| Trading Metrics calculated at close of trading on 19-Dec-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2006 |
19-Dec-2006 |
Change |
Change % |
Previous Week |
| Open |
1,438.2 |
1,434.8 |
-3.4 |
-0.2% |
1,422.2 |
| High |
1,443.7 |
1,440.5 |
-3.2 |
-0.2% |
1,444.9 |
| Low |
1,432.2 |
1,426.6 |
-5.6 |
-0.4% |
1,417.3 |
| Close |
1,434.8 |
1,436.2 |
1.4 |
0.1% |
1,438.2 |
| Range |
11.5 |
13.9 |
2.4 |
20.9% |
27.6 |
| ATR |
9.9 |
10.2 |
0.3 |
2.8% |
0.0 |
| Volume |
35,653 |
27,455 |
-8,198 |
-23.0% |
489,971 |
|
| Daily Pivots for day following 19-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,476.1 |
1,470.1 |
1,443.8 |
|
| R3 |
1,462.2 |
1,456.2 |
1,440.0 |
|
| R2 |
1,448.3 |
1,448.3 |
1,438.7 |
|
| R1 |
1,442.3 |
1,442.3 |
1,437.5 |
1,445.3 |
| PP |
1,434.4 |
1,434.4 |
1,434.4 |
1,436.0 |
| S1 |
1,428.4 |
1,428.4 |
1,434.9 |
1,431.4 |
| S2 |
1,420.5 |
1,420.5 |
1,433.7 |
|
| S3 |
1,406.6 |
1,414.5 |
1,432.4 |
|
| S4 |
1,392.7 |
1,400.6 |
1,428.6 |
|
|
| Weekly Pivots for week ending 15-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,516.3 |
1,504.8 |
1,453.4 |
|
| R3 |
1,488.7 |
1,477.2 |
1,445.8 |
|
| R2 |
1,461.1 |
1,461.1 |
1,443.3 |
|
| R1 |
1,449.6 |
1,449.6 |
1,440.7 |
1,455.4 |
| PP |
1,433.5 |
1,433.5 |
1,433.5 |
1,436.3 |
| S1 |
1,422.0 |
1,422.0 |
1,435.7 |
1,427.8 |
| S2 |
1,405.9 |
1,405.9 |
1,433.1 |
|
| S3 |
1,378.3 |
1,394.4 |
1,430.6 |
|
| S4 |
1,350.7 |
1,366.8 |
1,423.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,444.9 |
1,423.2 |
21.7 |
1.5% |
11.2 |
0.8% |
60% |
False |
False |
74,252 |
| 10 |
1,444.9 |
1,416.5 |
28.4 |
2.0% |
10.2 |
0.7% |
69% |
False |
False |
81,160 |
| 20 |
1,444.9 |
1,392.0 |
52.9 |
3.7% |
10.2 |
0.7% |
84% |
False |
False |
50,758 |
| 40 |
1,444.9 |
1,377.5 |
67.4 |
4.7% |
9.2 |
0.6% |
87% |
False |
False |
26,401 |
| 60 |
1,444.9 |
1,348.0 |
96.9 |
6.7% |
8.4 |
0.6% |
91% |
False |
False |
17,735 |
| 80 |
1,444.9 |
1,316.9 |
128.0 |
8.9% |
7.1 |
0.5% |
93% |
False |
False |
13,317 |
| 100 |
1,444.9 |
1,287.7 |
157.2 |
10.9% |
5.8 |
0.4% |
94% |
False |
False |
10,674 |
| 120 |
1,444.9 |
1,262.2 |
182.7 |
12.7% |
5.0 |
0.3% |
95% |
False |
False |
8,896 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,499.6 |
|
2.618 |
1,476.9 |
|
1.618 |
1,463.0 |
|
1.000 |
1,454.4 |
|
0.618 |
1,449.1 |
|
HIGH |
1,440.5 |
|
0.618 |
1,435.2 |
|
0.500 |
1,433.6 |
|
0.382 |
1,431.9 |
|
LOW |
1,426.6 |
|
0.618 |
1,418.0 |
|
1.000 |
1,412.7 |
|
1.618 |
1,404.1 |
|
2.618 |
1,390.2 |
|
4.250 |
1,367.5 |
|
|
| Fisher Pivots for day following 19-Dec-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1,435.3 |
1,436.1 |
| PP |
1,434.4 |
1,435.9 |
| S1 |
1,433.6 |
1,435.8 |
|