| Trading Metrics calculated at close of trading on 19-Dec-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2006 |
19-Dec-2006 |
Change |
Change % |
Previous Week |
| Open |
12,446.24 |
12,439.51 |
-6.73 |
-0.1% |
12,306.21 |
| High |
12,490.70 |
12,491.91 |
1.21 |
0.0% |
12,486.30 |
| Low |
12,428.94 |
12,397.61 |
-31.33 |
-0.3% |
12,252.05 |
| Close |
12,441.27 |
12,471.32 |
30.05 |
0.2% |
12,445.52 |
| Range |
61.76 |
94.30 |
32.54 |
52.7% |
234.25 |
| ATR |
84.83 |
85.50 |
0.68 |
0.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 19-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,736.51 |
12,698.22 |
12,523.19 |
|
| R3 |
12,642.21 |
12,603.92 |
12,497.25 |
|
| R2 |
12,547.91 |
12,547.91 |
12,488.61 |
|
| R1 |
12,509.62 |
12,509.62 |
12,479.96 |
12,528.77 |
| PP |
12,453.61 |
12,453.61 |
12,453.61 |
12,463.19 |
| S1 |
12,415.32 |
12,415.32 |
12,462.68 |
12,434.47 |
| S2 |
12,359.31 |
12,359.31 |
12,454.03 |
|
| S3 |
12,265.01 |
12,321.02 |
12,445.39 |
|
| S4 |
12,170.71 |
12,226.72 |
12,419.46 |
|
|
| 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 |
12,491.91 |
12,301.56 |
190.35 |
1.5% |
83.16 |
0.7% |
89% |
True |
False |
|
| 10 |
12,491.91 |
12,243.08 |
248.83 |
2.0% |
78.13 |
0.6% |
92% |
True |
False |
|
| 20 |
12,491.91 |
12,072.60 |
419.31 |
3.4% |
87.23 |
0.7% |
95% |
True |
False |
|
| 40 |
12,491.91 |
11,965.31 |
526.60 |
4.2% |
85.54 |
0.7% |
96% |
True |
False |
|
| 60 |
12,491.91 |
11,567.65 |
924.26 |
7.4% |
84.38 |
0.7% |
98% |
True |
False |
|
| 80 |
12,491.91 |
11,273.49 |
1,218.42 |
9.8% |
83.55 |
0.7% |
98% |
True |
False |
|
| 100 |
12,491.91 |
11,042.64 |
1,449.27 |
11.6% |
86.39 |
0.7% |
99% |
True |
False |
|
| 120 |
12,491.91 |
10,683.32 |
1,808.59 |
14.5% |
93.60 |
0.8% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,892.69 |
|
2.618 |
12,738.79 |
|
1.618 |
12,644.49 |
|
1.000 |
12,586.21 |
|
0.618 |
12,550.19 |
|
HIGH |
12,491.91 |
|
0.618 |
12,455.89 |
|
0.500 |
12,444.76 |
|
0.382 |
12,433.63 |
|
LOW |
12,397.61 |
|
0.618 |
12,339.33 |
|
1.000 |
12,303.31 |
|
1.618 |
12,245.03 |
|
2.618 |
12,150.73 |
|
4.250 |
11,996.84 |
|
|
| Fisher Pivots for day following 19-Dec-2006 |
| Pivot |
1 day |
3 day |
| R1 |
12,462.47 |
12,462.47 |
| PP |
12,453.61 |
12,453.61 |
| S1 |
12,444.76 |
12,444.76 |
|