| Trading Metrics calculated at close of trading on 20-Dec-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2006 |
20-Dec-2006 |
Change |
Change % |
Previous Week |
| Open |
6,693.5 |
6,720.0 |
26.5 |
0.4% |
6,571.5 |
| High |
6,702.0 |
6,728.5 |
26.5 |
0.4% |
6,729.0 |
| Low |
6,650.5 |
6,683.5 |
33.0 |
0.5% |
6,571.5 |
| Close |
6,679.0 |
6,710.5 |
31.5 |
0.5% |
6,716.5 |
| Range |
51.5 |
45.0 |
-6.5 |
-12.6% |
157.5 |
| ATR |
66.6 |
65.4 |
-1.2 |
-1.8% |
0.0 |
| Volume |
3,449 |
1,379 |
-2,070 |
-60.0% |
32,084 |
|
| Daily Pivots for day following 20-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,842.5 |
6,821.5 |
6,735.3 |
|
| R3 |
6,797.5 |
6,776.5 |
6,722.9 |
|
| R2 |
6,752.5 |
6,752.5 |
6,718.8 |
|
| R1 |
6,731.5 |
6,731.5 |
6,714.6 |
6,719.5 |
| PP |
6,707.5 |
6,707.5 |
6,707.5 |
6,701.5 |
| S1 |
6,686.5 |
6,686.5 |
6,706.4 |
6,674.5 |
| S2 |
6,662.5 |
6,662.5 |
6,702.3 |
|
| S3 |
6,617.5 |
6,641.5 |
6,698.1 |
|
| S4 |
6,572.5 |
6,596.5 |
6,685.8 |
|
|
| 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 |
6,739.5 |
6,649.0 |
90.5 |
1.3% |
47.5 |
0.7% |
68% |
False |
False |
5,179 |
| 10 |
6,739.5 |
6,475.0 |
264.5 |
3.9% |
56.4 |
0.8% |
89% |
False |
False |
4,638 |
| 20 |
6,739.5 |
6,331.0 |
408.5 |
6.1% |
71.5 |
1.1% |
93% |
False |
False |
2,779 |
| 40 |
6,739.5 |
6,331.0 |
408.5 |
6.1% |
61.6 |
0.9% |
93% |
False |
False |
1,830 |
| 60 |
6,739.5 |
6,107.5 |
632.0 |
9.4% |
56.9 |
0.8% |
95% |
False |
False |
1,330 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,919.8 |
|
2.618 |
6,846.3 |
|
1.618 |
6,801.3 |
|
1.000 |
6,773.5 |
|
0.618 |
6,756.3 |
|
HIGH |
6,728.5 |
|
0.618 |
6,711.3 |
|
0.500 |
6,706.0 |
|
0.382 |
6,700.7 |
|
LOW |
6,683.5 |
|
0.618 |
6,655.7 |
|
1.000 |
6,638.5 |
|
1.618 |
6,610.7 |
|
2.618 |
6,565.7 |
|
4.250 |
6,492.3 |
|
|
| Fisher Pivots for day following 20-Dec-2006 |
| Pivot |
1 day |
3 day |
| R1 |
6,709.0 |
6,705.3 |
| PP |
6,707.5 |
6,700.2 |
| S1 |
6,706.0 |
6,695.0 |
|