| Trading Metrics calculated at close of trading on 07-Dec-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2006 |
07-Dec-2006 |
Change |
Change % |
Previous Week |
| Open |
12,496 |
12,485 |
-11 |
-0.1% |
12,307 |
| High |
12,496 |
12,565 |
69 |
0.6% |
12,423 |
| Low |
12,496 |
12,452 |
-44 |
-0.4% |
12,307 |
| Close |
12,496 |
12,456 |
-40 |
-0.3% |
12,394 |
| Range |
0 |
113 |
113 |
|
116 |
| ATR |
40 |
45 |
5 |
13.0% |
0 |
| Volume |
0 |
217 |
217 |
|
0 |
|
| Daily Pivots for day following 07-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,830 |
12,756 |
12,518 |
|
| R3 |
12,717 |
12,643 |
12,487 |
|
| R2 |
12,604 |
12,604 |
12,477 |
|
| R1 |
12,530 |
12,530 |
12,466 |
12,511 |
| PP |
12,491 |
12,491 |
12,491 |
12,481 |
| S1 |
12,417 |
12,417 |
12,446 |
12,398 |
| S2 |
12,378 |
12,378 |
12,435 |
|
| S3 |
12,265 |
12,304 |
12,425 |
|
| S4 |
12,152 |
12,191 |
12,394 |
|
|
| 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 |
12,565 |
12,394 |
171 |
1.4% |
23 |
0.2% |
36% |
True |
False |
43 |
| 10 |
12,565 |
12,307 |
258 |
2.1% |
11 |
0.1% |
58% |
True |
False |
21 |
| 20 |
12,565 |
12,303 |
262 |
2.1% |
6 |
0.0% |
58% |
True |
False |
10 |
| 40 |
12,565 |
12,178 |
387 |
3.1% |
3 |
0.0% |
72% |
True |
False |
5 |
| 60 |
12,565 |
11,763 |
802 |
6.4% |
2 |
0.0% |
86% |
True |
False |
3 |
| 80 |
12,565 |
11,523 |
1,042 |
8.4% |
2 |
0.0% |
90% |
True |
False |
2 |
| 100 |
12,565 |
11,128 |
1,437 |
11.5% |
1 |
0.0% |
92% |
True |
False |
2 |
| 120 |
12,565 |
11,005 |
1,560 |
12.5% |
1 |
0.0% |
93% |
True |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,045 |
|
2.618 |
12,861 |
|
1.618 |
12,748 |
|
1.000 |
12,678 |
|
0.618 |
12,635 |
|
HIGH |
12,565 |
|
0.618 |
12,522 |
|
0.500 |
12,509 |
|
0.382 |
12,495 |
|
LOW |
12,452 |
|
0.618 |
12,382 |
|
1.000 |
12,339 |
|
1.618 |
12,269 |
|
2.618 |
12,156 |
|
4.250 |
11,972 |
|
|
| Fisher Pivots for day following 07-Dec-2006 |
| Pivot |
1 day |
3 day |
| R1 |
12,509 |
12,509 |
| PP |
12,491 |
12,491 |
| S1 |
12,474 |
12,474 |
|