| Trading Metrics calculated at close of trading on 12-Dec-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2006 |
12-Dec-2006 |
Change |
Change % |
Previous Week |
| Open |
1,422.50 |
1,426.75 |
4.25 |
0.3% |
1,410.25 |
| High |
1,429.25 |
1,427.00 |
-2.25 |
-0.2% |
1,432.00 |
| Low |
1,421.50 |
1,417.00 |
-4.50 |
-0.3% |
1,409.50 |
| Close |
1,426.75 |
1,425.00 |
-1.75 |
-0.1% |
1,422.25 |
| Range |
7.75 |
10.00 |
2.25 |
29.0% |
22.50 |
| ATR |
10.73 |
10.68 |
-0.05 |
-0.5% |
0.00 |
| Volume |
1,065,022 |
838,870 |
-226,152 |
-21.2% |
1,422,767 |
|
| Daily Pivots for day following 12-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,453.00 |
1,449.00 |
1,430.50 |
|
| R3 |
1,443.00 |
1,439.00 |
1,427.75 |
|
| R2 |
1,433.00 |
1,433.00 |
1,426.75 |
|
| R1 |
1,429.00 |
1,429.00 |
1,426.00 |
1,426.00 |
| PP |
1,423.00 |
1,423.00 |
1,423.00 |
1,421.50 |
| S1 |
1,419.00 |
1,419.00 |
1,424.00 |
1,416.00 |
| S2 |
1,413.00 |
1,413.00 |
1,423.25 |
|
| S3 |
1,403.00 |
1,409.00 |
1,422.25 |
|
| S4 |
1,393.00 |
1,399.00 |
1,419.50 |
|
|
| 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 |
1,416.25 |
15.75 |
1.1% |
9.25 |
0.7% |
56% |
False |
False |
650,741 |
| 10 |
1,432.00 |
1,399.25 |
32.75 |
2.3% |
11.75 |
0.8% |
79% |
False |
False |
341,745 |
| 20 |
1,432.00 |
1,390.25 |
41.75 |
2.9% |
10.00 |
0.7% |
83% |
False |
False |
174,010 |
| 40 |
1,432.00 |
1,377.50 |
54.50 |
3.8% |
10.75 |
0.8% |
87% |
False |
False |
87,855 |
| 60 |
1,432.00 |
1,332.00 |
100.00 |
7.0% |
10.50 |
0.7% |
93% |
False |
False |
58,779 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,469.50 |
|
2.618 |
1,453.25 |
|
1.618 |
1,443.25 |
|
1.000 |
1,437.00 |
|
0.618 |
1,433.25 |
|
HIGH |
1,427.00 |
|
0.618 |
1,423.25 |
|
0.500 |
1,422.00 |
|
0.382 |
1,420.75 |
|
LOW |
1,417.00 |
|
0.618 |
1,410.75 |
|
1.000 |
1,407.00 |
|
1.618 |
1,400.75 |
|
2.618 |
1,390.75 |
|
4.250 |
1,374.50 |
|
|
| Fisher Pivots for day following 12-Dec-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1,424.00 |
1,424.25 |
| PP |
1,423.00 |
1,423.50 |
| S1 |
1,422.00 |
1,422.75 |
|