| Trading Metrics calculated at close of trading on 13-Dec-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2006 |
13-Dec-2006 |
Change |
Change % |
Previous Week |
| Open |
12,425 |
12,472 |
47 |
0.4% |
12,467 |
| High |
12,425 |
12,544 |
119 |
1.0% |
12,565 |
| Low |
12,418 |
12,472 |
54 |
0.4% |
12,431 |
| Close |
12,494 |
12,505 |
11 |
0.1% |
12,478 |
| Range |
7 |
72 |
65 |
928.6% |
134 |
| ATR |
49 |
51 |
2 |
3.4% |
0 |
| Volume |
2 |
2 |
0 |
0.0% |
548 |
|
| Daily Pivots for day following 13-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,723 |
12,686 |
12,545 |
|
| R3 |
12,651 |
12,614 |
12,525 |
|
| R2 |
12,579 |
12,579 |
12,518 |
|
| R1 |
12,542 |
12,542 |
12,512 |
12,561 |
| PP |
12,507 |
12,507 |
12,507 |
12,516 |
| S1 |
12,470 |
12,470 |
12,499 |
12,489 |
| S2 |
12,435 |
12,435 |
12,492 |
|
| S3 |
12,363 |
12,398 |
12,485 |
|
| S4 |
12,291 |
12,326 |
12,466 |
|
|
| 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% |
50 |
0.4% |
59% |
False |
False |
176 |
| 10 |
12,565 |
12,394 |
171 |
1.4% |
25 |
0.2% |
65% |
False |
False |
88 |
| 20 |
12,565 |
12,307 |
258 |
2.1% |
13 |
0.1% |
77% |
False |
False |
44 |
| 40 |
12,565 |
12,178 |
387 |
3.1% |
6 |
0.1% |
84% |
False |
False |
22 |
| 60 |
12,565 |
11,763 |
802 |
6.4% |
4 |
0.0% |
93% |
False |
False |
14 |
| 80 |
12,565 |
11,523 |
1,042 |
8.3% |
3 |
0.0% |
94% |
False |
False |
11 |
| 100 |
12,565 |
11,338 |
1,227 |
9.8% |
3 |
0.0% |
95% |
False |
False |
8 |
| 120 |
12,565 |
11,005 |
1,560 |
12.5% |
2 |
0.0% |
96% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,850 |
|
2.618 |
12,733 |
|
1.618 |
12,661 |
|
1.000 |
12,616 |
|
0.618 |
12,589 |
|
HIGH |
12,544 |
|
0.618 |
12,517 |
|
0.500 |
12,508 |
|
0.382 |
12,500 |
|
LOW |
12,472 |
|
0.618 |
12,428 |
|
1.000 |
12,400 |
|
1.618 |
12,356 |
|
2.618 |
12,284 |
|
4.250 |
12,166 |
|
|
| Fisher Pivots for day following 13-Dec-2006 |
| Pivot |
1 day |
3 day |
| R1 |
12,508 |
12,497 |
| PP |
12,507 |
12,489 |
| S1 |
12,506 |
12,481 |
|