| Trading Metrics calculated at close of trading on 18-Dec-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2006 |
18-Dec-2006 |
Change |
Change % |
Previous Week |
| Open |
12,417.96 |
12,446.24 |
28.28 |
0.2% |
12,306.21 |
| High |
12,486.30 |
12,490.70 |
4.40 |
0.0% |
12,486.30 |
| Low |
12,417.88 |
12,428.94 |
11.06 |
0.1% |
12,252.05 |
| Close |
12,445.52 |
12,441.27 |
-4.25 |
0.0% |
12,445.52 |
| Range |
68.42 |
61.76 |
-6.66 |
-9.7% |
234.25 |
| ATR |
86.60 |
84.83 |
-1.77 |
-2.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 18-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,638.92 |
12,601.85 |
12,475.24 |
|
| R3 |
12,577.16 |
12,540.09 |
12,458.25 |
|
| R2 |
12,515.40 |
12,515.40 |
12,452.59 |
|
| R1 |
12,478.33 |
12,478.33 |
12,446.93 |
12,465.99 |
| PP |
12,453.64 |
12,453.64 |
12,453.64 |
12,447.46 |
| S1 |
12,416.57 |
12,416.57 |
12,435.61 |
12,404.23 |
| S2 |
12,391.88 |
12,391.88 |
12,429.95 |
|
| S3 |
12,330.12 |
12,354.81 |
12,424.29 |
|
| S4 |
12,268.36 |
12,293.05 |
12,407.30 |
|
|
| Weekly Pivots for week ending 15-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,097.37 |
13,005.70 |
12,574.36 |
|
| R3 |
12,863.12 |
12,771.45 |
12,509.94 |
|
| R2 |
12,628.87 |
12,628.87 |
12,488.47 |
|
| R1 |
12,537.20 |
12,537.20 |
12,466.99 |
12,583.04 |
| PP |
12,394.62 |
12,394.62 |
12,394.62 |
12,417.54 |
| S1 |
12,302.95 |
12,302.95 |
12,424.05 |
12,348.79 |
| S2 |
12,160.37 |
12,160.37 |
12,402.57 |
|
| S3 |
11,926.12 |
12,068.70 |
12,381.10 |
|
| S4 |
11,691.87 |
11,834.45 |
12,316.68 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,490.70 |
12,252.05 |
238.65 |
1.9% |
80.67 |
0.6% |
79% |
True |
False |
|
| 10 |
12,490.70 |
12,243.08 |
247.62 |
2.0% |
74.63 |
0.6% |
80% |
True |
False |
|
| 20 |
12,490.70 |
12,072.60 |
418.10 |
3.4% |
85.15 |
0.7% |
88% |
True |
False |
|
| 40 |
12,490.70 |
11,965.31 |
525.39 |
4.2% |
87.01 |
0.7% |
91% |
True |
False |
|
| 60 |
12,490.70 |
11,486.00 |
1,004.70 |
8.1% |
84.98 |
0.7% |
95% |
True |
False |
|
| 80 |
12,490.70 |
11,260.28 |
1,230.42 |
9.9% |
83.09 |
0.7% |
96% |
True |
False |
|
| 100 |
12,490.70 |
11,042.64 |
1,448.06 |
11.6% |
86.86 |
0.7% |
97% |
True |
False |
|
| 120 |
12,490.70 |
10,683.32 |
1,807.38 |
14.5% |
94.66 |
0.8% |
97% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,753.18 |
|
2.618 |
12,652.39 |
|
1.618 |
12,590.63 |
|
1.000 |
12,552.46 |
|
0.618 |
12,528.87 |
|
HIGH |
12,490.70 |
|
0.618 |
12,467.11 |
|
0.500 |
12,459.82 |
|
0.382 |
12,452.53 |
|
LOW |
12,428.94 |
|
0.618 |
12,390.77 |
|
1.000 |
12,367.18 |
|
1.618 |
12,329.01 |
|
2.618 |
12,267.25 |
|
4.250 |
12,166.46 |
|
|
| Fisher Pivots for day following 18-Dec-2006 |
| Pivot |
1 day |
3 day |
| R1 |
12,459.82 |
12,427.13 |
| PP |
12,453.64 |
12,412.99 |
| S1 |
12,447.45 |
12,398.86 |
|