| 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 |
12,328.24 |
12,312.71 |
-15.53 |
-0.1% |
12,195.57 |
| High |
12,333.92 |
12,368.61 |
34.69 |
0.3% |
12,360.76 |
| Low |
12,252.05 |
12,301.56 |
49.51 |
0.4% |
12,195.57 |
| Close |
12,315.58 |
12,317.50 |
1.92 |
0.0% |
12,307.49 |
| Range |
81.87 |
67.05 |
-14.82 |
-18.1% |
165.19 |
| ATR |
86.51 |
85.12 |
-1.39 |
-1.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 13-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,530.37 |
12,490.99 |
12,354.38 |
|
| R3 |
12,463.32 |
12,423.94 |
12,335.94 |
|
| R2 |
12,396.27 |
12,396.27 |
12,329.79 |
|
| R1 |
12,356.89 |
12,356.89 |
12,323.65 |
12,376.58 |
| PP |
12,329.22 |
12,329.22 |
12,329.22 |
12,339.07 |
| S1 |
12,289.84 |
12,289.84 |
12,311.35 |
12,309.53 |
| S2 |
12,262.17 |
12,262.17 |
12,305.21 |
|
| S3 |
12,195.12 |
12,222.79 |
12,299.06 |
|
| S4 |
12,128.07 |
12,155.74 |
12,280.62 |
|
|
| Weekly Pivots for week ending 08-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,783.51 |
12,710.69 |
12,398.34 |
|
| R3 |
12,618.32 |
12,545.50 |
12,352.92 |
|
| R2 |
12,453.13 |
12,453.13 |
12,337.77 |
|
| R1 |
12,380.31 |
12,380.31 |
12,322.63 |
12,416.72 |
| PP |
12,287.94 |
12,287.94 |
12,287.94 |
12,306.15 |
| S1 |
12,215.12 |
12,215.12 |
12,292.35 |
12,251.53 |
| S2 |
12,122.75 |
12,122.75 |
12,277.21 |
|
| S3 |
11,957.56 |
12,049.93 |
12,262.06 |
|
| S4 |
11,792.37 |
11,884.74 |
12,216.64 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,368.61 |
12,243.08 |
125.53 |
1.0% |
78.39 |
0.6% |
59% |
True |
False |
|
| 10 |
12,368.61 |
12,089.98 |
278.63 |
2.3% |
87.70 |
0.7% |
82% |
True |
False |
|
| 20 |
12,368.61 |
12,072.60 |
296.01 |
2.4% |
83.78 |
0.7% |
83% |
True |
False |
|
| 40 |
12,368.61 |
11,941.94 |
426.67 |
3.5% |
87.39 |
0.7% |
88% |
True |
False |
|
| 60 |
12,368.61 |
11,474.56 |
894.05 |
7.3% |
85.31 |
0.7% |
94% |
True |
False |
|
| 80 |
12,368.61 |
11,260.28 |
1,108.33 |
9.0% |
83.01 |
0.7% |
95% |
True |
False |
|
| 100 |
12,368.61 |
10,999.90 |
1,368.71 |
11.1% |
87.76 |
0.7% |
96% |
True |
False |
|
| 120 |
12,368.61 |
10,683.32 |
1,685.29 |
13.7% |
95.02 |
0.8% |
97% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,653.57 |
|
2.618 |
12,544.15 |
|
1.618 |
12,477.10 |
|
1.000 |
12,435.66 |
|
0.618 |
12,410.05 |
|
HIGH |
12,368.61 |
|
0.618 |
12,343.00 |
|
0.500 |
12,335.09 |
|
0.382 |
12,327.17 |
|
LOW |
12,301.56 |
|
0.618 |
12,260.12 |
|
1.000 |
12,234.51 |
|
1.618 |
12,193.07 |
|
2.618 |
12,126.02 |
|
4.250 |
12,016.60 |
|
|
| Fisher Pivots for day following 13-Dec-2006 |
| Pivot |
1 day |
3 day |
| R1 |
12,335.09 |
12,315.11 |
| PP |
12,329.22 |
12,312.72 |
| S1 |
12,323.36 |
12,310.33 |
|