| Trading Metrics calculated at close of trading on 27-Dec-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2006 |
27-Dec-2006 |
Change |
Change % |
Previous Week |
| Open |
1,421.5 |
1,428.8 |
7.3 |
0.5% |
1,438.2 |
| High |
1,429.5 |
1,438.7 |
9.2 |
0.6% |
1,443.7 |
| Low |
1,420.4 |
1,428.7 |
8.3 |
0.6% |
1,420.0 |
| Close |
1,428.8 |
1,437.1 |
8.3 |
0.6% |
1,420.3 |
| Range |
9.1 |
10.0 |
0.9 |
9.9% |
23.7 |
| ATR |
10.2 |
10.2 |
0.0 |
-0.1% |
0.0 |
| Volume |
21,212 |
15,919 |
-5,293 |
-25.0% |
144,752 |
|
| Daily Pivots for day following 27-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,464.8 |
1,461.0 |
1,442.6 |
|
| R3 |
1,454.8 |
1,451.0 |
1,439.9 |
|
| R2 |
1,444.8 |
1,444.8 |
1,438.9 |
|
| R1 |
1,441.0 |
1,441.0 |
1,438.0 |
1,442.9 |
| PP |
1,434.8 |
1,434.8 |
1,434.8 |
1,435.8 |
| S1 |
1,431.0 |
1,431.0 |
1,436.2 |
1,432.9 |
| S2 |
1,424.8 |
1,424.8 |
1,435.3 |
|
| S3 |
1,414.8 |
1,421.0 |
1,434.4 |
|
| S4 |
1,404.8 |
1,411.0 |
1,431.6 |
|
|
| Weekly Pivots for week ending 22-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,499.1 |
1,483.4 |
1,433.3 |
|
| R3 |
1,475.4 |
1,459.7 |
1,426.8 |
|
| R2 |
1,451.7 |
1,451.7 |
1,424.6 |
|
| R1 |
1,436.0 |
1,436.0 |
1,422.5 |
1,432.0 |
| PP |
1,428.0 |
1,428.0 |
1,428.0 |
1,426.0 |
| S1 |
1,412.3 |
1,412.3 |
1,418.1 |
1,408.3 |
| S2 |
1,404.3 |
1,404.3 |
1,416.0 |
|
| S3 |
1,380.6 |
1,388.6 |
1,413.8 |
|
| S4 |
1,356.9 |
1,364.9 |
1,407.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,440.5 |
1,420.0 |
20.5 |
1.4% |
10.0 |
0.7% |
83% |
False |
False |
23,755 |
| 10 |
1,444.9 |
1,420.0 |
24.9 |
1.7% |
10.6 |
0.7% |
69% |
False |
False |
49,003 |
| 20 |
1,444.9 |
1,399.5 |
45.4 |
3.2% |
10.5 |
0.7% |
83% |
False |
False |
54,323 |
| 40 |
1,444.9 |
1,377.5 |
67.4 |
4.7% |
9.5 |
0.7% |
88% |
False |
False |
29,268 |
| 60 |
1,444.9 |
1,348.0 |
96.9 |
6.7% |
8.8 |
0.6% |
92% |
False |
False |
19,711 |
| 80 |
1,444.9 |
1,316.9 |
128.0 |
8.9% |
7.7 |
0.5% |
94% |
False |
False |
14,798 |
| 100 |
1,444.9 |
1,287.7 |
157.2 |
10.9% |
6.3 |
0.4% |
95% |
False |
False |
11,851 |
| 120 |
1,444.9 |
1,262.2 |
182.7 |
12.7% |
5.4 |
0.4% |
96% |
False |
False |
9,886 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,481.2 |
|
2.618 |
1,464.9 |
|
1.618 |
1,454.9 |
|
1.000 |
1,448.7 |
|
0.618 |
1,444.9 |
|
HIGH |
1,438.7 |
|
0.618 |
1,434.9 |
|
0.500 |
1,433.7 |
|
0.382 |
1,432.5 |
|
LOW |
1,428.7 |
|
0.618 |
1,422.5 |
|
1.000 |
1,418.7 |
|
1.618 |
1,412.5 |
|
2.618 |
1,402.5 |
|
4.250 |
1,386.2 |
|
|
| Fisher Pivots for day following 27-Dec-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1,436.0 |
1,434.5 |
| PP |
1,434.8 |
1,431.9 |
| S1 |
1,433.7 |
1,429.4 |
|