| Trading Metrics calculated at close of trading on 27-Dec-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2006 |
27-Dec-2006 |
Change |
Change % |
Previous Week |
| Open |
1,421.00 |
1,428.75 |
7.75 |
0.5% |
1,438.25 |
| High |
1,429.50 |
1,438.75 |
9.25 |
0.6% |
1,444.00 |
| Low |
1,420.50 |
1,428.50 |
8.00 |
0.6% |
1,419.75 |
| Close |
1,428.75 |
1,437.00 |
8.25 |
0.6% |
1,420.25 |
| Range |
9.00 |
10.25 |
1.25 |
13.9% |
24.25 |
| ATR |
10.75 |
10.71 |
-0.04 |
-0.3% |
0.00 |
| Volume |
599,004 |
267,515 |
-331,489 |
-55.3% |
3,668,224 |
|
| Daily Pivots for day following 27-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,465.50 |
1,461.50 |
1,442.75 |
|
| R3 |
1,455.25 |
1,451.25 |
1,439.75 |
|
| R2 |
1,445.00 |
1,445.00 |
1,439.00 |
|
| R1 |
1,441.00 |
1,441.00 |
1,438.00 |
1,443.00 |
| PP |
1,434.75 |
1,434.75 |
1,434.75 |
1,435.75 |
| S1 |
1,430.75 |
1,430.75 |
1,436.00 |
1,432.75 |
| S2 |
1,424.50 |
1,424.50 |
1,435.00 |
|
| S3 |
1,414.25 |
1,420.50 |
1,434.25 |
|
| S4 |
1,404.00 |
1,410.25 |
1,431.25 |
|
|
| 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 |
1.4% |
10.00 |
0.7% |
83% |
False |
False |
595,869 |
| 10 |
1,445.00 |
1,419.75 |
25.25 |
1.8% |
10.75 |
0.7% |
68% |
False |
False |
809,315 |
| 20 |
1,445.00 |
1,399.25 |
45.75 |
3.2% |
11.25 |
0.8% |
83% |
False |
False |
575,530 |
| 40 |
1,445.00 |
1,377.50 |
67.50 |
4.7% |
10.75 |
0.7% |
88% |
False |
False |
289,921 |
| 60 |
1,445.00 |
1,351.00 |
94.00 |
6.5% |
10.50 |
0.7% |
91% |
False |
False |
193,606 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,482.25 |
|
2.618 |
1,465.50 |
|
1.618 |
1,455.25 |
|
1.000 |
1,449.00 |
|
0.618 |
1,445.00 |
|
HIGH |
1,438.75 |
|
0.618 |
1,434.75 |
|
0.500 |
1,433.50 |
|
0.382 |
1,432.50 |
|
LOW |
1,428.50 |
|
0.618 |
1,422.25 |
|
1.000 |
1,418.25 |
|
1.618 |
1,412.00 |
|
2.618 |
1,401.75 |
|
4.250 |
1,385.00 |
|
|
| Fisher Pivots for day following 27-Dec-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1,436.00 |
1,434.50 |
| PP |
1,434.75 |
1,431.75 |
| S1 |
1,433.50 |
1,429.25 |
|