| Trading Metrics calculated at close of trading on 26-Dec-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2006 |
26-Dec-2006 |
Change |
Change % |
Previous Week |
| Open |
12,413.08 |
12,341.94 |
-71.14 |
-0.6% |
12,446.24 |
| High |
12,420.21 |
12,418.20 |
-2.01 |
0.0% |
12,498.47 |
| Low |
12,341.70 |
12,337.05 |
-4.65 |
0.0% |
12,341.70 |
| Close |
12,343.22 |
12,407.63 |
64.41 |
0.5% |
12,343.22 |
| Range |
78.51 |
81.15 |
2.64 |
3.4% |
156.77 |
| ATR |
82.54 |
82.44 |
-0.10 |
-0.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,631.08 |
12,600.50 |
12,452.26 |
|
| R3 |
12,549.93 |
12,519.35 |
12,429.95 |
|
| R2 |
12,468.78 |
12,468.78 |
12,422.51 |
|
| R1 |
12,438.20 |
12,438.20 |
12,415.07 |
12,453.49 |
| PP |
12,387.63 |
12,387.63 |
12,387.63 |
12,395.27 |
| S1 |
12,357.05 |
12,357.05 |
12,400.19 |
12,372.34 |
| S2 |
12,306.48 |
12,306.48 |
12,392.75 |
|
| S3 |
12,225.33 |
12,275.90 |
12,385.31 |
|
| S4 |
12,144.18 |
12,194.75 |
12,363.00 |
|
|
| Weekly Pivots for week ending 22-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,864.77 |
12,760.77 |
12,429.44 |
|
| R3 |
12,708.00 |
12,604.00 |
12,386.33 |
|
| R2 |
12,551.23 |
12,551.23 |
12,371.96 |
|
| R1 |
12,447.23 |
12,447.23 |
12,357.59 |
12,420.85 |
| PP |
12,394.46 |
12,394.46 |
12,394.46 |
12,381.27 |
| S1 |
12,290.46 |
12,290.46 |
12,328.85 |
12,264.08 |
| S2 |
12,237.69 |
12,237.69 |
12,314.48 |
|
| S3 |
12,080.92 |
12,133.69 |
12,300.11 |
|
| S4 |
11,924.15 |
11,976.92 |
12,257.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,498.47 |
12,337.05 |
161.42 |
1.3% |
76.71 |
0.6% |
44% |
False |
True |
|
| 10 |
12,498.47 |
12,252.05 |
246.42 |
2.0% |
78.69 |
0.6% |
63% |
False |
False |
|
| 20 |
12,498.47 |
12,072.60 |
425.87 |
3.4% |
84.89 |
0.7% |
79% |
False |
False |
|
| 40 |
12,498.47 |
11,965.31 |
533.16 |
4.3% |
85.69 |
0.7% |
83% |
False |
False |
|
| 60 |
12,498.47 |
11,653.06 |
845.41 |
6.8% |
84.27 |
0.7% |
89% |
False |
False |
|
| 80 |
12,498.47 |
11,323.84 |
1,174.63 |
9.5% |
83.65 |
0.7% |
92% |
False |
False |
|
| 100 |
12,498.47 |
11,042.64 |
1,455.83 |
11.7% |
85.57 |
0.7% |
94% |
False |
False |
|
| 120 |
12,498.47 |
10,683.32 |
1,815.15 |
14.6% |
92.85 |
0.7% |
95% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,763.09 |
|
2.618 |
12,630.65 |
|
1.618 |
12,549.50 |
|
1.000 |
12,499.35 |
|
0.618 |
12,468.35 |
|
HIGH |
12,418.20 |
|
0.618 |
12,387.20 |
|
0.500 |
12,377.63 |
|
0.382 |
12,368.05 |
|
LOW |
12,337.05 |
|
0.618 |
12,286.90 |
|
1.000 |
12,255.90 |
|
1.618 |
12,205.75 |
|
2.618 |
12,124.60 |
|
4.250 |
11,992.16 |
|
|
| Fisher Pivots for day following 26-Dec-2006 |
| Pivot |
1 day |
3 day |
| R1 |
12,397.63 |
12,410.39 |
| PP |
12,387.63 |
12,409.47 |
| S1 |
12,377.63 |
12,408.55 |
|