| Trading Metrics calculated at close of trading on 18-Dec-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2006 |
18-Dec-2006 |
Change |
Change % |
Previous Week |
| Open |
12,515 |
12,536 |
21 |
0.2% |
12,398 |
| High |
12,577 |
12,579 |
2 |
0.0% |
12,577 |
| Low |
12,503 |
12,517 |
14 |
0.1% |
12,345 |
| Close |
12,535 |
12,536 |
1 |
0.0% |
12,535 |
| Range |
74 |
62 |
-12 |
-16.2% |
232 |
| ATR |
84 |
83 |
-2 |
-1.9% |
0 |
| Volume |
83,926 |
81,610 |
-2,316 |
-2.8% |
549,185 |
|
| Daily Pivots for day following 18-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,730 |
12,695 |
12,570 |
|
| R3 |
12,668 |
12,633 |
12,553 |
|
| R2 |
12,606 |
12,606 |
12,547 |
|
| R1 |
12,571 |
12,571 |
12,542 |
12,567 |
| PP |
12,544 |
12,544 |
12,544 |
12,542 |
| S1 |
12,509 |
12,509 |
12,530 |
12,505 |
| S2 |
12,482 |
12,482 |
12,525 |
|
| S3 |
12,420 |
12,447 |
12,519 |
|
| S4 |
12,358 |
12,385 |
12,502 |
|
|
| Weekly Pivots for week ending 15-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,182 |
13,090 |
12,663 |
|
| R3 |
12,950 |
12,858 |
12,599 |
|
| R2 |
12,718 |
12,718 |
12,578 |
|
| R1 |
12,626 |
12,626 |
12,556 |
12,672 |
| PP |
12,486 |
12,486 |
12,486 |
12,509 |
| S1 |
12,394 |
12,394 |
12,514 |
12,440 |
| S2 |
12,254 |
12,254 |
12,493 |
|
| S3 |
12,022 |
12,162 |
12,471 |
|
| S4 |
11,790 |
11,930 |
12,408 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,579 |
12,345 |
234 |
1.9% |
84 |
0.7% |
82% |
True |
False |
110,203 |
| 10 |
12,579 |
12,336 |
243 |
1.9% |
78 |
0.6% |
82% |
True |
False |
85,461 |
| 20 |
12,579 |
12,176 |
403 |
3.2% |
84 |
0.7% |
89% |
True |
False |
42,945 |
| 40 |
12,579 |
12,059 |
520 |
4.1% |
77 |
0.6% |
92% |
True |
False |
21,488 |
| 60 |
12,579 |
11,760 |
819 |
6.5% |
66 |
0.5% |
95% |
True |
False |
14,332 |
| 80 |
12,579 |
11,490 |
1,089 |
8.7% |
53 |
0.4% |
96% |
True |
False |
10,750 |
| 100 |
12,579 |
11,267 |
1,312 |
10.5% |
43 |
0.3% |
97% |
True |
False |
8,602 |
| 120 |
12,579 |
10,934 |
1,645 |
13.1% |
36 |
0.3% |
97% |
True |
False |
7,169 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,843 |
|
2.618 |
12,741 |
|
1.618 |
12,679 |
|
1.000 |
12,641 |
|
0.618 |
12,617 |
|
HIGH |
12,579 |
|
0.618 |
12,555 |
|
0.500 |
12,548 |
|
0.382 |
12,541 |
|
LOW |
12,517 |
|
0.618 |
12,479 |
|
1.000 |
12,455 |
|
1.618 |
12,417 |
|
2.618 |
12,355 |
|
4.250 |
12,254 |
|
|
| Fisher Pivots for day following 18-Dec-2006 |
| Pivot |
1 day |
3 day |
| R1 |
12,548 |
12,521 |
| PP |
12,544 |
12,507 |
| S1 |
12,540 |
12,492 |
|