| Trading Metrics calculated at close of trading on 26-Dec-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2006 |
26-Dec-2006 |
Change |
Change % |
Previous Week |
| Open |
12,507 |
12,427 |
-80 |
-0.6% |
12,536 |
| High |
12,522 |
12,501 |
-21 |
-0.2% |
12,580 |
| Low |
12,411 |
12,415 |
4 |
0.0% |
12,411 |
| Close |
12,418 |
12,494 |
76 |
0.6% |
12,418 |
| Range |
111 |
86 |
-25 |
-22.5% |
169 |
| ATR |
84 |
85 |
0 |
0.1% |
0 |
| Volume |
70,156 |
33,604 |
-36,552 |
-52.1% |
403,082 |
|
| Daily Pivots for day following 26-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,728 |
12,697 |
12,541 |
|
| R3 |
12,642 |
12,611 |
12,518 |
|
| R2 |
12,556 |
12,556 |
12,510 |
|
| R1 |
12,525 |
12,525 |
12,502 |
12,541 |
| PP |
12,470 |
12,470 |
12,470 |
12,478 |
| S1 |
12,439 |
12,439 |
12,486 |
12,455 |
| S2 |
12,384 |
12,384 |
12,478 |
|
| S3 |
12,298 |
12,353 |
12,470 |
|
| S4 |
12,212 |
12,267 |
12,447 |
|
|
| 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% |
88 |
0.7% |
49% |
False |
False |
71,015 |
| 10 |
12,580 |
12,345 |
235 |
1.9% |
86 |
0.7% |
63% |
False |
False |
90,609 |
| 20 |
12,580 |
12,176 |
404 |
3.2% |
90 |
0.7% |
79% |
False |
False |
60,668 |
| 40 |
12,580 |
12,059 |
521 |
4.2% |
83 |
0.7% |
83% |
False |
False |
30,362 |
| 60 |
12,580 |
11,855 |
725 |
5.8% |
70 |
0.6% |
88% |
False |
False |
20,248 |
| 80 |
12,580 |
11,524 |
1,056 |
8.5% |
58 |
0.5% |
92% |
False |
False |
15,188 |
| 100 |
12,580 |
11,267 |
1,313 |
10.5% |
48 |
0.4% |
93% |
False |
False |
12,153 |
| 120 |
12,580 |
10,934 |
1,646 |
13.2% |
40 |
0.3% |
95% |
False |
False |
10,128 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,867 |
|
2.618 |
12,726 |
|
1.618 |
12,640 |
|
1.000 |
12,587 |
|
0.618 |
12,554 |
|
HIGH |
12,501 |
|
0.618 |
12,468 |
|
0.500 |
12,458 |
|
0.382 |
12,448 |
|
LOW |
12,415 |
|
0.618 |
12,362 |
|
1.000 |
12,329 |
|
1.618 |
12,276 |
|
2.618 |
12,190 |
|
4.250 |
12,050 |
|
|
| Fisher Pivots for day following 26-Dec-2006 |
| Pivot |
1 day |
3 day |
| R1 |
12,482 |
12,494 |
| PP |
12,470 |
12,493 |
| S1 |
12,458 |
12,493 |
|