| Trading Metrics calculated at close of trading on 13-Dec-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2006 |
13-Dec-2006 |
Change |
Change % |
Previous Week |
| Open |
1,816.75 |
1,803.50 |
-13.25 |
-0.7% |
1,801.00 |
| High |
1,817.50 |
1,816.50 |
-1.00 |
-0.1% |
1,835.50 |
| Low |
1,793.25 |
1,795.25 |
2.00 |
0.1% |
1,790.25 |
| Close |
1,803.00 |
1,807.00 |
4.00 |
0.2% |
1,808.00 |
| Range |
24.25 |
21.25 |
-3.00 |
-12.4% |
45.25 |
| ATR |
23.61 |
23.44 |
-0.17 |
-0.7% |
0.00 |
| Volume |
283,229 |
329,180 |
45,951 |
16.2% |
351,036 |
|
| Daily Pivots for day following 13-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,870.00 |
1,859.75 |
1,818.75 |
|
| R3 |
1,848.75 |
1,838.50 |
1,812.75 |
|
| R2 |
1,827.50 |
1,827.50 |
1,811.00 |
|
| R1 |
1,817.25 |
1,817.25 |
1,809.00 |
1,822.50 |
| PP |
1,806.25 |
1,806.25 |
1,806.25 |
1,808.75 |
| S1 |
1,796.00 |
1,796.00 |
1,805.00 |
1,801.00 |
| S2 |
1,785.00 |
1,785.00 |
1,803.00 |
|
| S3 |
1,763.75 |
1,774.75 |
1,801.25 |
|
| S4 |
1,742.50 |
1,753.50 |
1,795.25 |
|
|
| 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 |
1,832.00 |
1,790.25 |
41.75 |
2.3% |
27.50 |
1.5% |
40% |
False |
False |
267,029 |
| 10 |
1,835.50 |
1,784.75 |
50.75 |
2.8% |
25.50 |
1.4% |
44% |
False |
False |
134,860 |
| 20 |
1,847.50 |
1,784.75 |
62.75 |
3.5% |
21.50 |
1.2% |
35% |
False |
False |
67,705 |
| 40 |
1,847.50 |
1,722.75 |
124.75 |
6.9% |
23.00 |
1.3% |
68% |
False |
False |
33,956 |
| 60 |
1,847.50 |
1,652.25 |
195.25 |
10.8% |
22.75 |
1.3% |
79% |
False |
False |
22,679 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,906.75 |
|
2.618 |
1,872.25 |
|
1.618 |
1,851.00 |
|
1.000 |
1,837.75 |
|
0.618 |
1,829.75 |
|
HIGH |
1,816.50 |
|
0.618 |
1,808.50 |
|
0.500 |
1,806.00 |
|
0.382 |
1,803.25 |
|
LOW |
1,795.25 |
|
0.618 |
1,782.00 |
|
1.000 |
1,774.00 |
|
1.618 |
1,760.75 |
|
2.618 |
1,739.50 |
|
4.250 |
1,705.00 |
|
|
| Fisher Pivots for day following 13-Dec-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1,806.50 |
1,810.25 |
| PP |
1,806.25 |
1,809.25 |
| S1 |
1,806.00 |
1,808.00 |
|