| Trading Metrics calculated at close of trading on 22-Dec-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2006 |
22-Dec-2006 |
Change |
Change % |
Previous Week |
| Open |
12,550 |
12,507 |
-43 |
-0.3% |
12,536 |
| High |
12,575 |
12,522 |
-53 |
-0.4% |
12,580 |
| Low |
12,474 |
12,411 |
-63 |
-0.5% |
12,411 |
| Close |
12,501 |
12,418 |
-83 |
-0.7% |
12,418 |
| Range |
101 |
111 |
10 |
9.9% |
169 |
| ATR |
82 |
84 |
2 |
2.5% |
0 |
| Volume |
86,465 |
70,156 |
-16,309 |
-18.9% |
403,082 |
|
| Daily Pivots for day following 22-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,783 |
12,712 |
12,479 |
|
| R3 |
12,672 |
12,601 |
12,449 |
|
| R2 |
12,561 |
12,561 |
12,438 |
|
| R1 |
12,490 |
12,490 |
12,428 |
12,470 |
| PP |
12,450 |
12,450 |
12,450 |
12,441 |
| S1 |
12,379 |
12,379 |
12,408 |
12,359 |
| S2 |
12,339 |
12,339 |
12,398 |
|
| S3 |
12,228 |
12,268 |
12,388 |
|
| S4 |
12,117 |
12,157 |
12,357 |
|
|
| Weekly Pivots for week ending 22-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,977 |
12,866 |
12,511 |
|
| R3 |
12,808 |
12,697 |
12,465 |
|
| R2 |
12,639 |
12,639 |
12,449 |
|
| R1 |
12,528 |
12,528 |
12,434 |
12,499 |
| PP |
12,470 |
12,470 |
12,470 |
12,455 |
| S1 |
12,359 |
12,359 |
12,403 |
12,330 |
| S2 |
12,301 |
12,301 |
12,387 |
|
| S3 |
12,132 |
12,190 |
12,372 |
|
| S4 |
11,963 |
12,021 |
12,325 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,580 |
12,411 |
169 |
1.4% |
83 |
0.7% |
4% |
False |
True |
80,616 |
| 10 |
12,580 |
12,345 |
235 |
1.9% |
82 |
0.7% |
31% |
False |
False |
95,226 |
| 20 |
12,580 |
12,176 |
404 |
3.3% |
95 |
0.8% |
60% |
False |
False |
59,004 |
| 40 |
12,580 |
12,059 |
521 |
4.2% |
82 |
0.7% |
69% |
False |
False |
29,524 |
| 60 |
12,580 |
11,827 |
753 |
6.1% |
70 |
0.6% |
78% |
False |
False |
19,688 |
| 80 |
12,580 |
11,524 |
1,056 |
8.5% |
57 |
0.5% |
85% |
False |
False |
14,768 |
| 100 |
12,580 |
11,267 |
1,313 |
10.6% |
47 |
0.4% |
88% |
False |
False |
11,817 |
| 120 |
12,580 |
10,934 |
1,646 |
13.3% |
39 |
0.3% |
90% |
False |
False |
9,847 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,994 |
|
2.618 |
12,813 |
|
1.618 |
12,702 |
|
1.000 |
12,633 |
|
0.618 |
12,591 |
|
HIGH |
12,522 |
|
0.618 |
12,480 |
|
0.500 |
12,467 |
|
0.382 |
12,454 |
|
LOW |
12,411 |
|
0.618 |
12,343 |
|
1.000 |
12,300 |
|
1.618 |
12,232 |
|
2.618 |
12,121 |
|
4.250 |
11,939 |
|
|
| Fisher Pivots for day following 22-Dec-2006 |
| Pivot |
1 day |
3 day |
| R1 |
12,467 |
12,496 |
| PP |
12,450 |
12,470 |
| S1 |
12,434 |
12,444 |
|