| Trading Metrics calculated at close of trading on 14-Dec-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2006 |
14-Dec-2006 |
Change |
Change % |
Previous Week |
| Open |
1,424.75 |
1,426.50 |
1.75 |
0.1% |
1,410.25 |
| High |
1,431.00 |
1,440.00 |
9.00 |
0.6% |
1,432.00 |
| Low |
1,423.00 |
1,424.50 |
1.50 |
0.1% |
1,409.50 |
| Close |
1,426.50 |
1,438.25 |
11.75 |
0.8% |
1,422.25 |
| Range |
8.00 |
15.50 |
7.50 |
93.8% |
22.50 |
| ATR |
10.49 |
10.85 |
0.36 |
3.4% |
0.00 |
| Volume |
1,218,607 |
1,011,712 |
-206,895 |
-17.0% |
1,422,767 |
|
| Daily Pivots for day following 14-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,480.75 |
1,475.00 |
1,446.75 |
|
| R3 |
1,465.25 |
1,459.50 |
1,442.50 |
|
| R2 |
1,449.75 |
1,449.75 |
1,441.00 |
|
| R1 |
1,444.00 |
1,444.00 |
1,439.75 |
1,447.00 |
| PP |
1,434.25 |
1,434.25 |
1,434.25 |
1,435.75 |
| S1 |
1,428.50 |
1,428.50 |
1,436.75 |
1,431.50 |
| S2 |
1,418.75 |
1,418.75 |
1,435.50 |
|
| S3 |
1,403.25 |
1,413.00 |
1,434.00 |
|
| S4 |
1,387.75 |
1,397.50 |
1,429.75 |
|
|
| 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 |
1,440.00 |
1,416.25 |
23.75 |
1.7% |
10.50 |
0.7% |
93% |
True |
False |
1,052,656 |
| 10 |
1,440.00 |
1,399.25 |
40.75 |
2.8% |
11.25 |
0.8% |
96% |
True |
False |
561,456 |
| 20 |
1,440.00 |
1,390.25 |
49.75 |
3.5% |
10.50 |
0.7% |
96% |
True |
False |
285,267 |
| 40 |
1,440.00 |
1,377.50 |
62.50 |
4.3% |
11.00 |
0.8% |
97% |
True |
False |
143,521 |
| 60 |
1,440.00 |
1,332.00 |
108.00 |
7.5% |
10.50 |
0.7% |
98% |
True |
False |
95,947 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,506.00 |
|
2.618 |
1,480.50 |
|
1.618 |
1,465.00 |
|
1.000 |
1,455.50 |
|
0.618 |
1,449.50 |
|
HIGH |
1,440.00 |
|
0.618 |
1,434.00 |
|
0.500 |
1,432.25 |
|
0.382 |
1,430.50 |
|
LOW |
1,424.50 |
|
0.618 |
1,415.00 |
|
1.000 |
1,409.00 |
|
1.618 |
1,399.50 |
|
2.618 |
1,384.00 |
|
4.250 |
1,358.50 |
|
|
| Fisher Pivots for day following 14-Dec-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1,436.25 |
1,435.00 |
| PP |
1,434.25 |
1,431.75 |
| S1 |
1,432.25 |
1,428.50 |
|