| Trading Metrics calculated at close of trading on 28-Dec-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2006 |
28-Dec-2006 |
Change |
Change % |
Previous Week |
| Open |
12,408.43 |
12,510.57 |
102.14 |
0.8% |
12,446.24 |
| High |
12,519.22 |
12,529.88 |
10.66 |
0.1% |
12,498.47 |
| Low |
12,407.79 |
12,478.13 |
70.34 |
0.6% |
12,341.70 |
| Close |
12,510.57 |
12,501.52 |
-9.05 |
-0.1% |
12,343.22 |
| Range |
111.43 |
51.75 |
-59.68 |
-53.6% |
156.77 |
| ATR |
84.52 |
82.18 |
-2.34 |
-2.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,658.43 |
12,631.72 |
12,529.98 |
|
| R3 |
12,606.68 |
12,579.97 |
12,515.75 |
|
| R2 |
12,554.93 |
12,554.93 |
12,511.01 |
|
| R1 |
12,528.22 |
12,528.22 |
12,506.26 |
12,515.70 |
| PP |
12,503.18 |
12,503.18 |
12,503.18 |
12,496.92 |
| S1 |
12,476.47 |
12,476.47 |
12,496.78 |
12,463.95 |
| S2 |
12,451.43 |
12,451.43 |
12,492.03 |
|
| S3 |
12,399.68 |
12,424.72 |
12,487.29 |
|
| S4 |
12,347.93 |
12,372.97 |
12,473.06 |
|
|
| 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 |
12,529.88 |
12,337.05 |
192.83 |
1.5% |
82.11 |
0.7% |
85% |
True |
False |
|
| 10 |
12,529.88 |
12,307.01 |
222.87 |
1.8% |
80.12 |
0.6% |
87% |
True |
False |
|
| 20 |
12,529.88 |
12,089.98 |
439.90 |
3.5% |
83.91 |
0.7% |
94% |
True |
False |
|
| 40 |
12,529.88 |
11,965.31 |
564.57 |
4.5% |
85.88 |
0.7% |
95% |
True |
False |
|
| 60 |
12,529.88 |
11,707.49 |
822.39 |
6.6% |
84.09 |
0.7% |
97% |
True |
False |
|
| 80 |
12,529.88 |
11,323.84 |
1,206.04 |
9.6% |
83.90 |
0.7% |
98% |
True |
False |
|
| 100 |
12,529.88 |
11,042.64 |
1,487.24 |
11.9% |
85.08 |
0.7% |
98% |
True |
False |
|
| 120 |
12,529.88 |
10,683.32 |
1,846.56 |
14.8% |
92.19 |
0.7% |
98% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,749.82 |
|
2.618 |
12,665.36 |
|
1.618 |
12,613.61 |
|
1.000 |
12,581.63 |
|
0.618 |
12,561.86 |
|
HIGH |
12,529.88 |
|
0.618 |
12,510.11 |
|
0.500 |
12,504.01 |
|
0.382 |
12,497.90 |
|
LOW |
12,478.13 |
|
0.618 |
12,446.15 |
|
1.000 |
12,426.38 |
|
1.618 |
12,394.40 |
|
2.618 |
12,342.65 |
|
4.250 |
12,258.19 |
|
|
| Fisher Pivots for day following 28-Dec-2006 |
| Pivot |
1 day |
3 day |
| R1 |
12,504.01 |
12,478.84 |
| PP |
12,503.18 |
12,456.15 |
| S1 |
12,502.35 |
12,433.47 |
|