| Trading Metrics calculated at close of trading on 08-Dec-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2006 |
08-Dec-2006 |
Change |
Change % |
Previous Week |
| Open |
1,823.50 |
1,798.50 |
-25.00 |
-1.4% |
1,801.00 |
| High |
1,832.00 |
1,823.00 |
-9.00 |
-0.5% |
1,835.50 |
| Low |
1,798.00 |
1,790.25 |
-7.75 |
-0.4% |
1,790.25 |
| Close |
1,798.25 |
1,808.00 |
9.75 |
0.5% |
1,808.00 |
| Range |
34.00 |
32.75 |
-1.25 |
-3.7% |
45.25 |
| ATR |
22.70 |
23.42 |
0.72 |
3.2% |
0.00 |
| Volume |
33,247 |
308,966 |
275,719 |
829.3% |
351,036 |
|
| Daily Pivots for day following 08-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,905.25 |
1,889.50 |
1,826.00 |
|
| R3 |
1,872.50 |
1,856.75 |
1,817.00 |
|
| R2 |
1,839.75 |
1,839.75 |
1,814.00 |
|
| R1 |
1,824.00 |
1,824.00 |
1,811.00 |
1,832.00 |
| PP |
1,807.00 |
1,807.00 |
1,807.00 |
1,811.00 |
| S1 |
1,791.25 |
1,791.25 |
1,805.00 |
1,799.00 |
| S2 |
1,774.25 |
1,774.25 |
1,802.00 |
|
| S3 |
1,741.50 |
1,758.50 |
1,799.00 |
|
| S4 |
1,708.75 |
1,725.75 |
1,790.00 |
|
|
| Weekly Pivots for week ending 08-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,947.00 |
1,922.75 |
1,833.00 |
|
| R3 |
1,901.75 |
1,877.50 |
1,820.50 |
|
| R2 |
1,856.50 |
1,856.50 |
1,816.25 |
|
| R1 |
1,832.25 |
1,832.25 |
1,812.25 |
1,844.50 |
| PP |
1,811.25 |
1,811.25 |
1,811.25 |
1,817.25 |
| S1 |
1,787.00 |
1,787.00 |
1,803.75 |
1,799.00 |
| S2 |
1,766.00 |
1,766.00 |
1,799.75 |
|
| S3 |
1,720.75 |
1,741.75 |
1,795.50 |
|
| S4 |
1,675.50 |
1,696.50 |
1,783.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,835.50 |
1,790.25 |
45.25 |
2.5% |
25.75 |
1.4% |
39% |
False |
True |
70,207 |
| 10 |
1,843.75 |
1,784.75 |
59.00 |
3.3% |
26.75 |
1.5% |
39% |
False |
False |
35,840 |
| 20 |
1,847.50 |
1,777.75 |
69.75 |
3.9% |
21.50 |
1.2% |
43% |
False |
False |
18,148 |
| 40 |
1,847.50 |
1,722.75 |
124.75 |
6.9% |
22.75 |
1.3% |
68% |
False |
False |
9,143 |
| 60 |
1,847.50 |
1,648.00 |
199.50 |
11.0% |
22.75 |
1.3% |
80% |
False |
False |
6,130 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,962.25 |
|
2.618 |
1,908.75 |
|
1.618 |
1,876.00 |
|
1.000 |
1,855.75 |
|
0.618 |
1,843.25 |
|
HIGH |
1,823.00 |
|
0.618 |
1,810.50 |
|
0.500 |
1,806.50 |
|
0.382 |
1,802.75 |
|
LOW |
1,790.25 |
|
0.618 |
1,770.00 |
|
1.000 |
1,757.50 |
|
1.618 |
1,737.25 |
|
2.618 |
1,704.50 |
|
4.250 |
1,651.00 |
|
|
| Fisher Pivots for day following 08-Dec-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1,807.50 |
1,811.00 |
| PP |
1,807.00 |
1,810.00 |
| S1 |
1,806.50 |
1,809.00 |
|