| Trading Metrics calculated at close of trading on 29-Dec-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2006 |
29-Dec-2006 |
Change |
Change % |
Previous Week |
| Open |
1,437.0 |
1,434.3 |
-2.7 |
-0.2% |
1,421.5 |
| High |
1,438.0 |
1,437.3 |
-0.7 |
0.0% |
1,438.7 |
| Low |
1,432.0 |
1,426.0 |
-6.0 |
-0.4% |
1,420.4 |
| Close |
1,433.8 |
1,428.4 |
-5.4 |
-0.4% |
1,428.4 |
| Range |
6.0 |
11.3 |
5.3 |
88.3% |
18.3 |
| ATR |
9.9 |
10.0 |
0.1 |
1.0% |
0.0 |
| Volume |
21,982 |
21,130 |
-852 |
-3.9% |
80,243 |
|
| Daily Pivots for day following 29-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,464.5 |
1,457.7 |
1,434.6 |
|
| R3 |
1,453.2 |
1,446.4 |
1,431.5 |
|
| R2 |
1,441.9 |
1,441.9 |
1,430.5 |
|
| R1 |
1,435.1 |
1,435.1 |
1,429.4 |
1,432.9 |
| PP |
1,430.6 |
1,430.6 |
1,430.6 |
1,429.4 |
| S1 |
1,423.8 |
1,423.8 |
1,427.4 |
1,421.6 |
| S2 |
1,419.3 |
1,419.3 |
1,426.3 |
|
| S3 |
1,408.0 |
1,412.5 |
1,425.3 |
|
| S4 |
1,396.7 |
1,401.2 |
1,422.2 |
|
|
| Weekly Pivots for week ending 29-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,484.1 |
1,474.5 |
1,438.5 |
|
| R3 |
1,465.8 |
1,456.2 |
1,433.4 |
|
| R2 |
1,447.5 |
1,447.5 |
1,431.8 |
|
| R1 |
1,437.9 |
1,437.9 |
1,430.1 |
1,442.7 |
| PP |
1,429.2 |
1,429.2 |
1,429.2 |
1,431.6 |
| S1 |
1,419.6 |
1,419.6 |
1,426.7 |
1,424.4 |
| S2 |
1,410.9 |
1,410.9 |
1,425.0 |
|
| S3 |
1,392.6 |
1,401.3 |
1,423.4 |
|
| S4 |
1,374.3 |
1,383.0 |
1,418.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,438.7 |
1,420.0 |
18.7 |
1.3% |
9.6 |
0.7% |
45% |
False |
False |
20,873 |
| 10 |
1,444.9 |
1,420.0 |
24.9 |
1.7% |
10.0 |
0.7% |
34% |
False |
False |
30,642 |
| 20 |
1,444.9 |
1,399.5 |
45.4 |
3.2% |
10.2 |
0.7% |
64% |
False |
False |
54,603 |
| 40 |
1,444.9 |
1,377.5 |
67.4 |
4.7% |
9.4 |
0.7% |
76% |
False |
False |
30,301 |
| 60 |
1,444.9 |
1,363.0 |
81.9 |
5.7% |
8.6 |
0.6% |
80% |
False |
False |
20,429 |
| 80 |
1,444.9 |
1,316.9 |
128.0 |
9.0% |
8.0 |
0.6% |
87% |
False |
False |
15,336 |
| 100 |
1,444.9 |
1,287.7 |
157.2 |
11.0% |
6.4 |
0.5% |
90% |
False |
False |
12,282 |
| 120 |
1,444.9 |
1,262.2 |
182.7 |
12.8% |
5.4 |
0.4% |
91% |
False |
False |
10,246 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,485.3 |
|
2.618 |
1,466.9 |
|
1.618 |
1,455.6 |
|
1.000 |
1,448.6 |
|
0.618 |
1,444.3 |
|
HIGH |
1,437.3 |
|
0.618 |
1,433.0 |
|
0.500 |
1,431.7 |
|
0.382 |
1,430.3 |
|
LOW |
1,426.0 |
|
0.618 |
1,419.0 |
|
1.000 |
1,414.7 |
|
1.618 |
1,407.7 |
|
2.618 |
1,396.4 |
|
4.250 |
1,378.0 |
|
|
| Fisher Pivots for day following 29-Dec-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1,431.7 |
1,432.4 |
| PP |
1,430.6 |
1,431.0 |
| S1 |
1,429.5 |
1,429.7 |
|