| Trading Metrics calculated at close of trading on 05-Dec-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2006 |
05-Dec-2006 |
Change |
Change % |
Previous Week |
| Open |
12,195.57 |
12,283.69 |
88.12 |
0.7% |
12,279.13 |
| High |
12,309.97 |
12,335.37 |
25.40 |
0.2% |
12,279.53 |
| Low |
12,195.57 |
12,276.08 |
80.51 |
0.7% |
12,072.60 |
| Close |
12,283.85 |
12,331.60 |
47.75 |
0.4% |
12,194.13 |
| Range |
114.40 |
59.29 |
-55.11 |
-48.2% |
206.93 |
| ATR |
94.79 |
92.25 |
-2.54 |
-2.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 05-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,492.22 |
12,471.20 |
12,364.21 |
|
| R3 |
12,432.93 |
12,411.91 |
12,347.90 |
|
| R2 |
12,373.64 |
12,373.64 |
12,342.47 |
|
| R1 |
12,352.62 |
12,352.62 |
12,337.03 |
12,363.13 |
| PP |
12,314.35 |
12,314.35 |
12,314.35 |
12,319.61 |
| S1 |
12,293.33 |
12,293.33 |
12,326.17 |
12,303.84 |
| S2 |
12,255.06 |
12,255.06 |
12,320.73 |
|
| S3 |
12,195.77 |
12,234.04 |
12,315.30 |
|
| S4 |
12,136.48 |
12,174.75 |
12,298.99 |
|
|
| Weekly Pivots for week ending 01-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,802.88 |
12,705.43 |
12,307.94 |
|
| R3 |
12,595.95 |
12,498.50 |
12,251.04 |
|
| R2 |
12,389.02 |
12,389.02 |
12,232.07 |
|
| R1 |
12,291.57 |
12,291.57 |
12,213.10 |
12,236.83 |
| PP |
12,182.09 |
12,182.09 |
12,182.09 |
12,154.72 |
| S1 |
12,084.64 |
12,084.64 |
12,175.16 |
12,029.90 |
| S2 |
11,975.16 |
11,975.16 |
12,156.19 |
|
| S3 |
11,768.23 |
11,877.71 |
12,137.22 |
|
| S4 |
11,561.30 |
11,670.78 |
12,080.32 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,335.37 |
12,089.98 |
245.39 |
2.0% |
110.13 |
0.9% |
98% |
True |
False |
|
| 10 |
12,361.00 |
12,072.60 |
288.40 |
2.3% |
96.33 |
0.8% |
90% |
False |
False |
|
| 20 |
12,361.00 |
12,072.60 |
288.40 |
2.3% |
90.10 |
0.7% |
90% |
False |
False |
|
| 40 |
12,361.00 |
11,794.17 |
566.83 |
4.6% |
87.35 |
0.7% |
95% |
False |
False |
|
| 60 |
12,361.00 |
11,395.71 |
965.29 |
7.8% |
86.24 |
0.7% |
97% |
False |
False |
|
| 80 |
12,361.00 |
11,079.78 |
1,281.22 |
10.4% |
84.75 |
0.7% |
98% |
False |
False |
|
| 100 |
12,361.00 |
10,683.32 |
1,677.68 |
13.6% |
92.25 |
0.7% |
98% |
False |
False |
|
| 120 |
12,361.00 |
10,683.32 |
1,677.68 |
13.6% |
96.87 |
0.8% |
98% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,587.35 |
|
2.618 |
12,490.59 |
|
1.618 |
12,431.30 |
|
1.000 |
12,394.66 |
|
0.618 |
12,372.01 |
|
HIGH |
12,335.37 |
|
0.618 |
12,312.72 |
|
0.500 |
12,305.73 |
|
0.382 |
12,298.73 |
|
LOW |
12,276.08 |
|
0.618 |
12,239.44 |
|
1.000 |
12,216.79 |
|
1.618 |
12,180.15 |
|
2.618 |
12,120.86 |
|
4.250 |
12,024.10 |
|
|
| Fisher Pivots for day following 05-Dec-2006 |
| Pivot |
1 day |
3 day |
| R1 |
12,322.98 |
12,291.96 |
| PP |
12,314.35 |
12,252.32 |
| S1 |
12,305.73 |
12,212.68 |
|