| Trading Metrics calculated at close of trading on 11-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2007 |
11-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
7,985.5 |
8,063.5 |
78.0 |
1.0% |
7,866.0 |
| High |
8,071.5 |
8,084.5 |
13.0 |
0.2% |
8,031.0 |
| Low |
7,961.5 |
7,875.0 |
-86.5 |
-1.1% |
7,806.0 |
| Close |
8,046.5 |
8,024.5 |
-22.0 |
-0.3% |
8,007.5 |
| Range |
110.0 |
209.5 |
99.5 |
90.5% |
225.0 |
| ATR |
114.4 |
121.2 |
6.8 |
5.9% |
0.0 |
| Volume |
118,686 |
158,451 |
39,765 |
33.5% |
515,762 |
|
| Daily Pivots for day following 11-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,623.2 |
8,533.3 |
8,139.7 |
|
| R3 |
8,413.7 |
8,323.8 |
8,082.1 |
|
| R2 |
8,204.2 |
8,204.2 |
8,062.9 |
|
| R1 |
8,114.3 |
8,114.3 |
8,043.7 |
8,054.5 |
| PP |
7,994.7 |
7,994.7 |
7,994.7 |
7,964.8 |
| S1 |
7,904.8 |
7,904.8 |
8,005.3 |
7,845.0 |
| S2 |
7,785.2 |
7,785.2 |
7,986.1 |
|
| S3 |
7,575.7 |
7,695.3 |
7,966.9 |
|
| S4 |
7,366.2 |
7,485.8 |
7,909.3 |
|
|
| 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 |
8,084.5 |
7,806.0 |
278.5 |
3.5% |
109.2 |
1.4% |
78% |
True |
False |
111,324 |
| 10 |
8,084.5 |
7,560.5 |
524.0 |
6.5% |
111.5 |
1.4% |
89% |
True |
False |
132,038 |
| 20 |
8,084.5 |
7,501.0 |
583.5 |
7.3% |
115.0 |
1.4% |
90% |
True |
False |
139,472 |
| 40 |
8,100.0 |
7,501.0 |
599.0 |
7.5% |
111.2 |
1.4% |
87% |
False |
False |
143,839 |
| 60 |
8,130.5 |
7,501.0 |
629.5 |
7.8% |
98.3 |
1.2% |
83% |
False |
False |
141,500 |
| 80 |
8,130.5 |
7,460.0 |
670.5 |
8.4% |
103.4 |
1.3% |
84% |
False |
False |
108,514 |
| 100 |
8,130.5 |
7,307.0 |
823.5 |
10.3% |
113.5 |
1.4% |
87% |
False |
False |
86,982 |
| 120 |
8,300.0 |
7,307.0 |
993.0 |
12.4% |
114.1 |
1.4% |
72% |
False |
False |
72,550 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,974.9 |
|
2.618 |
8,633.0 |
|
1.618 |
8,423.5 |
|
1.000 |
8,294.0 |
|
0.618 |
8,214.0 |
|
HIGH |
8,084.5 |
|
0.618 |
8,004.5 |
|
0.500 |
7,979.8 |
|
0.382 |
7,955.0 |
|
LOW |
7,875.0 |
|
0.618 |
7,745.5 |
|
1.000 |
7,665.5 |
|
1.618 |
7,536.0 |
|
2.618 |
7,326.5 |
|
4.250 |
6,984.6 |
|
|
| Fisher Pivots for day following 11-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
8,009.6 |
8,009.6 |
| PP |
7,994.7 |
7,994.7 |
| S1 |
7,979.8 |
7,979.8 |
|