| Trading Metrics calculated at close of trading on 04-Dec-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2006 |
04-Dec-2006 |
Change |
Change % |
Previous Week |
| Open |
1,415.5 |
1,412.0 |
-3.5 |
-0.2% |
1,414.5 |
| High |
1,415.7 |
1,425.2 |
9.5 |
0.7% |
1,420.3 |
| Low |
1,399.5 |
1,412.0 |
12.5 |
0.9% |
1,392.0 |
| Close |
1,412.2 |
1,422.7 |
10.5 |
0.7% |
1,412.2 |
| Range |
16.2 |
13.2 |
-3.0 |
-18.5% |
28.3 |
| ATR |
10.0 |
10.2 |
0.2 |
2.3% |
0.0 |
| Volume |
28,661 |
54,951 |
26,290 |
91.7% |
93,981 |
|
| Daily Pivots for day following 04-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,459.6 |
1,454.3 |
1,430.0 |
|
| R3 |
1,446.4 |
1,441.1 |
1,426.3 |
|
| R2 |
1,433.2 |
1,433.2 |
1,425.1 |
|
| R1 |
1,427.9 |
1,427.9 |
1,423.9 |
1,430.6 |
| PP |
1,420.0 |
1,420.0 |
1,420.0 |
1,421.3 |
| S1 |
1,414.7 |
1,414.7 |
1,421.5 |
1,417.4 |
| S2 |
1,406.8 |
1,406.8 |
1,420.3 |
|
| S3 |
1,393.6 |
1,401.5 |
1,419.1 |
|
| S4 |
1,380.4 |
1,388.3 |
1,415.4 |
|
|
| Weekly Pivots for week ending 01-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,493.1 |
1,480.9 |
1,427.8 |
|
| R3 |
1,464.8 |
1,452.6 |
1,420.0 |
|
| R2 |
1,436.5 |
1,436.5 |
1,417.4 |
|
| R1 |
1,424.3 |
1,424.3 |
1,414.8 |
1,416.3 |
| PP |
1,408.2 |
1,408.2 |
1,408.2 |
1,404.1 |
| S1 |
1,396.0 |
1,396.0 |
1,409.6 |
1,388.0 |
| S2 |
1,379.9 |
1,379.9 |
1,407.0 |
|
| S3 |
1,351.6 |
1,367.7 |
1,404.4 |
|
| S4 |
1,323.3 |
1,339.4 |
1,396.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,425.2 |
1,392.0 |
33.2 |
2.3% |
12.4 |
0.9% |
92% |
True |
False |
29,553 |
| 10 |
1,425.2 |
1,392.0 |
33.2 |
2.3% |
10.1 |
0.7% |
92% |
True |
False |
17,159 |
| 20 |
1,425.2 |
1,392.0 |
33.2 |
2.3% |
9.2 |
0.6% |
92% |
True |
False |
9,854 |
| 40 |
1,425.2 |
1,363.0 |
62.2 |
4.4% |
8.3 |
0.6% |
96% |
True |
False |
5,430 |
| 60 |
1,425.2 |
1,322.6 |
102.6 |
7.2% |
7.7 |
0.5% |
98% |
True |
False |
3,638 |
| 80 |
1,425.2 |
1,287.7 |
137.5 |
9.7% |
5.9 |
0.4% |
98% |
True |
False |
2,747 |
| 100 |
1,425.2 |
1,262.2 |
163.0 |
11.5% |
4.7 |
0.3% |
98% |
True |
False |
2,210 |
| 120 |
1,425.2 |
1,262.2 |
163.0 |
11.5% |
4.1 |
0.3% |
98% |
True |
False |
1,842 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,481.3 |
|
2.618 |
1,459.8 |
|
1.618 |
1,446.6 |
|
1.000 |
1,438.4 |
|
0.618 |
1,433.4 |
|
HIGH |
1,425.2 |
|
0.618 |
1,420.2 |
|
0.500 |
1,418.6 |
|
0.382 |
1,417.0 |
|
LOW |
1,412.0 |
|
0.618 |
1,403.8 |
|
1.000 |
1,398.8 |
|
1.618 |
1,390.6 |
|
2.618 |
1,377.4 |
|
4.250 |
1,355.9 |
|
|
| Fisher Pivots for day following 04-Dec-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1,421.3 |
1,419.3 |
| PP |
1,420.0 |
1,415.8 |
| S1 |
1,418.6 |
1,412.4 |
|