| Trading Metrics calculated at close of trading on 07-Dec-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2006 |
07-Dec-2006 |
Change |
Change % |
Previous Week |
| Open |
1,427.8 |
1,429.0 |
1.2 |
0.1% |
1,414.5 |
| High |
1,429.5 |
1,432.0 |
2.5 |
0.2% |
1,420.3 |
| Low |
1,424.0 |
1,420.0 |
-4.0 |
-0.3% |
1,392.0 |
| Close |
1,426.8 |
1,420.8 |
-6.0 |
-0.4% |
1,412.2 |
| Range |
5.5 |
12.0 |
6.5 |
118.2% |
28.3 |
| ATR |
9.6 |
9.8 |
0.2 |
1.7% |
0.0 |
| Volume |
63,948 |
71,871 |
7,923 |
12.4% |
93,981 |
|
| Daily Pivots for day following 07-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,460.3 |
1,452.5 |
1,427.4 |
|
| R3 |
1,448.3 |
1,440.5 |
1,424.1 |
|
| R2 |
1,436.3 |
1,436.3 |
1,423.0 |
|
| R1 |
1,428.5 |
1,428.5 |
1,421.9 |
1,426.4 |
| PP |
1,424.3 |
1,424.3 |
1,424.3 |
1,423.2 |
| S1 |
1,416.5 |
1,416.5 |
1,419.7 |
1,414.4 |
| S2 |
1,412.3 |
1,412.3 |
1,418.6 |
|
| S3 |
1,400.3 |
1,404.5 |
1,417.5 |
|
| S4 |
1,388.3 |
1,392.5 |
1,414.2 |
|
|
| 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 |
1,432.0 |
1,399.5 |
32.5 |
2.3% |
10.6 |
0.7% |
66% |
True |
False |
50,879 |
| 10 |
1,432.0 |
1,392.0 |
40.0 |
2.8% |
11.1 |
0.8% |
72% |
True |
False |
32,370 |
| 20 |
1,432.0 |
1,392.0 |
40.0 |
2.8% |
9.2 |
0.6% |
72% |
True |
False |
18,092 |
| 40 |
1,432.0 |
1,376.0 |
56.0 |
3.9% |
8.6 |
0.6% |
80% |
True |
False |
9,698 |
| 60 |
1,432.0 |
1,332.0 |
100.0 |
7.0% |
7.9 |
0.6% |
89% |
True |
False |
6,479 |
| 80 |
1,432.0 |
1,316.9 |
115.1 |
8.1% |
6.1 |
0.4% |
90% |
True |
False |
4,881 |
| 100 |
1,432.0 |
1,266.7 |
165.3 |
11.6% |
4.9 |
0.3% |
93% |
True |
False |
3,917 |
| 120 |
1,432.0 |
1,262.2 |
169.8 |
12.0% |
4.3 |
0.3% |
93% |
True |
False |
3,265 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,483.0 |
|
2.618 |
1,463.4 |
|
1.618 |
1,451.4 |
|
1.000 |
1,444.0 |
|
0.618 |
1,439.4 |
|
HIGH |
1,432.0 |
|
0.618 |
1,427.4 |
|
0.500 |
1,426.0 |
|
0.382 |
1,424.6 |
|
LOW |
1,420.0 |
|
0.618 |
1,412.6 |
|
1.000 |
1,408.0 |
|
1.618 |
1,400.6 |
|
2.618 |
1,388.6 |
|
4.250 |
1,369.0 |
|
|
| Fisher Pivots for day following 07-Dec-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1,426.0 |
1,426.0 |
| PP |
1,424.3 |
1,424.3 |
| S1 |
1,422.5 |
1,422.5 |
|