| Trading Metrics calculated at close of trading on 22-Dec-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2006 |
22-Dec-2006 |
Change |
Change % |
Previous Week |
| Open |
1,440.2 |
1,435.5 |
-4.7 |
-0.3% |
1,454.5 |
| High |
1,449.0 |
1,442.9 |
-6.1 |
-0.4% |
1,455.7 |
| Low |
1,440.2 |
1,432.4 |
-7.8 |
-0.5% |
1,432.4 |
| Close |
1,442.4 |
1,432.8 |
-9.6 |
-0.7% |
1,432.8 |
| Range |
8.8 |
10.5 |
1.7 |
19.3% |
23.3 |
| ATR |
6.3 |
6.6 |
0.3 |
4.7% |
0.0 |
| Volume |
810 |
77 |
-733 |
-90.5% |
11,228 |
|
| Daily Pivots for day following 22-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,467.5 |
1,460.7 |
1,438.6 |
|
| R3 |
1,457.0 |
1,450.2 |
1,435.7 |
|
| R2 |
1,446.5 |
1,446.5 |
1,434.7 |
|
| R1 |
1,439.7 |
1,439.7 |
1,433.8 |
1,437.9 |
| PP |
1,436.0 |
1,436.0 |
1,436.0 |
1,435.1 |
| S1 |
1,429.2 |
1,429.2 |
1,431.8 |
1,427.4 |
| S2 |
1,425.5 |
1,425.5 |
1,430.9 |
|
| S3 |
1,415.0 |
1,418.7 |
1,429.9 |
|
| S4 |
1,404.5 |
1,408.2 |
1,427.0 |
|
|
| Weekly Pivots for week ending 22-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,510.2 |
1,494.8 |
1,445.6 |
|
| R3 |
1,486.9 |
1,471.5 |
1,439.2 |
|
| R2 |
1,463.6 |
1,463.6 |
1,437.1 |
|
| R1 |
1,448.2 |
1,448.2 |
1,434.9 |
1,444.3 |
| PP |
1,440.3 |
1,440.3 |
1,440.3 |
1,438.3 |
| S1 |
1,424.9 |
1,424.9 |
1,430.7 |
1,421.0 |
| S2 |
1,417.0 |
1,417.0 |
1,428.5 |
|
| S3 |
1,393.7 |
1,401.6 |
1,426.4 |
|
| S4 |
1,370.4 |
1,378.3 |
1,420.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,455.7 |
1,432.4 |
23.3 |
1.6% |
8.4 |
0.6% |
2% |
False |
True |
2,245 |
| 10 |
1,455.8 |
1,432.4 |
23.4 |
1.6% |
5.0 |
0.3% |
2% |
False |
True |
1,629 |
| 20 |
1,455.8 |
1,407.3 |
48.5 |
3.4% |
3.0 |
0.2% |
53% |
False |
False |
1,336 |
| 40 |
1,455.8 |
1,391.9 |
63.9 |
4.5% |
2.3 |
0.2% |
64% |
False |
False |
716 |
| 60 |
1,455.8 |
1,362.9 |
92.9 |
6.5% |
1.7 |
0.1% |
75% |
False |
False |
485 |
| 80 |
1,455.8 |
1,329.0 |
126.8 |
8.8% |
1.4 |
0.1% |
82% |
False |
False |
383 |
| 100 |
1,455.8 |
1,304.4 |
151.4 |
10.6% |
1.3 |
0.1% |
85% |
False |
False |
310 |
| 120 |
1,455.8 |
1,269.8 |
186.0 |
13.0% |
1.4 |
0.1% |
88% |
False |
False |
271 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,487.5 |
|
2.618 |
1,470.4 |
|
1.618 |
1,459.9 |
|
1.000 |
1,453.4 |
|
0.618 |
1,449.4 |
|
HIGH |
1,442.9 |
|
0.618 |
1,438.9 |
|
0.500 |
1,437.7 |
|
0.382 |
1,436.4 |
|
LOW |
1,432.4 |
|
0.618 |
1,425.9 |
|
1.000 |
1,421.9 |
|
1.618 |
1,415.4 |
|
2.618 |
1,404.9 |
|
4.250 |
1,387.8 |
|
|
| Fisher Pivots for day following 22-Dec-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1,437.7 |
1,440.7 |
| PP |
1,436.0 |
1,438.1 |
| S1 |
1,434.4 |
1,435.4 |
|