| 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 |
12,300 |
12,387 |
87 |
0.7% |
12,375 |
| High |
12,413 |
12,439 |
26 |
0.2% |
12,406 |
| Low |
12,291 |
12,379 |
88 |
0.7% |
12,176 |
| Close |
12,383 |
12,435 |
52 |
0.4% |
12,309 |
| Range |
122 |
60 |
-62 |
-50.8% |
230 |
| ATR |
87 |
85 |
-2 |
-2.2% |
0 |
| Volume |
975 |
1,878 |
903 |
92.6% |
3,026 |
|
| Daily Pivots for day following 05-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,598 |
12,576 |
12,468 |
|
| R3 |
12,538 |
12,516 |
12,452 |
|
| R2 |
12,478 |
12,478 |
12,446 |
|
| R1 |
12,456 |
12,456 |
12,441 |
12,467 |
| PP |
12,418 |
12,418 |
12,418 |
12,423 |
| S1 |
12,396 |
12,396 |
12,430 |
12,407 |
| S2 |
12,358 |
12,358 |
12,424 |
|
| S3 |
12,298 |
12,336 |
12,419 |
|
| S4 |
12,238 |
12,276 |
12,402 |
|
|
| Weekly Pivots for week ending 01-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,987 |
12,878 |
12,436 |
|
| R3 |
12,757 |
12,648 |
12,372 |
|
| R2 |
12,527 |
12,527 |
12,351 |
|
| R1 |
12,418 |
12,418 |
12,330 |
12,358 |
| PP |
12,297 |
12,297 |
12,297 |
12,267 |
| S1 |
12,188 |
12,188 |
12,288 |
12,128 |
| S2 |
12,067 |
12,067 |
12,267 |
|
| S3 |
11,837 |
11,958 |
12,246 |
|
| S4 |
11,607 |
11,728 |
12,183 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,439 |
12,194 |
245 |
2.0% |
110 |
0.9% |
98% |
True |
False |
1,065 |
| 10 |
12,468 |
12,176 |
292 |
2.3% |
92 |
0.7% |
89% |
False |
False |
614 |
| 20 |
12,474 |
12,176 |
298 |
2.4% |
83 |
0.7% |
87% |
False |
False |
329 |
| 40 |
12,474 |
11,985 |
489 |
3.9% |
67 |
0.5% |
92% |
False |
False |
173 |
| 60 |
12,474 |
11,677 |
797 |
6.4% |
56 |
0.5% |
95% |
False |
False |
120 |
| 80 |
12,474 |
11,399 |
1,075 |
8.6% |
45 |
0.4% |
96% |
False |
False |
94 |
| 100 |
12,474 |
11,017 |
1,457 |
11.7% |
36 |
0.3% |
97% |
False |
False |
75 |
| 120 |
12,474 |
10,934 |
1,540 |
12.4% |
30 |
0.2% |
97% |
False |
False |
62 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,694 |
|
2.618 |
12,596 |
|
1.618 |
12,536 |
|
1.000 |
12,499 |
|
0.618 |
12,476 |
|
HIGH |
12,439 |
|
0.618 |
12,416 |
|
0.500 |
12,409 |
|
0.382 |
12,402 |
|
LOW |
12,379 |
|
0.618 |
12,342 |
|
1.000 |
12,319 |
|
1.618 |
12,282 |
|
2.618 |
12,222 |
|
4.250 |
12,124 |
|
|
| Fisher Pivots for day following 05-Dec-2006 |
| Pivot |
1 day |
3 day |
| R1 |
12,426 |
12,396 |
| PP |
12,418 |
12,356 |
| S1 |
12,409 |
12,317 |
|