| 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 |
6,654.5 |
6,705.5 |
51.0 |
0.8% |
6,571.5 |
| High |
6,699.5 |
6,729.0 |
29.5 |
0.4% |
6,729.0 |
| Low |
6,649.0 |
6,684.0 |
35.0 |
0.5% |
6,571.5 |
| Close |
6,676.5 |
6,716.5 |
40.0 |
0.6% |
6,716.5 |
| Range |
50.5 |
45.0 |
-5.5 |
-10.9% |
157.5 |
| ATR |
69.6 |
68.4 |
-1.2 |
-1.8% |
0.0 |
| Volume |
11,724 |
4,529 |
-7,195 |
-61.4% |
32,084 |
|
| Daily Pivots for day following 15-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,844.8 |
6,825.7 |
6,741.3 |
|
| R3 |
6,799.8 |
6,780.7 |
6,728.9 |
|
| R2 |
6,754.8 |
6,754.8 |
6,724.8 |
|
| R1 |
6,735.7 |
6,735.7 |
6,720.6 |
6,745.3 |
| PP |
6,709.8 |
6,709.8 |
6,709.8 |
6,714.6 |
| S1 |
6,690.7 |
6,690.7 |
6,712.4 |
6,700.3 |
| S2 |
6,664.8 |
6,664.8 |
6,708.3 |
|
| S3 |
6,619.8 |
6,645.7 |
6,704.1 |
|
| S4 |
6,574.8 |
6,600.7 |
6,691.8 |
|
|
| Weekly Pivots for week ending 15-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,144.8 |
7,088.2 |
6,803.1 |
|
| R3 |
6,987.3 |
6,930.7 |
6,759.8 |
|
| R2 |
6,829.8 |
6,829.8 |
6,745.4 |
|
| R1 |
6,773.2 |
6,773.2 |
6,730.9 |
6,801.5 |
| PP |
6,672.3 |
6,672.3 |
6,672.3 |
6,686.5 |
| S1 |
6,615.7 |
6,615.7 |
6,702.1 |
6,644.0 |
| S2 |
6,514.8 |
6,514.8 |
6,687.6 |
|
| S3 |
6,357.3 |
6,458.2 |
6,673.2 |
|
| S4 |
6,199.8 |
6,300.7 |
6,629.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,729.0 |
6,571.5 |
157.5 |
2.3% |
47.8 |
0.7% |
92% |
True |
False |
6,416 |
| 10 |
6,729.0 |
6,356.5 |
372.5 |
5.5% |
63.6 |
0.9% |
97% |
True |
False |
3,910 |
| 20 |
6,729.0 |
6,331.0 |
398.0 |
5.9% |
72.1 |
1.1% |
97% |
True |
False |
2,671 |
| 40 |
6,729.0 |
6,331.0 |
398.0 |
5.9% |
61.2 |
0.9% |
97% |
True |
False |
1,625 |
| 60 |
6,729.0 |
6,026.0 |
703.0 |
10.5% |
56.9 |
0.8% |
98% |
True |
False |
1,181 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,920.3 |
|
2.618 |
6,846.8 |
|
1.618 |
6,801.8 |
|
1.000 |
6,774.0 |
|
0.618 |
6,756.8 |
|
HIGH |
6,729.0 |
|
0.618 |
6,711.8 |
|
0.500 |
6,706.5 |
|
0.382 |
6,701.2 |
|
LOW |
6,684.0 |
|
0.618 |
6,656.2 |
|
1.000 |
6,639.0 |
|
1.618 |
6,611.2 |
|
2.618 |
6,566.2 |
|
4.250 |
6,492.8 |
|
|
| Fisher Pivots for day following 15-Dec-2006 |
| Pivot |
1 day |
3 day |
| R1 |
6,713.2 |
6,696.5 |
| PP |
6,709.8 |
6,676.5 |
| S1 |
6,706.5 |
6,656.5 |
|