| Trading Metrics calculated at close of trading on 05-Dec-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2006 |
05-Dec-2006 |
Change |
Change % |
Previous Week |
| Open |
1,412.0 |
1,425.0 |
13.0 |
0.9% |
1,414.5 |
| High |
1,425.2 |
1,429.0 |
3.8 |
0.3% |
1,420.3 |
| Low |
1,412.0 |
1,422.8 |
10.8 |
0.8% |
1,392.0 |
| Close |
1,422.7 |
1,428.8 |
6.1 |
0.4% |
1,412.2 |
| Range |
13.2 |
6.2 |
-7.0 |
-53.0% |
28.3 |
| ATR |
10.2 |
10.0 |
-0.3 |
-2.8% |
0.0 |
| Volume |
54,951 |
34,967 |
-19,984 |
-36.4% |
93,981 |
|
| Daily Pivots for day following 05-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,445.5 |
1,443.3 |
1,432.2 |
|
| R3 |
1,439.3 |
1,437.1 |
1,430.5 |
|
| R2 |
1,433.1 |
1,433.1 |
1,429.9 |
|
| R1 |
1,430.9 |
1,430.9 |
1,429.4 |
1,432.0 |
| PP |
1,426.9 |
1,426.9 |
1,426.9 |
1,427.4 |
| S1 |
1,424.7 |
1,424.7 |
1,428.2 |
1,425.8 |
| S2 |
1,420.7 |
1,420.7 |
1,427.7 |
|
| S3 |
1,414.5 |
1,418.5 |
1,427.1 |
|
| S4 |
1,408.3 |
1,412.3 |
1,425.4 |
|
|
| 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 |
1,429.0 |
1,399.5 |
29.5 |
2.1% |
11.7 |
0.8% |
99% |
True |
False |
31,216 |
| 10 |
1,429.0 |
1,392.0 |
37.0 |
2.6% |
10.2 |
0.7% |
99% |
True |
False |
20,356 |
| 20 |
1,429.0 |
1,392.0 |
37.0 |
2.6% |
9.3 |
0.7% |
99% |
True |
False |
11,580 |
| 40 |
1,429.0 |
1,363.0 |
66.0 |
4.6% |
8.4 |
0.6% |
100% |
True |
False |
6,303 |
| 60 |
1,429.0 |
1,326.0 |
103.0 |
7.2% |
7.8 |
0.5% |
100% |
True |
False |
4,218 |
| 80 |
1,429.0 |
1,295.4 |
133.6 |
9.4% |
5.9 |
0.4% |
100% |
True |
False |
3,184 |
| 100 |
1,429.0 |
1,262.2 |
166.8 |
11.7% |
4.7 |
0.3% |
100% |
True |
False |
2,560 |
| 120 |
1,429.0 |
1,262.2 |
166.8 |
11.7% |
4.1 |
0.3% |
100% |
True |
False |
2,133 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,455.4 |
|
2.618 |
1,445.2 |
|
1.618 |
1,439.0 |
|
1.000 |
1,435.2 |
|
0.618 |
1,432.8 |
|
HIGH |
1,429.0 |
|
0.618 |
1,426.6 |
|
0.500 |
1,425.9 |
|
0.382 |
1,425.2 |
|
LOW |
1,422.8 |
|
0.618 |
1,419.0 |
|
1.000 |
1,416.6 |
|
1.618 |
1,412.8 |
|
2.618 |
1,406.6 |
|
4.250 |
1,396.5 |
|
|
| Fisher Pivots for day following 05-Dec-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1,427.8 |
1,424.0 |
| PP |
1,426.9 |
1,419.1 |
| S1 |
1,425.9 |
1,414.3 |
|