| Trading Metrics calculated at close of trading on 15-Dec-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2006 |
15-Dec-2006 |
Change |
Change % |
Previous Week |
| Open |
1,426.5 |
1,438.3 |
11.8 |
0.8% |
1,422.2 |
| High |
1,439.9 |
1,444.9 |
5.0 |
0.3% |
1,444.9 |
| Low |
1,424.4 |
1,437.5 |
13.1 |
0.9% |
1,417.3 |
| Close |
1,438.2 |
1,438.2 |
0.0 |
0.0% |
1,438.2 |
| Range |
15.5 |
7.4 |
-8.1 |
-52.3% |
27.6 |
| ATR |
10.0 |
9.8 |
-0.2 |
-1.9% |
0.0 |
| Volume |
96,129 |
81,433 |
-14,696 |
-15.3% |
489,971 |
|
| Daily Pivots for day following 15-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,462.4 |
1,457.7 |
1,442.3 |
|
| R3 |
1,455.0 |
1,450.3 |
1,440.2 |
|
| R2 |
1,447.6 |
1,447.6 |
1,439.6 |
|
| R1 |
1,442.9 |
1,442.9 |
1,438.9 |
1,441.6 |
| PP |
1,440.2 |
1,440.2 |
1,440.2 |
1,439.5 |
| S1 |
1,435.5 |
1,435.5 |
1,437.5 |
1,434.2 |
| S2 |
1,432.8 |
1,432.8 |
1,436.8 |
|
| S3 |
1,425.4 |
1,428.1 |
1,436.2 |
|
| S4 |
1,418.0 |
1,420.7 |
1,434.1 |
|
|
| Weekly Pivots for week ending 15-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,516.3 |
1,504.8 |
1,453.4 |
|
| R3 |
1,488.7 |
1,477.2 |
1,445.8 |
|
| R2 |
1,461.1 |
1,461.1 |
1,443.3 |
|
| R1 |
1,449.6 |
1,449.6 |
1,440.7 |
1,455.4 |
| PP |
1,433.5 |
1,433.5 |
1,433.5 |
1,436.3 |
| S1 |
1,422.0 |
1,422.0 |
1,435.7 |
1,427.8 |
| S2 |
1,405.9 |
1,405.9 |
1,433.1 |
|
| S3 |
1,378.3 |
1,394.4 |
1,430.6 |
|
| S4 |
1,350.7 |
1,366.8 |
1,423.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,444.9 |
1,417.3 |
27.6 |
1.9% |
9.5 |
0.7% |
76% |
True |
False |
97,994 |
| 10 |
1,444.9 |
1,412.0 |
32.9 |
2.3% |
9.6 |
0.7% |
80% |
True |
False |
83,841 |
| 20 |
1,444.9 |
1,392.0 |
52.9 |
3.7% |
9.5 |
0.7% |
87% |
True |
False |
47,840 |
| 40 |
1,444.9 |
1,377.5 |
67.4 |
4.7% |
9.0 |
0.6% |
90% |
True |
False |
24,850 |
| 60 |
1,444.9 |
1,332.0 |
112.9 |
7.9% |
8.3 |
0.6% |
94% |
True |
False |
16,684 |
| 80 |
1,444.9 |
1,316.9 |
128.0 |
8.9% |
6.8 |
0.5% |
95% |
True |
False |
12,539 |
| 100 |
1,444.9 |
1,287.7 |
157.2 |
10.9% |
5.5 |
0.4% |
96% |
True |
False |
10,043 |
| 120 |
1,444.9 |
1,262.2 |
182.7 |
12.7% |
4.8 |
0.3% |
96% |
True |
False |
8,371 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,476.4 |
|
2.618 |
1,464.3 |
|
1.618 |
1,456.9 |
|
1.000 |
1,452.3 |
|
0.618 |
1,449.5 |
|
HIGH |
1,444.9 |
|
0.618 |
1,442.1 |
|
0.500 |
1,441.2 |
|
0.382 |
1,440.3 |
|
LOW |
1,437.5 |
|
0.618 |
1,432.9 |
|
1.000 |
1,430.1 |
|
1.618 |
1,425.5 |
|
2.618 |
1,418.1 |
|
4.250 |
1,406.1 |
|
|
| Fisher Pivots for day following 15-Dec-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1,441.2 |
1,436.8 |
| PP |
1,440.2 |
1,435.4 |
| S1 |
1,439.2 |
1,434.1 |
|