| Trading Metrics calculated at close of trading on 29-Dec-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2006 |
29-Dec-2006 |
Change |
Change % |
Previous Week |
| Open |
12,510.57 |
12,500.48 |
-10.09 |
-0.1% |
12,341.94 |
| High |
12,529.88 |
12,526.03 |
-3.85 |
0.0% |
12,529.88 |
| Low |
12,478.13 |
12,451.13 |
-27.00 |
-0.2% |
12,337.05 |
| Close |
12,501.52 |
12,463.15 |
-38.37 |
-0.3% |
12,463.15 |
| Range |
51.75 |
74.90 |
23.15 |
44.7% |
192.83 |
| ATR |
82.18 |
81.66 |
-0.52 |
-0.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 29-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,704.80 |
12,658.88 |
12,504.35 |
|
| R3 |
12,629.90 |
12,583.98 |
12,483.75 |
|
| R2 |
12,555.00 |
12,555.00 |
12,476.88 |
|
| R1 |
12,509.08 |
12,509.08 |
12,470.02 |
12,494.59 |
| PP |
12,480.10 |
12,480.10 |
12,480.10 |
12,472.86 |
| S1 |
12,434.18 |
12,434.18 |
12,456.28 |
12,419.69 |
| S2 |
12,405.20 |
12,405.20 |
12,449.42 |
|
| S3 |
12,330.30 |
12,359.28 |
12,442.55 |
|
| S4 |
12,255.40 |
12,284.38 |
12,421.96 |
|
|
| Weekly Pivots for week ending 29-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,021.85 |
12,935.33 |
12,569.21 |
|
| R3 |
12,829.02 |
12,742.50 |
12,516.18 |
|
| R2 |
12,636.19 |
12,636.19 |
12,498.50 |
|
| R1 |
12,549.67 |
12,549.67 |
12,480.83 |
12,592.93 |
| PP |
12,443.36 |
12,443.36 |
12,443.36 |
12,464.99 |
| S1 |
12,356.84 |
12,356.84 |
12,445.47 |
12,400.10 |
| S2 |
12,250.53 |
12,250.53 |
12,427.80 |
|
| S3 |
12,057.70 |
12,164.01 |
12,410.12 |
|
| S4 |
11,864.87 |
11,971.18 |
12,357.09 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,529.88 |
12,337.05 |
192.83 |
1.5% |
79.55 |
0.6% |
65% |
False |
False |
|
| 10 |
12,529.88 |
12,337.05 |
192.83 |
1.5% |
75.18 |
0.6% |
65% |
False |
False |
|
| 20 |
12,529.88 |
12,089.98 |
439.90 |
3.5% |
82.02 |
0.7% |
85% |
False |
False |
|
| 40 |
12,529.88 |
11,965.31 |
564.57 |
4.5% |
84.84 |
0.7% |
88% |
False |
False |
|
| 60 |
12,529.88 |
11,794.17 |
735.71 |
5.9% |
82.94 |
0.7% |
91% |
False |
False |
|
| 80 |
12,529.88 |
11,323.84 |
1,206.04 |
9.7% |
83.94 |
0.7% |
94% |
False |
False |
|
| 100 |
12,529.88 |
11,042.64 |
1,487.24 |
11.9% |
84.49 |
0.7% |
96% |
False |
False |
|
| 120 |
12,529.88 |
10,683.32 |
1,846.56 |
14.8% |
91.79 |
0.7% |
96% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,844.36 |
|
2.618 |
12,722.12 |
|
1.618 |
12,647.22 |
|
1.000 |
12,600.93 |
|
0.618 |
12,572.32 |
|
HIGH |
12,526.03 |
|
0.618 |
12,497.42 |
|
0.500 |
12,488.58 |
|
0.382 |
12,479.74 |
|
LOW |
12,451.13 |
|
0.618 |
12,404.84 |
|
1.000 |
12,376.23 |
|
1.618 |
12,329.94 |
|
2.618 |
12,255.04 |
|
4.250 |
12,132.81 |
|
|
| Fisher Pivots for day following 29-Dec-2006 |
| Pivot |
1 day |
3 day |
| R1 |
12,488.58 |
12,468.84 |
| PP |
12,480.10 |
12,466.94 |
| S1 |
12,471.63 |
12,465.05 |
|