| Trading Metrics calculated at close of trading on 12-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2007 |
12-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
8,063.5 |
7,950.5 |
-113.0 |
-1.4% |
7,866.0 |
| High |
8,084.5 |
8,135.0 |
50.5 |
0.6% |
8,031.0 |
| Low |
7,875.0 |
7,937.5 |
62.5 |
0.8% |
7,806.0 |
| Close |
8,024.5 |
8,088.0 |
63.5 |
0.8% |
8,007.5 |
| Range |
209.5 |
197.5 |
-12.0 |
-5.7% |
225.0 |
| ATR |
121.2 |
126.6 |
5.5 |
4.5% |
0.0 |
| Volume |
158,451 |
215,015 |
56,564 |
35.7% |
515,762 |
|
| Daily Pivots for day following 12-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,646.0 |
8,564.5 |
8,196.6 |
|
| R3 |
8,448.5 |
8,367.0 |
8,142.3 |
|
| R2 |
8,251.0 |
8,251.0 |
8,124.2 |
|
| R1 |
8,169.5 |
8,169.5 |
8,106.1 |
8,210.3 |
| PP |
8,053.5 |
8,053.5 |
8,053.5 |
8,073.9 |
| S1 |
7,972.0 |
7,972.0 |
8,069.9 |
8,012.8 |
| S2 |
7,856.0 |
7,856.0 |
8,051.8 |
|
| S3 |
7,658.5 |
7,774.5 |
8,033.7 |
|
| S4 |
7,461.0 |
7,577.0 |
7,979.4 |
|
|
| 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 |
8,135.0 |
7,875.0 |
260.0 |
3.2% |
135.5 |
1.7% |
82% |
True |
False |
154,327 |
| 10 |
8,135.0 |
7,751.0 |
384.0 |
4.7% |
106.1 |
1.3% |
88% |
True |
False |
133,699 |
| 20 |
8,135.0 |
7,501.0 |
634.0 |
7.8% |
118.4 |
1.5% |
93% |
True |
False |
140,976 |
| 40 |
8,135.0 |
7,501.0 |
634.0 |
7.8% |
114.2 |
1.4% |
93% |
True |
False |
144,637 |
| 60 |
8,135.0 |
7,501.0 |
634.0 |
7.8% |
100.3 |
1.2% |
93% |
True |
False |
143,341 |
| 80 |
8,135.0 |
7,460.0 |
675.0 |
8.3% |
104.5 |
1.3% |
93% |
True |
False |
111,174 |
| 100 |
8,135.0 |
7,307.0 |
828.0 |
10.2% |
114.3 |
1.4% |
94% |
True |
False |
89,127 |
| 120 |
8,300.0 |
7,307.0 |
993.0 |
12.3% |
114.8 |
1.4% |
79% |
False |
False |
74,339 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,974.4 |
|
2.618 |
8,652.1 |
|
1.618 |
8,454.6 |
|
1.000 |
8,332.5 |
|
0.618 |
8,257.1 |
|
HIGH |
8,135.0 |
|
0.618 |
8,059.6 |
|
0.500 |
8,036.3 |
|
0.382 |
8,012.9 |
|
LOW |
7,937.5 |
|
0.618 |
7,815.4 |
|
1.000 |
7,740.0 |
|
1.618 |
7,617.9 |
|
2.618 |
7,420.4 |
|
4.250 |
7,098.1 |
|
|
| Fisher Pivots for day following 12-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
8,070.8 |
8,060.3 |
| PP |
8,053.5 |
8,032.7 |
| S1 |
8,036.3 |
8,005.0 |
|