| Trading Metrics calculated at close of trading on 28-Dec-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2006 |
28-Dec-2006 |
Change |
Change % |
Previous Week |
| Open |
1,445.0 |
1,448.2 |
3.2 |
0.2% |
1,454.5 |
| High |
1,449.5 |
1,450.9 |
1.4 |
0.1% |
1,455.7 |
| Low |
1,446.0 |
1,443.9 |
-2.1 |
-0.1% |
1,432.4 |
| Close |
1,449.9 |
1,446.5 |
-3.4 |
-0.2% |
1,432.8 |
| Range |
3.5 |
7.0 |
3.5 |
100.0% |
23.3 |
| ATR |
6.9 |
7.0 |
0.0 |
0.1% |
0.0 |
| Volume |
240 |
1,457 |
1,217 |
507.1% |
11,228 |
|
| Daily Pivots for day following 28-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,468.1 |
1,464.3 |
1,450.4 |
|
| R3 |
1,461.1 |
1,457.3 |
1,448.4 |
|
| R2 |
1,454.1 |
1,454.1 |
1,447.8 |
|
| R1 |
1,450.3 |
1,450.3 |
1,447.1 |
1,448.7 |
| PP |
1,447.1 |
1,447.1 |
1,447.1 |
1,446.3 |
| S1 |
1,443.3 |
1,443.3 |
1,445.9 |
1,441.7 |
| S2 |
1,440.1 |
1,440.1 |
1,445.2 |
|
| S3 |
1,433.1 |
1,436.3 |
1,444.6 |
|
| S4 |
1,426.1 |
1,429.3 |
1,442.7 |
|
|
| 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 |
1,450.9 |
1,431.8 |
19.1 |
1.3% |
8.0 |
0.6% |
77% |
True |
False |
547 |
| 10 |
1,455.8 |
1,431.8 |
24.0 |
1.7% |
7.0 |
0.5% |
61% |
False |
False |
1,701 |
| 20 |
1,455.8 |
1,424.0 |
31.8 |
2.2% |
4.0 |
0.3% |
71% |
False |
False |
1,221 |
| 40 |
1,455.8 |
1,391.9 |
63.9 |
4.4% |
2.4 |
0.2% |
85% |
False |
False |
756 |
| 60 |
1,455.8 |
1,380.2 |
75.6 |
5.2% |
2.0 |
0.1% |
88% |
False |
False |
514 |
| 80 |
1,455.8 |
1,329.0 |
126.8 |
8.8% |
1.7 |
0.1% |
93% |
False |
False |
406 |
| 100 |
1,455.8 |
1,304.4 |
151.4 |
10.5% |
1.4 |
0.1% |
94% |
False |
False |
325 |
| 120 |
1,455.8 |
1,269.8 |
186.0 |
12.9% |
1.5 |
0.1% |
95% |
False |
False |
286 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,480.7 |
|
2.618 |
1,469.2 |
|
1.618 |
1,462.2 |
|
1.000 |
1,457.9 |
|
0.618 |
1,455.2 |
|
HIGH |
1,450.9 |
|
0.618 |
1,448.2 |
|
0.500 |
1,447.4 |
|
0.382 |
1,446.6 |
|
LOW |
1,443.9 |
|
0.618 |
1,439.6 |
|
1.000 |
1,436.9 |
|
1.618 |
1,432.6 |
|
2.618 |
1,425.6 |
|
4.250 |
1,414.2 |
|
|
| Fisher Pivots for day following 28-Dec-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1,447.4 |
1,444.8 |
| PP |
1,447.1 |
1,443.1 |
| S1 |
1,446.8 |
1,441.4 |
|