| Trading Metrics calculated at close of trading on 18-Dec-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2006 |
18-Dec-2006 |
Change |
Change % |
Previous Week |
| Open |
12,620 |
12,626 |
6 |
0.0% |
12,512 |
| High |
12,620 |
12,626 |
6 |
0.0% |
12,620 |
| Low |
12,614 |
12,626 |
12 |
0.1% |
12,418 |
| Close |
12,617 |
12,626 |
9 |
0.1% |
12,617 |
| Range |
6 |
0 |
-6 |
-100.0% |
202 |
| ATR |
50 |
47 |
-3 |
-5.9% |
0 |
| Volume |
9 |
6 |
-3 |
-33.3% |
345 |
|
| Daily Pivots for day following 18-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,626 |
12,626 |
12,626 |
|
| R3 |
12,626 |
12,626 |
12,626 |
|
| R2 |
12,626 |
12,626 |
12,626 |
|
| R1 |
12,626 |
12,626 |
12,626 |
12,626 |
| PP |
12,626 |
12,626 |
12,626 |
12,626 |
| S1 |
12,626 |
12,626 |
12,626 |
12,626 |
| S2 |
12,626 |
12,626 |
12,626 |
|
| S3 |
12,626 |
12,626 |
12,626 |
|
| S4 |
12,626 |
12,626 |
12,626 |
|
|
| Weekly Pivots for week ending 15-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,158 |
13,089 |
12,728 |
|
| R3 |
12,956 |
12,887 |
12,673 |
|
| R2 |
12,754 |
12,754 |
12,654 |
|
| R1 |
12,685 |
12,685 |
12,636 |
12,720 |
| PP |
12,552 |
12,552 |
12,552 |
12,569 |
| S1 |
12,483 |
12,483 |
12,599 |
12,518 |
| S2 |
12,350 |
12,350 |
12,580 |
|
| S3 |
12,148 |
12,281 |
12,562 |
|
| S4 |
11,946 |
12,079 |
12,506 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,626 |
12,418 |
208 |
1.6% |
17 |
0.1% |
100% |
True |
False |
4 |
| 10 |
12,626 |
12,418 |
208 |
1.6% |
26 |
0.2% |
100% |
True |
False |
89 |
| 20 |
12,626 |
12,307 |
319 |
2.5% |
13 |
0.1% |
100% |
True |
False |
44 |
| 40 |
12,626 |
12,178 |
448 |
3.5% |
7 |
0.1% |
100% |
True |
False |
22 |
| 60 |
12,626 |
11,905 |
721 |
5.7% |
4 |
0.0% |
100% |
True |
False |
15 |
| 80 |
12,626 |
11,573 |
1,053 |
8.3% |
3 |
0.0% |
100% |
True |
False |
11 |
| 100 |
12,626 |
11,338 |
1,288 |
10.2% |
3 |
0.0% |
100% |
True |
False |
9 |
| 120 |
12,626 |
11,005 |
1,621 |
12.8% |
2 |
0.0% |
100% |
True |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,626 |
|
2.618 |
12,626 |
|
1.618 |
12,626 |
|
1.000 |
12,626 |
|
0.618 |
12,626 |
|
HIGH |
12,626 |
|
0.618 |
12,626 |
|
0.500 |
12,626 |
|
0.382 |
12,626 |
|
LOW |
12,626 |
|
0.618 |
12,626 |
|
1.000 |
12,626 |
|
1.618 |
12,626 |
|
2.618 |
12,626 |
|
4.250 |
12,626 |
|
|
| Fisher Pivots for day following 18-Dec-2006 |
| Pivot |
1 day |
3 day |
| R1 |
12,626 |
12,618 |
| PP |
12,626 |
12,610 |
| S1 |
12,626 |
12,602 |
|