| Trading Metrics calculated at close of trading on 08-Dec-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2006 |
08-Dec-2006 |
Change |
Change % |
Previous Week |
| Open |
1,426.25 |
1,420.75 |
-5.50 |
-0.4% |
1,410.25 |
| High |
1,432.00 |
1,427.75 |
-4.25 |
-0.3% |
1,432.00 |
| Low |
1,419.75 |
1,416.25 |
-3.50 |
-0.2% |
1,409.50 |
| Close |
1,420.75 |
1,422.25 |
1.50 |
0.1% |
1,422.25 |
| Range |
12.25 |
11.50 |
-0.75 |
-6.1% |
22.50 |
| ATR |
10.92 |
10.96 |
0.04 |
0.4% |
0.00 |
| Volume |
150,016 |
1,129,073 |
979,057 |
652.6% |
1,422,767 |
|
| Daily Pivots for day following 08-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,456.50 |
1,451.00 |
1,428.50 |
|
| R3 |
1,445.00 |
1,439.50 |
1,425.50 |
|
| R2 |
1,433.50 |
1,433.50 |
1,424.25 |
|
| R1 |
1,428.00 |
1,428.00 |
1,423.25 |
1,430.75 |
| PP |
1,422.00 |
1,422.00 |
1,422.00 |
1,423.50 |
| S1 |
1,416.50 |
1,416.50 |
1,421.25 |
1,419.25 |
| S2 |
1,410.50 |
1,410.50 |
1,420.25 |
|
| S3 |
1,399.00 |
1,405.00 |
1,419.00 |
|
| S4 |
1,387.50 |
1,393.50 |
1,416.00 |
|
|
| Weekly Pivots for week ending 08-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,488.75 |
1,478.00 |
1,434.50 |
|
| R3 |
1,466.25 |
1,455.50 |
1,428.50 |
|
| R2 |
1,443.75 |
1,443.75 |
1,426.50 |
|
| R1 |
1,433.00 |
1,433.00 |
1,424.25 |
1,438.50 |
| PP |
1,421.25 |
1,421.25 |
1,421.25 |
1,424.00 |
| S1 |
1,410.50 |
1,410.50 |
1,420.25 |
1,416.00 |
| S2 |
1,398.75 |
1,398.75 |
1,418.00 |
|
| S3 |
1,376.25 |
1,388.00 |
1,416.00 |
|
| S4 |
1,353.75 |
1,365.50 |
1,410.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,432.00 |
1,409.50 |
22.50 |
1.6% |
10.50 |
0.7% |
57% |
False |
False |
284,553 |
| 10 |
1,432.00 |
1,390.25 |
41.75 |
2.9% |
13.50 |
0.9% |
77% |
False |
False |
153,619 |
| 20 |
1,432.00 |
1,390.25 |
41.75 |
2.9% |
10.50 |
0.7% |
77% |
False |
False |
79,299 |
| 40 |
1,432.00 |
1,375.75 |
56.25 |
4.0% |
10.75 |
0.8% |
83% |
False |
False |
40,358 |
| 60 |
1,432.00 |
1,332.00 |
100.00 |
7.0% |
10.50 |
0.7% |
90% |
False |
False |
27,050 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,476.50 |
|
2.618 |
1,457.75 |
|
1.618 |
1,446.25 |
|
1.000 |
1,439.25 |
|
0.618 |
1,434.75 |
|
HIGH |
1,427.75 |
|
0.618 |
1,423.25 |
|
0.500 |
1,422.00 |
|
0.382 |
1,420.75 |
|
LOW |
1,416.25 |
|
0.618 |
1,409.25 |
|
1.000 |
1,404.75 |
|
1.618 |
1,397.75 |
|
2.618 |
1,386.25 |
|
4.250 |
1,367.50 |
|
|
| Fisher Pivots for day following 08-Dec-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1,422.25 |
1,424.00 |
| PP |
1,422.00 |
1,423.50 |
| S1 |
1,422.00 |
1,423.00 |
|