| Trading Metrics calculated at close of trading on 27-Dec-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2006 |
27-Dec-2006 |
Change |
Change % |
Previous Week |
| Open |
12,341.94 |
12,408.43 |
66.49 |
0.5% |
12,446.24 |
| High |
12,418.20 |
12,519.22 |
101.02 |
0.8% |
12,498.47 |
| Low |
12,337.05 |
12,407.79 |
70.74 |
0.6% |
12,341.70 |
| Close |
12,407.63 |
12,510.57 |
102.94 |
0.8% |
12,343.22 |
| Range |
81.15 |
111.43 |
30.28 |
37.3% |
156.77 |
| ATR |
82.44 |
84.52 |
2.08 |
2.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,813.48 |
12,773.46 |
12,571.86 |
|
| R3 |
12,702.05 |
12,662.03 |
12,541.21 |
|
| R2 |
12,590.62 |
12,590.62 |
12,531.00 |
|
| R1 |
12,550.60 |
12,550.60 |
12,520.78 |
12,570.61 |
| PP |
12,479.19 |
12,479.19 |
12,479.19 |
12,489.20 |
| S1 |
12,439.17 |
12,439.17 |
12,500.36 |
12,459.18 |
| S2 |
12,367.76 |
12,367.76 |
12,490.14 |
|
| S3 |
12,256.33 |
12,327.74 |
12,479.93 |
|
| S4 |
12,144.90 |
12,216.31 |
12,449.28 |
|
|
| 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 |
12,519.22 |
12,337.05 |
182.17 |
1.5% |
80.14 |
0.6% |
95% |
True |
False |
|
| 10 |
12,519.22 |
12,301.56 |
217.66 |
1.7% |
81.65 |
0.7% |
96% |
True |
False |
|
| 20 |
12,519.22 |
12,089.98 |
429.24 |
3.4% |
86.63 |
0.7% |
98% |
True |
False |
|
| 40 |
12,519.22 |
11,965.31 |
553.91 |
4.4% |
86.79 |
0.7% |
98% |
True |
False |
|
| 60 |
12,519.22 |
11,653.06 |
866.16 |
6.9% |
84.99 |
0.7% |
99% |
True |
False |
|
| 80 |
12,519.22 |
11,323.84 |
1,195.38 |
9.6% |
83.88 |
0.7% |
99% |
True |
False |
|
| 100 |
12,519.22 |
11,042.64 |
1,476.58 |
11.8% |
85.12 |
0.7% |
99% |
True |
False |
|
| 120 |
12,519.22 |
10,683.32 |
1,835.90 |
14.7% |
92.46 |
0.7% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,992.80 |
|
2.618 |
12,810.94 |
|
1.618 |
12,699.51 |
|
1.000 |
12,630.65 |
|
0.618 |
12,588.08 |
|
HIGH |
12,519.22 |
|
0.618 |
12,476.65 |
|
0.500 |
12,463.51 |
|
0.382 |
12,450.36 |
|
LOW |
12,407.79 |
|
0.618 |
12,338.93 |
|
1.000 |
12,296.36 |
|
1.618 |
12,227.50 |
|
2.618 |
12,116.07 |
|
4.250 |
11,934.21 |
|
|
| Fisher Pivots for day following 27-Dec-2006 |
| Pivot |
1 day |
3 day |
| R1 |
12,494.88 |
12,483.09 |
| PP |
12,479.19 |
12,455.61 |
| S1 |
12,463.51 |
12,428.14 |
|