| 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 |
12,591 |
12,677 |
86 |
0.7% |
12,626 |
| High |
12,591 |
12,677 |
86 |
0.7% |
12,660 |
| Low |
12,591 |
12,677 |
86 |
0.7% |
12,522 |
| Close |
12,591 |
12,684 |
93 |
0.7% |
12,515 |
| Range |
|
|
|
|
|
| ATR |
51 |
54 |
2 |
4.9% |
0 |
| Volume |
3 |
1 |
-2 |
-66.7% |
18 |
|
| Daily Pivots for day following 27-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,679 |
12,682 |
12,684 |
|
| R3 |
12,679 |
12,682 |
12,684 |
|
| R2 |
12,679 |
12,679 |
12,684 |
|
| R1 |
12,682 |
12,682 |
12,684 |
12,681 |
| PP |
12,679 |
12,679 |
12,679 |
12,679 |
| S1 |
12,682 |
12,682 |
12,684 |
12,681 |
| S2 |
12,679 |
12,679 |
12,684 |
|
| S3 |
12,679 |
12,682 |
12,684 |
|
| S4 |
12,679 |
12,682 |
12,684 |
|
|
| Weekly Pivots for week ending 22-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,980 |
12,885 |
12,591 |
|
| R3 |
12,842 |
12,747 |
12,553 |
|
| R2 |
12,704 |
12,704 |
12,540 |
|
| R1 |
12,609 |
12,609 |
12,528 |
12,588 |
| PP |
12,566 |
12,566 |
12,566 |
12,555 |
| S1 |
12,471 |
12,471 |
12,502 |
12,450 |
| S2 |
12,428 |
12,428 |
12,490 |
|
| S3 |
12,290 |
12,333 |
12,477 |
|
| S4 |
12,152 |
12,195 |
12,439 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,677 |
12,522 |
155 |
1.2% |
12 |
0.1% |
105% |
True |
False |
2 |
| 10 |
12,677 |
12,472 |
205 |
1.6% |
20 |
0.2% |
103% |
True |
False |
3 |
| 20 |
12,677 |
12,394 |
283 |
2.2% |
19 |
0.2% |
102% |
True |
False |
45 |
| 40 |
12,677 |
12,178 |
499 |
3.9% |
10 |
0.1% |
101% |
True |
False |
22 |
| 60 |
12,677 |
12,076 |
601 |
4.7% |
6 |
0.1% |
101% |
True |
False |
15 |
| 80 |
12,677 |
11,573 |
1,104 |
8.7% |
5 |
0.0% |
101% |
True |
False |
11 |
| 100 |
12,677 |
11,338 |
1,339 |
10.6% |
4 |
0.0% |
101% |
True |
False |
9 |
| 120 |
12,677 |
11,005 |
1,672 |
13.2% |
3 |
0.0% |
100% |
True |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,677 |
|
2.618 |
12,677 |
|
1.618 |
12,677 |
|
1.000 |
12,677 |
|
0.618 |
12,677 |
|
HIGH |
12,677 |
|
0.618 |
12,677 |
|
0.500 |
12,677 |
|
0.382 |
12,677 |
|
LOW |
12,677 |
|
0.618 |
12,677 |
|
1.000 |
12,677 |
|
1.618 |
12,677 |
|
2.618 |
12,677 |
|
4.250 |
12,677 |
|
|
| Fisher Pivots for day following 27-Dec-2006 |
| Pivot |
1 day |
3 day |
| R1 |
12,682 |
12,656 |
| PP |
12,679 |
12,628 |
| S1 |
12,677 |
12,600 |
|