| Trading Metrics calculated at close of trading on 14-Dec-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2006 |
14-Dec-2006 |
Change |
Change % |
Previous Week |
| Open |
1,424.7 |
1,426.5 |
1.8 |
0.1% |
1,412.0 |
| High |
1,430.9 |
1,439.9 |
9.0 |
0.6% |
1,432.0 |
| Low |
1,423.2 |
1,424.4 |
1.2 |
0.1% |
1,412.0 |
| Close |
1,426.6 |
1,438.2 |
11.6 |
0.8% |
1,422.2 |
| Range |
7.7 |
15.5 |
7.8 |
101.3% |
20.0 |
| ATR |
9.6 |
10.0 |
0.4 |
4.4% |
0.0 |
| Volume |
130,593 |
96,129 |
-34,464 |
-26.4% |
348,443 |
|
| Daily Pivots for day following 14-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,480.7 |
1,474.9 |
1,446.7 |
|
| R3 |
1,465.2 |
1,459.4 |
1,442.5 |
|
| R2 |
1,449.7 |
1,449.7 |
1,441.0 |
|
| R1 |
1,443.9 |
1,443.9 |
1,439.6 |
1,446.8 |
| PP |
1,434.2 |
1,434.2 |
1,434.2 |
1,435.6 |
| S1 |
1,428.4 |
1,428.4 |
1,436.8 |
1,431.3 |
| S2 |
1,418.7 |
1,418.7 |
1,435.4 |
|
| S3 |
1,403.2 |
1,412.9 |
1,433.9 |
|
| S4 |
1,387.7 |
1,397.4 |
1,429.7 |
|
|
| Weekly Pivots for week ending 08-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,482.1 |
1,472.1 |
1,433.2 |
|
| R3 |
1,462.1 |
1,452.1 |
1,427.7 |
|
| R2 |
1,442.1 |
1,442.1 |
1,425.9 |
|
| R1 |
1,432.1 |
1,432.1 |
1,424.0 |
1,437.1 |
| PP |
1,422.1 |
1,422.1 |
1,422.1 |
1,424.6 |
| S1 |
1,412.1 |
1,412.1 |
1,420.4 |
1,417.1 |
| S2 |
1,402.1 |
1,402.1 |
1,418.5 |
|
| S3 |
1,382.1 |
1,392.1 |
1,416.7 |
|
| S4 |
1,362.1 |
1,372.1 |
1,411.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,439.9 |
1,416.5 |
23.4 |
1.6% |
10.3 |
0.7% |
93% |
True |
False |
106,248 |
| 10 |
1,439.9 |
1,399.5 |
40.4 |
2.8% |
10.5 |
0.7% |
96% |
True |
False |
78,564 |
| 20 |
1,439.9 |
1,392.0 |
47.9 |
3.3% |
9.3 |
0.6% |
96% |
True |
False |
43,900 |
| 40 |
1,439.9 |
1,377.5 |
62.4 |
4.3% |
8.9 |
0.6% |
97% |
True |
False |
22,836 |
| 60 |
1,439.9 |
1,332.0 |
107.9 |
7.5% |
8.4 |
0.6% |
98% |
True |
False |
15,328 |
| 80 |
1,439.9 |
1,316.9 |
123.0 |
8.6% |
6.7 |
0.5% |
99% |
True |
False |
11,521 |
| 100 |
1,439.9 |
1,287.7 |
152.2 |
10.6% |
5.4 |
0.4% |
99% |
True |
False |
9,228 |
| 120 |
1,439.9 |
1,262.2 |
177.7 |
12.4% |
4.7 |
0.3% |
99% |
True |
False |
7,692 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,505.8 |
|
2.618 |
1,480.5 |
|
1.618 |
1,465.0 |
|
1.000 |
1,455.4 |
|
0.618 |
1,449.5 |
|
HIGH |
1,439.9 |
|
0.618 |
1,434.0 |
|
0.500 |
1,432.2 |
|
0.382 |
1,430.3 |
|
LOW |
1,424.4 |
|
0.618 |
1,414.8 |
|
1.000 |
1,408.9 |
|
1.618 |
1,399.3 |
|
2.618 |
1,383.8 |
|
4.250 |
1,358.5 |
|
|
| Fisher Pivots for day following 14-Dec-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1,436.2 |
1,435.0 |
| PP |
1,434.2 |
1,431.8 |
| S1 |
1,432.2 |
1,428.6 |
|