 |
6,353.0 |
6,176.5 |
176.5 |
2.9% |
18.0 |
0.3% |
2% |
False |
True |
760 |
| 40 |
6,353.0 |
6,077.0 |
276.0 |
4.5% |
12.5 |
0.2% |
37% |
False |
False |
532 |
| 60 |
6,353.0 |
6,077.0 |
276.0 |
4.5% |
9.0 |
0.1% |
37% |
False |
False |
366 |
| 80 |
6,353.0 |
5,868.0 |
485.0 |
7.8% |
6.5 |
0.1% |
64% |
False |
False |
275 |
| 100 |
6,353.0 |
5,868.0 |
485.0 |
7.8% |
5.5 |
0.1% |
64% |
False |
False |
220 |
| 120 |
6,353.0 |
5,868.0 |
485.0 |
7.8% |
4.5 |
0.1% |
64% |
False |
False |
183 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,287.0 |
|
2.618 |
6,252.5 |
|
1.618 |
6,231.5 |
|
1.000 |
6,218.5 |
|
0.618 |
6,210.5 |
|
HIGH |
6,197.5 |
|
0.618 |
6,189.5 |
|
0.500 |
6,187.0 |
|
0.382 |
6,184.5 |
|
LOW |
6,176.5 |
|
0.618 |
6,163.5 |
|
1.000 |
6,155.5 |
|
1.618 |
6,142.5 |
|
2.618 |
6,121.5 |
|
4.250 |
6,087.0 |
|
|
| Fisher Pivots for day following 10-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,187.0 |
6,222.0 |
| PP |
6,184.5 |
6,208.0 |
| S1 |
6,182.5 |
6,194.0 |
|