| Trading Metrics calculated at close of trading on 12-Dec-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2006 |
12-Dec-2006 |
Change |
Change % |
Previous Week |
| Open |
12,512 |
12,425 |
-87 |
-0.7% |
12,467 |
| High |
12,512 |
12,425 |
-87 |
-0.7% |
12,565 |
| Low |
12,512 |
12,418 |
-94 |
-0.8% |
12,431 |
| Close |
12,512 |
12,494 |
-18 |
-0.1% |
12,478 |
| Range |
0 |
7 |
7 |
|
134 |
| ATR |
45 |
49 |
3 |
7.6% |
0 |
| Volume |
331 |
2 |
-329 |
-99.4% |
548 |
|
| Daily Pivots for day following 12-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,467 |
12,487 |
12,498 |
|
| R3 |
12,460 |
12,480 |
12,496 |
|
| R2 |
12,453 |
12,453 |
12,495 |
|
| R1 |
12,473 |
12,473 |
12,495 |
12,463 |
| PP |
12,446 |
12,446 |
12,446 |
12,441 |
| S1 |
12,466 |
12,466 |
12,493 |
12,456 |
| S2 |
12,439 |
12,439 |
12,493 |
|
| S3 |
12,432 |
12,459 |
12,492 |
|
| S4 |
12,425 |
12,452 |
12,490 |
|
|
| Weekly Pivots for week ending 08-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,893 |
12,820 |
12,552 |
|
| R3 |
12,759 |
12,686 |
12,515 |
|
| R2 |
12,625 |
12,625 |
12,503 |
|
| R1 |
12,552 |
12,552 |
12,490 |
12,589 |
| PP |
12,491 |
12,491 |
12,491 |
12,510 |
| S1 |
12,418 |
12,418 |
12,466 |
12,455 |
| S2 |
12,357 |
12,357 |
12,454 |
|
| S3 |
12,223 |
12,284 |
12,441 |
|
| S4 |
12,089 |
12,150 |
12,404 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,565 |
12,418 |
147 |
1.2% |
36 |
0.3% |
52% |
False |
True |
176 |
| 10 |
12,565 |
12,394 |
171 |
1.4% |
18 |
0.1% |
58% |
False |
False |
88 |
| 20 |
12,565 |
12,307 |
258 |
2.1% |
9 |
0.1% |
72% |
False |
False |
44 |
| 40 |
12,565 |
12,178 |
387 |
3.1% |
5 |
0.0% |
82% |
False |
False |
22 |
| 60 |
12,565 |
11,763 |
802 |
6.4% |
3 |
0.0% |
91% |
False |
False |
14 |
| 80 |
12,565 |
11,523 |
1,042 |
8.3% |
2 |
0.0% |
93% |
False |
False |
11 |
| 100 |
12,565 |
11,338 |
1,227 |
9.8% |
2 |
0.0% |
94% |
False |
False |
8 |
| 120 |
12,565 |
11,005 |
1,560 |
12.5% |
2 |
0.0% |
95% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,455 |
|
2.618 |
12,443 |
|
1.618 |
12,436 |
|
1.000 |
12,432 |
|
0.618 |
12,429 |
|
HIGH |
12,425 |
|
0.618 |
12,422 |
|
0.500 |
12,422 |
|
0.382 |
12,421 |
|
LOW |
12,418 |
|
0.618 |
12,414 |
|
1.000 |
12,411 |
|
1.618 |
12,407 |
|
2.618 |
12,400 |
|
4.250 |
12,388 |
|
|
| Fisher Pivots for day following 12-Dec-2006 |
| Pivot |
1 day |
3 day |
| R1 |
12,470 |
12,484 |
| PP |
12,446 |
12,475 |
| S1 |
12,422 |
12,465 |
|