| Trading Metrics calculated at close of trading on 21-Dec-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2006 |
21-Dec-2006 |
Change |
Change % |
Previous Week |
| Open |
12,555 |
12,550 |
-5 |
0.0% |
12,398 |
| High |
12,580 |
12,575 |
-5 |
0.0% |
12,577 |
| Low |
12,534 |
12,474 |
-60 |
-0.5% |
12,345 |
| Close |
12,544 |
12,501 |
-43 |
-0.3% |
12,535 |
| Range |
46 |
101 |
55 |
119.6% |
232 |
| ATR |
81 |
82 |
1 |
1.8% |
0 |
| Volume |
62,354 |
86,465 |
24,111 |
38.7% |
549,185 |
|
| Daily Pivots for day following 21-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,820 |
12,761 |
12,557 |
|
| R3 |
12,719 |
12,660 |
12,529 |
|
| R2 |
12,618 |
12,618 |
12,520 |
|
| R1 |
12,559 |
12,559 |
12,510 |
12,538 |
| PP |
12,517 |
12,517 |
12,517 |
12,506 |
| S1 |
12,458 |
12,458 |
12,492 |
12,437 |
| S2 |
12,416 |
12,416 |
12,483 |
|
| S3 |
12,315 |
12,357 |
12,473 |
|
| S4 |
12,214 |
12,256 |
12,446 |
|
|
| 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 |
12,580 |
12,474 |
106 |
0.8% |
76 |
0.6% |
25% |
False |
True |
83,370 |
| 10 |
12,580 |
12,336 |
244 |
2.0% |
81 |
0.6% |
68% |
False |
False |
100,539 |
| 20 |
12,580 |
12,176 |
404 |
3.2% |
92 |
0.7% |
80% |
False |
False |
55,503 |
| 40 |
12,580 |
12,059 |
521 |
4.2% |
81 |
0.6% |
85% |
False |
False |
27,770 |
| 60 |
12,580 |
11,827 |
753 |
6.0% |
68 |
0.5% |
90% |
False |
False |
18,519 |
| 80 |
12,580 |
11,490 |
1,090 |
8.7% |
56 |
0.4% |
93% |
False |
False |
13,891 |
| 100 |
12,580 |
11,267 |
1,313 |
10.5% |
46 |
0.4% |
94% |
False |
False |
11,116 |
| 120 |
12,580 |
10,934 |
1,646 |
13.2% |
38 |
0.3% |
95% |
False |
False |
9,263 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,004 |
|
2.618 |
12,840 |
|
1.618 |
12,739 |
|
1.000 |
12,676 |
|
0.618 |
12,638 |
|
HIGH |
12,575 |
|
0.618 |
12,537 |
|
0.500 |
12,525 |
|
0.382 |
12,513 |
|
LOW |
12,474 |
|
0.618 |
12,412 |
|
1.000 |
12,373 |
|
1.618 |
12,311 |
|
2.618 |
12,210 |
|
4.250 |
12,045 |
|
|
| Fisher Pivots for day following 21-Dec-2006 |
| Pivot |
1 day |
3 day |
| R1 |
12,525 |
12,527 |
| PP |
12,517 |
12,518 |
| S1 |
12,509 |
12,510 |
|