| Trading Metrics calculated at close of trading on 26-Dec-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2006 |
26-Dec-2006 |
Change |
Change % |
Previous Week |
| Open |
1,430.00 |
1,421.00 |
-9.00 |
-0.6% |
1,438.25 |
| High |
1,431.75 |
1,429.50 |
-2.25 |
-0.2% |
1,444.00 |
| Low |
1,419.75 |
1,420.50 |
0.75 |
0.1% |
1,419.75 |
| Close |
1,420.25 |
1,428.75 |
8.50 |
0.6% |
1,420.25 |
| Range |
12.00 |
9.00 |
-3.00 |
-25.0% |
24.25 |
| ATR |
10.86 |
10.75 |
-0.12 |
-1.1% |
0.00 |
| Volume |
627,266 |
599,004 |
-28,262 |
-4.5% |
3,668,224 |
|
| Daily Pivots for day following 26-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,453.25 |
1,450.00 |
1,433.75 |
|
| R3 |
1,444.25 |
1,441.00 |
1,431.25 |
|
| R2 |
1,435.25 |
1,435.25 |
1,430.50 |
|
| R1 |
1,432.00 |
1,432.00 |
1,429.50 |
1,433.50 |
| PP |
1,426.25 |
1,426.25 |
1,426.25 |
1,427.00 |
| S1 |
1,423.00 |
1,423.00 |
1,428.00 |
1,424.50 |
| S2 |
1,417.25 |
1,417.25 |
1,427.00 |
|
| S3 |
1,408.25 |
1,414.00 |
1,426.25 |
|
| S4 |
1,399.25 |
1,405.00 |
1,423.75 |
|
|
| Weekly Pivots for week ending 22-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,500.75 |
1,484.75 |
1,433.50 |
|
| R3 |
1,476.50 |
1,460.50 |
1,427.00 |
|
| R2 |
1,452.25 |
1,452.25 |
1,424.75 |
|
| R1 |
1,436.25 |
1,436.25 |
1,422.50 |
1,432.00 |
| PP |
1,428.00 |
1,428.00 |
1,428.00 |
1,426.00 |
| S1 |
1,412.00 |
1,412.00 |
1,418.00 |
1,408.00 |
| S2 |
1,403.75 |
1,403.75 |
1,415.75 |
|
| S3 |
1,379.50 |
1,387.75 |
1,413.50 |
|
| S4 |
1,355.25 |
1,363.50 |
1,407.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,440.50 |
1,419.75 |
20.75 |
1.5% |
10.75 |
0.8% |
43% |
False |
False |
680,418 |
| 10 |
1,445.00 |
1,417.00 |
28.00 |
2.0% |
10.75 |
0.8% |
42% |
False |
False |
866,451 |
| 20 |
1,445.00 |
1,390.25 |
54.75 |
3.8% |
11.25 |
0.8% |
70% |
False |
False |
563,190 |
| 40 |
1,445.00 |
1,377.50 |
67.50 |
4.7% |
10.75 |
0.8% |
76% |
False |
False |
283,246 |
| 60 |
1,445.00 |
1,347.50 |
97.50 |
6.8% |
10.50 |
0.7% |
83% |
False |
False |
189,149 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,467.75 |
|
2.618 |
1,453.00 |
|
1.618 |
1,444.00 |
|
1.000 |
1,438.50 |
|
0.618 |
1,435.00 |
|
HIGH |
1,429.50 |
|
0.618 |
1,426.00 |
|
0.500 |
1,425.00 |
|
0.382 |
1,424.00 |
|
LOW |
1,420.50 |
|
0.618 |
1,415.00 |
|
1.000 |
1,411.50 |
|
1.618 |
1,406.00 |
|
2.618 |
1,397.00 |
|
4.250 |
1,382.25 |
|
|
| Fisher Pivots for day following 26-Dec-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1,427.50 |
1,429.50 |
| PP |
1,426.25 |
1,429.25 |
| S1 |
1,425.00 |
1,429.00 |
|