| Trading Metrics calculated at close of trading on 11-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2007 |
11-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
1,421.0 |
1,424.4 |
3.4 |
0.2% |
1,433.5 |
| High |
1,424.7 |
1,435.5 |
10.8 |
0.8% |
1,439.5 |
| Low |
1,412.2 |
1,420.8 |
8.6 |
0.6% |
1,414.2 |
| Close |
1,424.4 |
1,430.9 |
6.5 |
0.5% |
1,416.4 |
| Range |
12.5 |
14.7 |
2.2 |
17.6% |
25.3 |
| ATR |
11.5 |
11.8 |
0.2 |
1.9% |
0.0 |
| Volume |
32,704 |
33,030 |
326 |
1.0% |
73,542 |
|
| Daily Pivots for day following 11-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,473.2 |
1,466.7 |
1,439.0 |
|
| R3 |
1,458.5 |
1,452.0 |
1,434.9 |
|
| R2 |
1,443.8 |
1,443.8 |
1,433.6 |
|
| R1 |
1,437.3 |
1,437.3 |
1,432.2 |
1,440.6 |
| PP |
1,429.1 |
1,429.1 |
1,429.1 |
1,430.7 |
| S1 |
1,422.6 |
1,422.6 |
1,429.6 |
1,425.9 |
| S2 |
1,414.4 |
1,414.4 |
1,428.2 |
|
| S3 |
1,399.7 |
1,407.9 |
1,426.9 |
|
| S4 |
1,385.0 |
1,393.2 |
1,422.8 |
|
|
| 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 |
1,435.5 |
1,412.2 |
23.3 |
1.6% |
13.2 |
0.9% |
80% |
True |
False |
30,522 |
| 10 |
1,439.5 |
1,412.2 |
27.3 |
1.9% |
13.0 |
0.9% |
68% |
False |
False |
25,484 |
| 20 |
1,444.9 |
1,412.2 |
32.7 |
2.3% |
11.8 |
0.8% |
57% |
False |
False |
41,419 |
| 40 |
1,444.9 |
1,392.0 |
52.9 |
3.7% |
10.6 |
0.7% |
74% |
False |
False |
34,715 |
| 60 |
1,444.9 |
1,377.5 |
67.4 |
4.7% |
9.7 |
0.7% |
79% |
False |
False |
23,671 |
| 80 |
1,444.9 |
1,332.0 |
112.9 |
7.9% |
9.0 |
0.6% |
88% |
False |
False |
17,775 |
| 100 |
1,444.9 |
1,316.9 |
128.0 |
8.9% |
7.4 |
0.5% |
89% |
False |
False |
14,239 |
| 120 |
1,444.9 |
1,266.7 |
178.2 |
12.5% |
6.2 |
0.4% |
92% |
False |
False |
11,877 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,498.0 |
|
2.618 |
1,474.0 |
|
1.618 |
1,459.3 |
|
1.000 |
1,450.2 |
|
0.618 |
1,444.6 |
|
HIGH |
1,435.5 |
|
0.618 |
1,429.9 |
|
0.500 |
1,428.2 |
|
0.382 |
1,426.4 |
|
LOW |
1,420.8 |
|
0.618 |
1,411.7 |
|
1.000 |
1,406.1 |
|
1.618 |
1,397.0 |
|
2.618 |
1,382.3 |
|
4.250 |
1,358.3 |
|
|
| Fisher Pivots for day following 11-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,430.0 |
1,428.6 |
| PP |
1,429.1 |
1,426.2 |
| S1 |
1,428.2 |
1,423.9 |
|