| Trading Metrics calculated at close of trading on 13-Dec-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2006 |
13-Dec-2006 |
Change |
Change % |
Previous Week |
| Open |
12,430 |
12,407 |
-23 |
-0.2% |
12,300 |
| High |
12,435 |
12,462 |
27 |
0.2% |
12,466 |
| Low |
12,345 |
12,393 |
48 |
0.4% |
12,291 |
| Close |
12,412 |
12,423 |
11 |
0.1% |
12,396 |
| Range |
90 |
69 |
-21 |
-23.3% |
175 |
| ATR |
83 |
82 |
-1 |
-1.2% |
0 |
| Volume |
128,885 |
121,316 |
-7,569 |
-5.9% |
224,794 |
|
| Daily Pivots for day following 13-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,633 |
12,597 |
12,461 |
|
| R3 |
12,564 |
12,528 |
12,442 |
|
| R2 |
12,495 |
12,495 |
12,436 |
|
| R1 |
12,459 |
12,459 |
12,429 |
12,477 |
| PP |
12,426 |
12,426 |
12,426 |
12,435 |
| S1 |
12,390 |
12,390 |
12,417 |
12,408 |
| S2 |
12,357 |
12,357 |
12,410 |
|
| S3 |
12,288 |
12,321 |
12,404 |
|
| S4 |
12,219 |
12,252 |
12,385 |
|
|
| Weekly Pivots for week ending 08-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,909 |
12,828 |
12,492 |
|
| R3 |
12,734 |
12,653 |
12,444 |
|
| R2 |
12,559 |
12,559 |
12,428 |
|
| R1 |
12,478 |
12,478 |
12,412 |
12,519 |
| PP |
12,384 |
12,384 |
12,384 |
12,405 |
| S1 |
12,303 |
12,303 |
12,380 |
12,344 |
| S2 |
12,209 |
12,209 |
12,364 |
|
| S3 |
12,034 |
12,128 |
12,348 |
|
| S4 |
11,859 |
11,953 |
12,300 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,466 |
12,336 |
130 |
1.0% |
83 |
0.7% |
67% |
False |
False |
108,425 |
| 10 |
12,466 |
12,194 |
272 |
2.2% |
93 |
0.7% |
84% |
False |
False |
55,684 |
| 20 |
12,474 |
12,176 |
298 |
2.4% |
81 |
0.6% |
83% |
False |
False |
27,914 |
| 40 |
12,474 |
12,059 |
415 |
3.3% |
75 |
0.6% |
88% |
False |
False |
13,970 |
| 60 |
12,474 |
11,677 |
797 |
6.4% |
62 |
0.5% |
94% |
False |
False |
9,318 |
| 80 |
12,474 |
11,452 |
1,022 |
8.2% |
50 |
0.4% |
95% |
False |
False |
6,991 |
| 100 |
12,474 |
11,267 |
1,207 |
9.7% |
41 |
0.3% |
96% |
False |
False |
5,594 |
| 120 |
12,474 |
10,934 |
1,540 |
12.4% |
34 |
0.3% |
97% |
False |
False |
4,662 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,755 |
|
2.618 |
12,643 |
|
1.618 |
12,574 |
|
1.000 |
12,531 |
|
0.618 |
12,505 |
|
HIGH |
12,462 |
|
0.618 |
12,436 |
|
0.500 |
12,428 |
|
0.382 |
12,419 |
|
LOW |
12,393 |
|
0.618 |
12,350 |
|
1.000 |
12,324 |
|
1.618 |
12,281 |
|
2.618 |
12,212 |
|
4.250 |
12,100 |
|
|
| Fisher Pivots for day following 13-Dec-2006 |
| Pivot |
1 day |
3 day |
| R1 |
12,428 |
12,417 |
| PP |
12,426 |
12,410 |
| S1 |
12,425 |
12,404 |
|