| 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 |
1,450.8 |
1,451.5 |
0.7 |
0.0% |
1,439.2 |
| High |
1,452.6 |
1,455.8 |
3.2 |
0.2% |
1,455.8 |
| Low |
1,450.8 |
1,449.8 |
-1.0 |
-0.1% |
1,437.2 |
| Close |
1,450.8 |
1,450.7 |
-0.1 |
0.0% |
1,450.7 |
| Range |
1.8 |
6.0 |
4.2 |
233.3% |
18.6 |
| ATR |
5.7 |
5.8 |
0.0 |
0.3% |
0.0 |
| Volume |
508 |
3,425 |
2,917 |
574.2% |
5,068 |
|
| Daily Pivots for day following 15-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,470.1 |
1,466.4 |
1,454.0 |
|
| R3 |
1,464.1 |
1,460.4 |
1,452.4 |
|
| R2 |
1,458.1 |
1,458.1 |
1,451.8 |
|
| R1 |
1,454.4 |
1,454.4 |
1,451.3 |
1,453.3 |
| PP |
1,452.1 |
1,452.1 |
1,452.1 |
1,451.5 |
| S1 |
1,448.4 |
1,448.4 |
1,450.2 |
1,447.3 |
| S2 |
1,446.1 |
1,446.1 |
1,449.6 |
|
| S3 |
1,440.1 |
1,442.4 |
1,449.1 |
|
| S4 |
1,434.1 |
1,436.4 |
1,447.4 |
|
|
| Weekly Pivots for week ending 15-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,503.7 |
1,495.8 |
1,460.9 |
|
| R3 |
1,485.1 |
1,477.2 |
1,455.8 |
|
| R2 |
1,466.5 |
1,466.5 |
1,454.1 |
|
| R1 |
1,458.6 |
1,458.6 |
1,452.4 |
1,462.6 |
| PP |
1,447.9 |
1,447.9 |
1,447.9 |
1,449.9 |
| S1 |
1,440.0 |
1,440.0 |
1,449.0 |
1,444.0 |
| S2 |
1,429.3 |
1,429.3 |
1,447.3 |
|
| S3 |
1,410.7 |
1,421.4 |
1,445.6 |
|
| S4 |
1,392.1 |
1,402.8 |
1,440.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,455.8 |
1,437.2 |
18.6 |
1.3% |
1.6 |
0.1% |
73% |
True |
False |
1,013 |
| 10 |
1,455.8 |
1,432.4 |
23.4 |
1.6% |
1.8 |
0.1% |
78% |
True |
False |
1,035 |
| 20 |
1,455.8 |
1,407.3 |
48.5 |
3.3% |
0.9 |
0.1% |
89% |
True |
False |
807 |
| 40 |
1,455.8 |
1,391.9 |
63.9 |
4.4% |
1.3 |
0.1% |
92% |
True |
False |
438 |
| 60 |
1,455.8 |
1,347.7 |
108.1 |
7.5% |
1.0 |
0.1% |
95% |
True |
False |
301 |
| 80 |
1,455.8 |
1,329.0 |
126.8 |
8.7% |
0.9 |
0.1% |
96% |
True |
False |
243 |
| 100 |
1,455.8 |
1,304.4 |
151.4 |
10.4% |
0.9 |
0.1% |
97% |
True |
False |
212 |
| 120 |
1,455.8 |
1,269.8 |
186.0 |
12.8% |
1.0 |
0.1% |
97% |
True |
False |
186 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,481.3 |
|
2.618 |
1,471.5 |
|
1.618 |
1,465.5 |
|
1.000 |
1,461.8 |
|
0.618 |
1,459.5 |
|
HIGH |
1,455.8 |
|
0.618 |
1,453.5 |
|
0.500 |
1,452.8 |
|
0.382 |
1,452.1 |
|
LOW |
1,449.8 |
|
0.618 |
1,446.1 |
|
1.000 |
1,443.8 |
|
1.618 |
1,440.1 |
|
2.618 |
1,434.1 |
|
4.250 |
1,424.3 |
|
|
| Fisher Pivots for day following 15-Dec-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1,452.8 |
1,449.6 |
| PP |
1,452.1 |
1,448.5 |
| S1 |
1,451.4 |
1,447.5 |
|