| Trading Metrics calculated at close of trading on 15-Dec-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2006 |
15-Dec-2006 |
Change |
Change % |
Previous Week |
| Open |
1,426.50 |
1,438.50 |
12.00 |
0.8% |
1,422.50 |
| High |
1,440.00 |
1,445.00 |
5.00 |
0.3% |
1,445.00 |
| Low |
1,424.50 |
1,437.25 |
12.75 |
0.9% |
1,417.00 |
| Close |
1,438.25 |
1,438.25 |
0.00 |
0.0% |
1,438.25 |
| Range |
15.50 |
7.75 |
-7.75 |
-50.0% |
28.00 |
| ATR |
10.85 |
10.63 |
-0.22 |
-2.0% |
0.00 |
| Volume |
1,011,712 |
1,328,093 |
316,381 |
31.3% |
5,462,304 |
|
| Daily Pivots for day following 15-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,463.50 |
1,458.50 |
1,442.50 |
|
| R3 |
1,455.75 |
1,450.75 |
1,440.50 |
|
| R2 |
1,448.00 |
1,448.00 |
1,439.75 |
|
| R1 |
1,443.00 |
1,443.00 |
1,439.00 |
1,441.50 |
| PP |
1,440.25 |
1,440.25 |
1,440.25 |
1,439.50 |
| S1 |
1,435.25 |
1,435.25 |
1,437.50 |
1,434.00 |
| S2 |
1,432.50 |
1,432.50 |
1,436.75 |
|
| S3 |
1,424.75 |
1,427.50 |
1,436.00 |
|
| S4 |
1,417.00 |
1,419.75 |
1,434.00 |
|
|
| Weekly Pivots for week ending 15-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,517.50 |
1,505.75 |
1,453.75 |
|
| R3 |
1,489.50 |
1,477.75 |
1,446.00 |
|
| R2 |
1,461.50 |
1,461.50 |
1,443.50 |
|
| R1 |
1,449.75 |
1,449.75 |
1,440.75 |
1,455.50 |
| PP |
1,433.50 |
1,433.50 |
1,433.50 |
1,436.25 |
| S1 |
1,421.75 |
1,421.75 |
1,435.75 |
1,427.50 |
| S2 |
1,405.50 |
1,405.50 |
1,433.00 |
|
| S3 |
1,377.50 |
1,393.75 |
1,430.50 |
|
| S4 |
1,349.50 |
1,365.75 |
1,422.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,445.00 |
1,417.00 |
28.00 |
1.9% |
9.75 |
0.7% |
76% |
True |
False |
1,092,460 |
| 10 |
1,445.00 |
1,409.50 |
35.50 |
2.5% |
10.00 |
0.7% |
81% |
True |
False |
688,507 |
| 20 |
1,445.00 |
1,390.25 |
54.75 |
3.8% |
10.50 |
0.7% |
88% |
True |
False |
351,281 |
| 40 |
1,445.00 |
1,377.50 |
67.50 |
4.7% |
11.00 |
0.8% |
90% |
True |
False |
176,713 |
| 60 |
1,445.00 |
1,332.50 |
112.50 |
7.8% |
10.50 |
0.7% |
94% |
True |
False |
118,073 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,478.00 |
|
2.618 |
1,465.25 |
|
1.618 |
1,457.50 |
|
1.000 |
1,452.75 |
|
0.618 |
1,449.75 |
|
HIGH |
1,445.00 |
|
0.618 |
1,442.00 |
|
0.500 |
1,441.00 |
|
0.382 |
1,440.25 |
|
LOW |
1,437.25 |
|
0.618 |
1,432.50 |
|
1.000 |
1,429.50 |
|
1.618 |
1,424.75 |
|
2.618 |
1,417.00 |
|
4.250 |
1,404.25 |
|
|
| Fisher Pivots for day following 15-Dec-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1,441.00 |
1,436.75 |
| PP |
1,440.25 |
1,435.50 |
| S1 |
1,439.25 |
1,434.00 |
|