| Trading Metrics calculated at close of trading on 14-Dec-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2006 |
14-Dec-2006 |
Change |
Change % |
Previous Week |
| Open |
6,585.5 |
6,654.5 |
69.0 |
1.0% |
6,399.0 |
| High |
6,661.0 |
6,699.5 |
38.5 |
0.6% |
6,573.5 |
| Low |
6,584.0 |
6,649.0 |
65.0 |
1.0% |
6,356.5 |
| Close |
6,646.0 |
6,676.5 |
30.5 |
0.5% |
6,551.0 |
| Range |
77.0 |
50.5 |
-26.5 |
-34.4% |
217.0 |
| ATR |
70.8 |
69.6 |
-1.2 |
-1.7% |
0.0 |
| Volume |
8,269 |
11,724 |
3,455 |
41.8% |
7,023 |
|
| Daily Pivots for day following 14-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,826.5 |
6,802.0 |
6,704.3 |
|
| R3 |
6,776.0 |
6,751.5 |
6,690.4 |
|
| R2 |
6,725.5 |
6,725.5 |
6,685.8 |
|
| R1 |
6,701.0 |
6,701.0 |
6,681.1 |
6,713.3 |
| PP |
6,675.0 |
6,675.0 |
6,675.0 |
6,681.1 |
| S1 |
6,650.5 |
6,650.5 |
6,671.9 |
6,662.8 |
| S2 |
6,624.5 |
6,624.5 |
6,667.2 |
|
| S3 |
6,574.0 |
6,600.0 |
6,662.6 |
|
| S4 |
6,523.5 |
6,549.5 |
6,648.7 |
|
|
| Weekly Pivots for week ending 08-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,144.7 |
7,064.8 |
6,670.4 |
|
| R3 |
6,927.7 |
6,847.8 |
6,610.7 |
|
| R2 |
6,710.7 |
6,710.7 |
6,590.8 |
|
| R1 |
6,630.8 |
6,630.8 |
6,570.9 |
6,670.8 |
| PP |
6,493.7 |
6,493.7 |
6,493.7 |
6,513.6 |
| S1 |
6,413.8 |
6,413.8 |
6,531.1 |
6,453.8 |
| S2 |
6,276.7 |
6,276.7 |
6,511.2 |
|
| S3 |
6,059.7 |
6,196.8 |
6,491.3 |
|
| S4 |
5,842.7 |
5,979.8 |
6,431.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,699.5 |
6,482.0 |
217.5 |
3.3% |
57.1 |
0.9% |
89% |
True |
False |
6,116 |
| 10 |
6,699.5 |
6,331.0 |
368.5 |
5.5% |
75.0 |
1.1% |
94% |
True |
False |
3,512 |
| 20 |
6,699.5 |
6,331.0 |
368.5 |
5.5% |
72.5 |
1.1% |
94% |
True |
False |
2,579 |
| 40 |
6,699.5 |
6,331.0 |
368.5 |
5.5% |
60.9 |
0.9% |
94% |
True |
False |
1,521 |
| 60 |
6,699.5 |
6,020.0 |
679.5 |
10.2% |
57.2 |
0.9% |
97% |
True |
False |
1,108 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,914.1 |
|
2.618 |
6,831.7 |
|
1.618 |
6,781.2 |
|
1.000 |
6,750.0 |
|
0.618 |
6,730.7 |
|
HIGH |
6,699.5 |
|
0.618 |
6,680.2 |
|
0.500 |
6,674.3 |
|
0.382 |
6,668.3 |
|
LOW |
6,649.0 |
|
0.618 |
6,617.8 |
|
1.000 |
6,598.5 |
|
1.618 |
6,567.3 |
|
2.618 |
6,516.8 |
|
4.250 |
6,434.4 |
|
|
| Fisher Pivots for day following 14-Dec-2006 |
| Pivot |
1 day |
3 day |
| R1 |
6,675.8 |
6,663.3 |
| PP |
6,675.0 |
6,650.2 |
| S1 |
6,674.3 |
6,637.0 |
|