| Trading Metrics calculated at close of trading on 07-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2007 |
07-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
7,989.5 |
8,004.5 |
15.0 |
0.2% |
7,866.0 |
| High |
8,031.0 |
8,026.0 |
-5.0 |
-0.1% |
8,031.0 |
| Low |
7,925.5 |
7,971.0 |
45.5 |
0.6% |
7,806.0 |
| Close |
7,960.5 |
8,007.5 |
47.0 |
0.6% |
8,007.5 |
| Range |
105.5 |
55.0 |
-50.5 |
-47.9% |
225.0 |
| ATR |
118.5 |
114.7 |
-3.8 |
-3.2% |
0.0 |
| Volume |
168,331 |
111,155 |
-57,176 |
-34.0% |
515,762 |
|
| Daily Pivots for day following 07-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,166.5 |
8,142.0 |
8,037.8 |
|
| R3 |
8,111.5 |
8,087.0 |
8,022.6 |
|
| R2 |
8,056.5 |
8,056.5 |
8,017.6 |
|
| R1 |
8,032.0 |
8,032.0 |
8,012.5 |
8,044.3 |
| PP |
8,001.5 |
8,001.5 |
8,001.5 |
8,007.6 |
| S1 |
7,977.0 |
7,977.0 |
8,002.5 |
7,989.3 |
| S2 |
7,946.5 |
7,946.5 |
7,997.4 |
|
| S3 |
7,891.5 |
7,922.0 |
7,992.4 |
|
| S4 |
7,836.5 |
7,867.0 |
7,977.3 |
|
|
| Weekly Pivots for week ending 07-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,623.2 |
8,540.3 |
8,131.3 |
|
| R3 |
8,398.2 |
8,315.3 |
8,069.4 |
|
| R2 |
8,173.2 |
8,173.2 |
8,048.8 |
|
| R1 |
8,090.3 |
8,090.3 |
8,028.1 |
8,131.8 |
| PP |
7,948.2 |
7,948.2 |
7,948.2 |
7,968.9 |
| S1 |
7,865.3 |
7,865.3 |
7,986.9 |
7,906.8 |
| S2 |
7,723.2 |
7,723.2 |
7,966.3 |
|
| S3 |
7,498.2 |
7,640.3 |
7,945.6 |
|
| S4 |
7,273.2 |
7,415.3 |
7,883.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,031.0 |
7,806.0 |
225.0 |
2.8% |
71.9 |
0.9% |
90% |
False |
False |
103,152 |
| 10 |
8,031.0 |
7,560.5 |
470.5 |
5.9% |
97.8 |
1.2% |
95% |
False |
False |
104,324 |
| 20 |
8,031.0 |
7,501.0 |
530.0 |
6.6% |
110.2 |
1.4% |
96% |
False |
False |
142,014 |
| 40 |
8,102.5 |
7,501.0 |
601.5 |
7.5% |
106.9 |
1.3% |
84% |
False |
False |
144,535 |
| 60 |
8,130.5 |
7,501.0 |
629.5 |
7.9% |
98.8 |
1.2% |
80% |
False |
False |
139,357 |
| 80 |
8,130.5 |
7,459.0 |
671.5 |
8.4% |
101.9 |
1.3% |
82% |
False |
False |
105,097 |
| 100 |
8,130.5 |
7,307.0 |
823.5 |
10.3% |
113.9 |
1.4% |
85% |
False |
False |
84,223 |
| 120 |
8,300.0 |
7,307.0 |
993.0 |
12.4% |
113.3 |
1.4% |
71% |
False |
False |
70,250 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,259.8 |
|
2.618 |
8,170.0 |
|
1.618 |
8,115.0 |
|
1.000 |
8,081.0 |
|
0.618 |
8,060.0 |
|
HIGH |
8,026.0 |
|
0.618 |
8,005.0 |
|
0.500 |
7,998.5 |
|
0.382 |
7,992.0 |
|
LOW |
7,971.0 |
|
0.618 |
7,937.0 |
|
1.000 |
7,916.0 |
|
1.618 |
7,882.0 |
|
2.618 |
7,827.0 |
|
4.250 |
7,737.3 |
|
|
| Fisher Pivots for day following 07-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
8,004.5 |
7,977.8 |
| PP |
8,001.5 |
7,948.2 |
| S1 |
7,998.5 |
7,918.5 |
|