| Trading Metrics calculated at close of trading on 06-Dec-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2006 |
06-Dec-2006 |
Change |
Change % |
Previous Week |
| Open |
12,518 |
12,496 |
-22 |
-0.2% |
12,307 |
| High |
12,518 |
12,496 |
-22 |
-0.2% |
12,423 |
| Low |
12,518 |
12,496 |
-22 |
-0.2% |
12,307 |
| Close |
12,518 |
12,496 |
-22 |
-0.2% |
12,394 |
| Range |
|
|
|
|
|
| ATR |
42 |
40 |
-1 |
-3.4% |
0 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,496 |
12,496 |
12,496 |
|
| R3 |
12,496 |
12,496 |
12,496 |
|
| R2 |
12,496 |
12,496 |
12,496 |
|
| R1 |
12,496 |
12,496 |
12,496 |
12,496 |
| PP |
12,496 |
12,496 |
12,496 |
12,496 |
| S1 |
12,496 |
12,496 |
12,496 |
12,496 |
| S2 |
12,496 |
12,496 |
12,496 |
|
| S3 |
12,496 |
12,496 |
12,496 |
|
| S4 |
12,496 |
12,496 |
12,496 |
|
|
| Weekly Pivots for week ending 01-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,723 |
12,674 |
12,458 |
|
| R3 |
12,607 |
12,558 |
12,426 |
|
| R2 |
12,491 |
12,491 |
12,415 |
|
| R1 |
12,442 |
12,442 |
12,405 |
12,467 |
| PP |
12,375 |
12,375 |
12,375 |
12,387 |
| S1 |
12,326 |
12,326 |
12,383 |
12,351 |
| S2 |
12,259 |
12,259 |
12,373 |
|
| S3 |
12,143 |
12,210 |
12,362 |
|
| S4 |
12,027 |
12,094 |
12,330 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,518 |
12,394 |
124 |
1.0% |
0 |
0.0% |
82% |
False |
False |
|
| 10 |
12,524 |
12,307 |
217 |
1.7% |
0 |
0.0% |
87% |
False |
False |
|
| 20 |
12,538 |
12,303 |
235 |
1.9% |
0 |
0.0% |
82% |
False |
False |
|
| 40 |
12,538 |
12,176 |
362 |
2.9% |
0 |
0.0% |
88% |
False |
False |
|
| 60 |
12,538 |
11,761 |
777 |
6.2% |
0 |
0.0% |
95% |
False |
False |
|
| 80 |
12,538 |
11,523 |
1,015 |
8.1% |
0 |
0.0% |
96% |
False |
False |
|
| 100 |
12,538 |
11,128 |
1,410 |
11.3% |
0 |
0.0% |
97% |
False |
False |
|
| 120 |
12,538 |
11,005 |
1,533 |
12.3% |
0 |
0.0% |
97% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,496 |
|
2.618 |
12,496 |
|
1.618 |
12,496 |
|
1.000 |
12,496 |
|
0.618 |
12,496 |
|
HIGH |
12,496 |
|
0.618 |
12,496 |
|
0.500 |
12,496 |
|
0.382 |
12,496 |
|
LOW |
12,496 |
|
0.618 |
12,496 |
|
1.000 |
12,496 |
|
1.618 |
12,496 |
|
2.618 |
12,496 |
|
4.250 |
12,496 |
|
|
| Fisher Pivots for day following 06-Dec-2006 |
| Pivot |
1 day |
3 day |
| R1 |
12,496 |
12,495 |
| PP |
12,496 |
12,494 |
| S1 |
12,496 |
12,493 |
|