| 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 |
1,435.4 |
1,430.2 |
-5.2 |
-0.4% |
1,438.2 |
| High |
1,439.5 |
1,431.8 |
-7.7 |
-0.5% |
1,443.7 |
| Low |
1,426.8 |
1,420.0 |
-6.8 |
-0.5% |
1,420.0 |
| Close |
1,429.8 |
1,420.3 |
-9.5 |
-0.7% |
1,420.3 |
| Range |
12.7 |
11.8 |
-0.9 |
-7.1% |
23.7 |
| ATR |
10.1 |
10.3 |
0.1 |
1.2% |
0.0 |
| Volume |
19,206 |
24,123 |
4,917 |
25.6% |
144,752 |
|
| Daily Pivots for day following 22-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,459.4 |
1,451.7 |
1,426.8 |
|
| R3 |
1,447.6 |
1,439.9 |
1,423.5 |
|
| R2 |
1,435.8 |
1,435.8 |
1,422.5 |
|
| R1 |
1,428.1 |
1,428.1 |
1,421.4 |
1,426.1 |
| PP |
1,424.0 |
1,424.0 |
1,424.0 |
1,423.0 |
| S1 |
1,416.3 |
1,416.3 |
1,419.2 |
1,414.3 |
| S2 |
1,412.2 |
1,412.2 |
1,418.1 |
|
| S3 |
1,400.4 |
1,404.5 |
1,417.1 |
|
| S4 |
1,388.6 |
1,392.7 |
1,413.8 |
|
|
| Weekly Pivots for week ending 22-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,499.1 |
1,483.4 |
1,433.3 |
|
| R3 |
1,475.4 |
1,459.7 |
1,426.8 |
|
| R2 |
1,451.7 |
1,451.7 |
1,424.6 |
|
| R1 |
1,436.0 |
1,436.0 |
1,422.5 |
1,432.0 |
| PP |
1,428.0 |
1,428.0 |
1,428.0 |
1,426.0 |
| S1 |
1,412.3 |
1,412.3 |
1,418.1 |
1,408.3 |
| S2 |
1,404.3 |
1,404.3 |
1,416.0 |
|
| S3 |
1,380.6 |
1,388.6 |
1,413.8 |
|
| S4 |
1,356.9 |
1,364.9 |
1,407.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,443.7 |
1,420.0 |
23.7 |
1.7% |
11.3 |
0.8% |
1% |
False |
True |
28,950 |
| 10 |
1,444.9 |
1,417.3 |
27.6 |
1.9% |
10.4 |
0.7% |
11% |
False |
False |
63,472 |
| 20 |
1,444.9 |
1,392.0 |
52.9 |
3.7% |
11.0 |
0.8% |
53% |
False |
False |
53,857 |
| 40 |
1,444.9 |
1,377.5 |
67.4 |
4.7% |
9.4 |
0.7% |
64% |
False |
False |
28,363 |
| 60 |
1,444.9 |
1,348.0 |
96.9 |
6.8% |
8.7 |
0.6% |
75% |
False |
False |
19,094 |
| 80 |
1,444.9 |
1,316.9 |
128.0 |
9.0% |
7.5 |
0.5% |
81% |
False |
False |
14,337 |
| 100 |
1,444.9 |
1,287.7 |
157.2 |
11.1% |
6.1 |
0.4% |
84% |
False |
False |
11,480 |
| 120 |
1,444.9 |
1,262.2 |
182.7 |
12.9% |
5.2 |
0.4% |
87% |
False |
False |
9,577 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,482.0 |
|
2.618 |
1,462.7 |
|
1.618 |
1,450.9 |
|
1.000 |
1,443.6 |
|
0.618 |
1,439.1 |
|
HIGH |
1,431.8 |
|
0.618 |
1,427.3 |
|
0.500 |
1,425.9 |
|
0.382 |
1,424.5 |
|
LOW |
1,420.0 |
|
0.618 |
1,412.7 |
|
1.000 |
1,408.2 |
|
1.618 |
1,400.9 |
|
2.618 |
1,389.1 |
|
4.250 |
1,369.9 |
|
|
| Fisher Pivots for day following 22-Dec-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1,425.9 |
1,430.3 |
| PP |
1,424.0 |
1,426.9 |
| S1 |
1,422.2 |
1,423.6 |
|