| Trading Metrics calculated at close of trading on 19-Dec-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2006 |
19-Dec-2006 |
Change |
Change % |
Previous Week |
| Open |
1,454.5 |
1,444.2 |
-10.3 |
-0.7% |
1,439.2 |
| High |
1,455.7 |
1,452.0 |
-3.7 |
-0.3% |
1,455.8 |
| Low |
1,446.0 |
1,438.9 |
-7.1 |
-0.5% |
1,437.2 |
| Close |
1,447.4 |
1,448.9 |
1.5 |
0.1% |
1,450.7 |
| Range |
9.7 |
13.1 |
3.4 |
35.1% |
18.6 |
| ATR |
6.0 |
6.5 |
0.5 |
8.4% |
0.0 |
| Volume |
5,000 |
4,227 |
-773 |
-15.5% |
5,068 |
|
| Daily Pivots for day following 19-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,485.9 |
1,480.5 |
1,456.1 |
|
| R3 |
1,472.8 |
1,467.4 |
1,452.5 |
|
| R2 |
1,459.7 |
1,459.7 |
1,451.3 |
|
| R1 |
1,454.3 |
1,454.3 |
1,450.1 |
1,457.0 |
| PP |
1,446.6 |
1,446.6 |
1,446.6 |
1,448.0 |
| S1 |
1,441.2 |
1,441.2 |
1,447.7 |
1,443.9 |
| S2 |
1,433.5 |
1,433.5 |
1,446.5 |
|
| S3 |
1,420.4 |
1,428.1 |
1,445.3 |
|
| S4 |
1,407.3 |
1,415.0 |
1,441.7 |
|
|
| 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 |
1,438.9 |
16.9 |
1.2% |
6.1 |
0.4% |
59% |
False |
True |
2,825 |
| 10 |
1,455.8 |
1,432.4 |
23.4 |
1.6% |
4.1 |
0.3% |
71% |
False |
False |
1,740 |
| 20 |
1,455.8 |
1,407.3 |
48.5 |
3.3% |
2.1 |
0.1% |
86% |
False |
False |
1,267 |
| 40 |
1,455.8 |
1,391.9 |
63.9 |
4.4% |
1.8 |
0.1% |
89% |
False |
False |
667 |
| 60 |
1,455.8 |
1,362.9 |
92.9 |
6.4% |
1.4 |
0.1% |
93% |
False |
False |
455 |
| 80 |
1,455.8 |
1,329.0 |
126.8 |
8.8% |
1.2 |
0.1% |
95% |
False |
False |
358 |
| 100 |
1,455.8 |
1,304.4 |
151.4 |
10.4% |
1.1 |
0.1% |
95% |
False |
False |
305 |
| 120 |
1,455.8 |
1,269.8 |
186.0 |
12.8% |
1.2 |
0.1% |
96% |
False |
False |
263 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,507.7 |
|
2.618 |
1,486.3 |
|
1.618 |
1,473.2 |
|
1.000 |
1,465.1 |
|
0.618 |
1,460.1 |
|
HIGH |
1,452.0 |
|
0.618 |
1,447.0 |
|
0.500 |
1,445.5 |
|
0.382 |
1,443.9 |
|
LOW |
1,438.9 |
|
0.618 |
1,430.8 |
|
1.000 |
1,425.8 |
|
1.618 |
1,417.7 |
|
2.618 |
1,404.6 |
|
4.250 |
1,383.2 |
|
|
| Fisher Pivots for day following 19-Dec-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1,447.8 |
1,448.4 |
| PP |
1,446.6 |
1,447.9 |
| S1 |
1,445.5 |
1,447.4 |
|