| 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 |
6,710.0 |
6,693.5 |
-16.5 |
-0.2% |
6,571.5 |
| High |
6,739.5 |
6,702.0 |
-37.5 |
-0.6% |
6,729.0 |
| Low |
6,694.0 |
6,650.5 |
-43.5 |
-0.6% |
6,571.5 |
| Close |
6,716.0 |
6,679.0 |
-37.0 |
-0.6% |
6,716.5 |
| Range |
45.5 |
51.5 |
6.0 |
13.2% |
157.5 |
| ATR |
66.7 |
66.6 |
-0.1 |
-0.1% |
0.0 |
| Volume |
4,815 |
3,449 |
-1,366 |
-28.4% |
32,084 |
|
| Daily Pivots for day following 19-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,831.7 |
6,806.8 |
6,707.3 |
|
| R3 |
6,780.2 |
6,755.3 |
6,693.2 |
|
| R2 |
6,728.7 |
6,728.7 |
6,688.4 |
|
| R1 |
6,703.8 |
6,703.8 |
6,683.7 |
6,690.5 |
| PP |
6,677.2 |
6,677.2 |
6,677.2 |
6,670.5 |
| S1 |
6,652.3 |
6,652.3 |
6,674.3 |
6,639.0 |
| S2 |
6,625.7 |
6,625.7 |
6,669.6 |
|
| S3 |
6,574.2 |
6,600.8 |
6,664.8 |
|
| S4 |
6,522.7 |
6,549.3 |
6,650.7 |
|
|
| 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 |
6,739.5 |
6,584.0 |
155.5 |
2.3% |
53.9 |
0.8% |
61% |
False |
False |
6,557 |
| 10 |
6,739.5 |
6,470.0 |
269.5 |
4.0% |
56.0 |
0.8% |
78% |
False |
False |
4,608 |
| 20 |
6,739.5 |
6,331.0 |
408.5 |
6.1% |
71.0 |
1.1% |
85% |
False |
False |
2,792 |
| 40 |
6,739.5 |
6,331.0 |
408.5 |
6.1% |
61.5 |
0.9% |
85% |
False |
False |
1,809 |
| 60 |
6,739.5 |
6,107.5 |
632.0 |
9.5% |
56.7 |
0.8% |
90% |
False |
False |
1,309 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,920.9 |
|
2.618 |
6,836.8 |
|
1.618 |
6,785.3 |
|
1.000 |
6,753.5 |
|
0.618 |
6,733.8 |
|
HIGH |
6,702.0 |
|
0.618 |
6,682.3 |
|
0.500 |
6,676.3 |
|
0.382 |
6,670.2 |
|
LOW |
6,650.5 |
|
0.618 |
6,618.7 |
|
1.000 |
6,599.0 |
|
1.618 |
6,567.2 |
|
2.618 |
6,515.7 |
|
4.250 |
6,431.6 |
|
|
| Fisher Pivots for day following 19-Dec-2006 |
| Pivot |
1 day |
3 day |
| R1 |
6,678.1 |
6,695.0 |
| PP |
6,677.2 |
6,689.7 |
| S1 |
6,676.3 |
6,684.3 |
|