| Trading Metrics calculated at close of trading on 19-Dec-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2006 |
19-Dec-2006 |
Change |
Change % |
Previous Week |
| Open |
1,438.25 |
1,434.75 |
-3.50 |
-0.2% |
1,422.50 |
| High |
1,444.00 |
1,440.50 |
-3.50 |
-0.2% |
1,445.00 |
| Low |
1,432.25 |
1,426.50 |
-5.75 |
-0.4% |
1,417.00 |
| Close |
1,434.75 |
1,436.25 |
1.50 |
0.1% |
1,438.25 |
| Range |
11.75 |
14.00 |
2.25 |
19.1% |
28.00 |
| ATR |
10.71 |
10.94 |
0.24 |
2.2% |
0.00 |
| Volume |
865,135 |
690,259 |
-174,876 |
-20.2% |
5,462,304 |
|
| Daily Pivots for day following 19-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,476.50 |
1,470.25 |
1,444.00 |
|
| R3 |
1,462.50 |
1,456.25 |
1,440.00 |
|
| R2 |
1,448.50 |
1,448.50 |
1,438.75 |
|
| R1 |
1,442.25 |
1,442.25 |
1,437.50 |
1,445.50 |
| PP |
1,434.50 |
1,434.50 |
1,434.50 |
1,436.00 |
| S1 |
1,428.25 |
1,428.25 |
1,435.00 |
1,431.50 |
| S2 |
1,420.50 |
1,420.50 |
1,433.75 |
|
| S3 |
1,406.50 |
1,414.25 |
1,432.50 |
|
| S4 |
1,392.50 |
1,400.25 |
1,428.50 |
|
|
| Weekly Pivots for week ending 15-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,517.50 |
1,505.75 |
1,453.75 |
|
| R3 |
1,489.50 |
1,477.75 |
1,446.00 |
|
| R2 |
1,461.50 |
1,461.50 |
1,443.50 |
|
| R1 |
1,449.75 |
1,449.75 |
1,440.75 |
1,455.50 |
| PP |
1,433.50 |
1,433.50 |
1,433.50 |
1,436.25 |
| S1 |
1,421.75 |
1,421.75 |
1,435.75 |
1,427.50 |
| S2 |
1,405.50 |
1,405.50 |
1,433.00 |
|
| S3 |
1,377.50 |
1,393.75 |
1,430.50 |
|
| S4 |
1,349.50 |
1,365.75 |
1,422.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,445.00 |
1,423.00 |
22.00 |
1.5% |
11.50 |
0.8% |
60% |
False |
False |
1,022,761 |
| 10 |
1,445.00 |
1,416.25 |
28.75 |
2.0% |
10.50 |
0.7% |
70% |
False |
False |
836,751 |
| 20 |
1,445.00 |
1,390.25 |
54.75 |
3.8% |
11.00 |
0.8% |
84% |
False |
False |
428,465 |
| 40 |
1,445.00 |
1,377.50 |
67.50 |
4.7% |
10.75 |
0.7% |
87% |
False |
False |
215,567 |
| 60 |
1,445.00 |
1,347.50 |
97.50 |
6.8% |
10.50 |
0.7% |
91% |
False |
False |
143,986 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,500.00 |
|
2.618 |
1,477.25 |
|
1.618 |
1,463.25 |
|
1.000 |
1,454.50 |
|
0.618 |
1,449.25 |
|
HIGH |
1,440.50 |
|
0.618 |
1,435.25 |
|
0.500 |
1,433.50 |
|
0.382 |
1,431.75 |
|
LOW |
1,426.50 |
|
0.618 |
1,417.75 |
|
1.000 |
1,412.50 |
|
1.618 |
1,403.75 |
|
2.618 |
1,389.75 |
|
4.250 |
1,367.00 |
|
|
| Fisher Pivots for day following 19-Dec-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1,435.25 |
1,436.00 |
| PP |
1,434.50 |
1,436.00 |
| S1 |
1,433.50 |
1,435.75 |
|