| Trading Metrics calculated at close of trading on 22-Dec-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2006 |
22-Dec-2006 |
Change |
Change % |
Previous Week |
| Open |
12,461.62 |
12,413.08 |
-48.54 |
-0.4% |
12,446.24 |
| High |
12,483.73 |
12,420.21 |
-63.52 |
-0.5% |
12,498.47 |
| Low |
12,396.01 |
12,341.70 |
-54.31 |
-0.4% |
12,341.70 |
| Close |
12,421.25 |
12,343.22 |
-78.03 |
-0.6% |
12,343.22 |
| Range |
87.72 |
78.51 |
-9.21 |
-10.5% |
156.77 |
| ATR |
82.77 |
82.54 |
-0.23 |
-0.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 22-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,603.91 |
12,552.07 |
12,386.40 |
|
| R3 |
12,525.40 |
12,473.56 |
12,364.81 |
|
| R2 |
12,446.89 |
12,446.89 |
12,357.61 |
|
| R1 |
12,395.05 |
12,395.05 |
12,350.42 |
12,381.72 |
| PP |
12,368.38 |
12,368.38 |
12,368.38 |
12,361.71 |
| S1 |
12,316.54 |
12,316.54 |
12,336.02 |
12,303.21 |
| S2 |
12,289.87 |
12,289.87 |
12,328.83 |
|
| S3 |
12,211.36 |
12,238.03 |
12,321.63 |
|
| S4 |
12,132.85 |
12,159.52 |
12,300.04 |
|
|
| Weekly Pivots for week ending 22-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,864.77 |
12,760.77 |
12,429.44 |
|
| R3 |
12,708.00 |
12,604.00 |
12,386.33 |
|
| R2 |
12,551.23 |
12,551.23 |
12,371.96 |
|
| R1 |
12,447.23 |
12,447.23 |
12,357.59 |
12,420.85 |
| PP |
12,394.46 |
12,394.46 |
12,394.46 |
12,381.27 |
| S1 |
12,290.46 |
12,290.46 |
12,328.85 |
12,264.08 |
| S2 |
12,237.69 |
12,237.69 |
12,314.48 |
|
| S3 |
12,080.92 |
12,133.69 |
12,300.11 |
|
| S4 |
11,924.15 |
11,976.92 |
12,257.00 |
|
|
| 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 |
12,341.70 |
156.77 |
1.3% |
72.84 |
0.6% |
1% |
False |
True |
|
| 10 |
12,498.47 |
12,252.05 |
246.42 |
2.0% |
76.27 |
0.6% |
37% |
False |
False |
|
| 20 |
12,498.47 |
12,072.60 |
425.87 |
3.5% |
89.27 |
0.7% |
64% |
False |
False |
|
| 40 |
12,498.47 |
11,965.31 |
533.16 |
4.3% |
85.94 |
0.7% |
71% |
False |
False |
|
| 60 |
12,498.47 |
11,653.06 |
845.41 |
6.8% |
83.99 |
0.7% |
82% |
False |
False |
|
| 80 |
12,498.47 |
11,323.84 |
1,174.63 |
9.5% |
83.08 |
0.7% |
87% |
False |
False |
|
| 100 |
12,498.47 |
11,042.64 |
1,455.83 |
11.8% |
86.01 |
0.7% |
89% |
False |
False |
|
| 120 |
12,498.47 |
10,683.32 |
1,815.15 |
14.7% |
93.09 |
0.8% |
91% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,753.88 |
|
2.618 |
12,625.75 |
|
1.618 |
12,547.24 |
|
1.000 |
12,498.72 |
|
0.618 |
12,468.73 |
|
HIGH |
12,420.21 |
|
0.618 |
12,390.22 |
|
0.500 |
12,380.96 |
|
0.382 |
12,371.69 |
|
LOW |
12,341.70 |
|
0.618 |
12,293.18 |
|
1.000 |
12,263.19 |
|
1.618 |
12,214.67 |
|
2.618 |
12,136.16 |
|
4.250 |
12,008.03 |
|
|
| Fisher Pivots for day following 22-Dec-2006 |
| Pivot |
1 day |
3 day |
| R1 |
12,380.96 |
12,420.09 |
| PP |
12,368.38 |
12,394.46 |
| S1 |
12,355.80 |
12,368.84 |
|