| 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 |
12,460 |
12,499 |
39 |
0.3% |
12,607 |
| High |
12,514 |
12,535 |
21 |
0.2% |
12,652 |
| Low |
12,405 |
12,436 |
31 |
0.2% |
12,429 |
| Close |
12,492 |
12,483 |
-9 |
-0.1% |
12,450 |
| Range |
109 |
99 |
-10 |
-9.2% |
223 |
| ATR |
95 |
95 |
0 |
0.3% |
0 |
| Volume |
121,633 |
128,983 |
7,350 |
6.0% |
391,395 |
|
| Daily Pivots for day following 09-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,782 |
12,731 |
12,538 |
|
| R3 |
12,683 |
12,632 |
12,510 |
|
| R2 |
12,584 |
12,584 |
12,501 |
|
| R1 |
12,533 |
12,533 |
12,492 |
12,509 |
| PP |
12,485 |
12,485 |
12,485 |
12,473 |
| S1 |
12,434 |
12,434 |
12,474 |
12,410 |
| S2 |
12,386 |
12,386 |
12,465 |
|
| S3 |
12,287 |
12,335 |
12,456 |
|
| S4 |
12,188 |
12,236 |
12,429 |
|
|
| Weekly Pivots for week ending 05-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,179 |
13,038 |
12,573 |
|
| R3 |
12,956 |
12,815 |
12,511 |
|
| R2 |
12,733 |
12,733 |
12,491 |
|
| R1 |
12,592 |
12,592 |
12,471 |
12,551 |
| PP |
12,510 |
12,510 |
12,510 |
12,490 |
| S1 |
12,369 |
12,369 |
12,430 |
12,328 |
| S2 |
12,287 |
12,287 |
12,409 |
|
| S3 |
12,064 |
12,146 |
12,389 |
|
| S4 |
11,841 |
11,923 |
12,327 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,652 |
12,405 |
247 |
2.0% |
125 |
1.0% |
32% |
False |
False |
128,402 |
| 10 |
12,652 |
12,405 |
247 |
2.0% |
106 |
0.8% |
32% |
False |
False |
90,108 |
| 20 |
12,652 |
12,336 |
316 |
2.5% |
93 |
0.7% |
47% |
False |
False |
95,323 |
| 40 |
12,652 |
12,176 |
476 |
3.8% |
88 |
0.7% |
64% |
False |
False |
50,292 |
| 60 |
12,652 |
12,035 |
617 |
4.9% |
77 |
0.6% |
73% |
False |
False |
33,534 |
| 80 |
12,652 |
11,677 |
975 |
7.8% |
67 |
0.5% |
83% |
False |
False |
25,154 |
| 100 |
12,652 |
11,452 |
1,200 |
9.6% |
56 |
0.4% |
86% |
False |
False |
20,126 |
| 120 |
12,652 |
11,057 |
1,595 |
12.8% |
47 |
0.4% |
89% |
False |
False |
16,772 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,956 |
|
2.618 |
12,794 |
|
1.618 |
12,695 |
|
1.000 |
12,634 |
|
0.618 |
12,596 |
|
HIGH |
12,535 |
|
0.618 |
12,497 |
|
0.500 |
12,486 |
|
0.382 |
12,474 |
|
LOW |
12,436 |
|
0.618 |
12,375 |
|
1.000 |
12,337 |
|
1.618 |
12,276 |
|
2.618 |
12,177 |
|
4.250 |
12,015 |
|
|
| Fisher Pivots for day following 09-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
12,486 |
12,482 |
| PP |
12,485 |
12,482 |
| S1 |
12,484 |
12,481 |
|