| Trading Metrics calculated at close of trading on 20-Dec-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2006 |
20-Dec-2006 |
Change |
Change % |
Previous Week |
| Open |
12,439.51 |
12,471.32 |
31.81 |
0.3% |
12,306.21 |
| High |
12,491.91 |
12,498.47 |
6.56 |
0.1% |
12,486.30 |
| Low |
12,397.61 |
12,456.58 |
58.97 |
0.5% |
12,252.05 |
| Close |
12,471.32 |
12,463.87 |
-7.45 |
-0.1% |
12,445.52 |
| Range |
94.30 |
41.89 |
-52.41 |
-55.6% |
234.25 |
| ATR |
85.50 |
82.39 |
-3.12 |
-3.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,598.64 |
12,573.15 |
12,486.91 |
|
| R3 |
12,556.75 |
12,531.26 |
12,475.39 |
|
| R2 |
12,514.86 |
12,514.86 |
12,471.55 |
|
| R1 |
12,489.37 |
12,489.37 |
12,467.71 |
12,481.17 |
| PP |
12,472.97 |
12,472.97 |
12,472.97 |
12,468.88 |
| S1 |
12,447.48 |
12,447.48 |
12,460.03 |
12,439.28 |
| S2 |
12,431.08 |
12,431.08 |
12,456.19 |
|
| S3 |
12,389.19 |
12,405.59 |
12,452.35 |
|
| S4 |
12,347.30 |
12,363.70 |
12,440.83 |
|
|
| 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 |
12,498.47 |
12,307.01 |
191.46 |
1.5% |
78.12 |
0.6% |
82% |
True |
False |
|
| 10 |
12,498.47 |
12,243.08 |
255.39 |
2.0% |
78.26 |
0.6% |
86% |
True |
False |
|
| 20 |
12,498.47 |
12,072.60 |
425.87 |
3.4% |
87.13 |
0.7% |
92% |
True |
False |
|
| 40 |
12,498.47 |
11,965.31 |
533.16 |
4.3% |
85.21 |
0.7% |
94% |
True |
False |
|
| 60 |
12,498.47 |
11,653.06 |
845.41 |
6.8% |
83.37 |
0.7% |
96% |
True |
False |
|
| 80 |
12,498.47 |
11,299.58 |
1,198.89 |
9.6% |
82.65 |
0.7% |
97% |
True |
False |
|
| 100 |
12,498.47 |
11,042.64 |
1,455.83 |
11.7% |
86.41 |
0.7% |
98% |
True |
False |
|
| 120 |
12,498.47 |
10,683.32 |
1,815.15 |
14.6% |
93.24 |
0.7% |
98% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,676.50 |
|
2.618 |
12,608.14 |
|
1.618 |
12,566.25 |
|
1.000 |
12,540.36 |
|
0.618 |
12,524.36 |
|
HIGH |
12,498.47 |
|
0.618 |
12,482.47 |
|
0.500 |
12,477.53 |
|
0.382 |
12,472.58 |
|
LOW |
12,456.58 |
|
0.618 |
12,430.69 |
|
1.000 |
12,414.69 |
|
1.618 |
12,388.80 |
|
2.618 |
12,346.91 |
|
4.250 |
12,278.55 |
|
|
| Fisher Pivots for day following 20-Dec-2006 |
| Pivot |
1 day |
3 day |
| R1 |
12,477.53 |
12,458.59 |
| PP |
12,472.97 |
12,453.32 |
| S1 |
12,468.42 |
12,448.04 |
|