| Trading Metrics calculated at close of trading on 24-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2007 |
24-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
7,935.5 |
7,935.5 |
0.0 |
0.0% |
7,871.0 |
| High |
8,005.0 |
8,005.0 |
0.0 |
0.0% |
8,005.0 |
| Low |
7,929.0 |
7,929.0 |
0.0 |
0.0% |
7,772.5 |
| Close |
7,996.7 |
7,996.7 |
0.0 |
0.0% |
7,996.7 |
| Range |
76.0 |
76.0 |
0.0 |
0.0% |
232.5 |
| ATR |
129.8 |
125.9 |
-3.8 |
-3.0% |
0.0 |
| Volume |
33,291 |
0 |
-33,291 |
-100.0% |
795,512 |
|
| Daily Pivots for day following 24-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,204.9 |
8,176.8 |
8,038.5 |
|
| R3 |
8,128.9 |
8,100.8 |
8,017.6 |
|
| R2 |
8,052.9 |
8,052.9 |
8,010.6 |
|
| R1 |
8,024.8 |
8,024.8 |
8,003.7 |
8,038.9 |
| PP |
7,976.9 |
7,976.9 |
7,976.9 |
7,983.9 |
| S1 |
7,948.8 |
7,948.8 |
7,989.7 |
7,962.9 |
| S2 |
7,900.9 |
7,900.9 |
7,982.8 |
|
| S3 |
7,824.9 |
7,872.8 |
7,975.8 |
|
| S4 |
7,748.9 |
7,796.8 |
7,954.9 |
|
|
| Weekly Pivots for week ending 21-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,622.2 |
8,542.0 |
8,124.6 |
|
| R3 |
8,389.7 |
8,309.5 |
8,060.6 |
|
| R2 |
8,157.2 |
8,157.2 |
8,039.3 |
|
| R1 |
8,077.0 |
8,077.0 |
8,018.0 |
8,117.1 |
| PP |
7,924.7 |
7,924.7 |
7,924.7 |
7,944.8 |
| S1 |
7,844.5 |
7,844.5 |
7,975.4 |
7,884.6 |
| S2 |
7,692.2 |
7,692.2 |
7,954.1 |
|
| S3 |
7,459.7 |
7,612.0 |
7,932.8 |
|
| S4 |
7,227.2 |
7,379.5 |
7,868.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,005.0 |
7,781.0 |
224.0 |
2.8% |
102.0 |
1.3% |
96% |
True |
False |
125,466 |
| 10 |
8,135.0 |
7,772.5 |
362.5 |
4.5% |
125.9 |
1.6% |
62% |
False |
False |
152,774 |
| 20 |
8,135.0 |
7,560.5 |
574.5 |
7.2% |
113.1 |
1.4% |
76% |
False |
False |
134,483 |
| 40 |
8,135.0 |
7,501.0 |
634.0 |
7.9% |
116.0 |
1.5% |
78% |
False |
False |
142,904 |
| 60 |
8,135.0 |
7,501.0 |
634.0 |
7.9% |
104.3 |
1.3% |
78% |
False |
False |
143,643 |
| 80 |
8,135.0 |
7,465.0 |
670.0 |
8.4% |
104.5 |
1.3% |
79% |
False |
False |
125,511 |
| 100 |
8,135.0 |
7,307.0 |
828.0 |
10.4% |
108.9 |
1.4% |
83% |
False |
False |
100,613 |
| 120 |
8,300.0 |
7,307.0 |
993.0 |
12.4% |
116.0 |
1.5% |
69% |
False |
False |
83,936 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,328.0 |
|
2.618 |
8,204.0 |
|
1.618 |
8,128.0 |
|
1.000 |
8,081.0 |
|
0.618 |
8,052.0 |
|
HIGH |
8,005.0 |
|
0.618 |
7,976.0 |
|
0.500 |
7,967.0 |
|
0.382 |
7,958.0 |
|
LOW |
7,929.0 |
|
0.618 |
7,882.0 |
|
1.000 |
7,853.0 |
|
1.618 |
7,806.0 |
|
2.618 |
7,730.0 |
|
4.250 |
7,606.0 |
|
|
| Fisher Pivots for day following 24-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
7,986.8 |
7,971.5 |
| PP |
7,976.9 |
7,946.2 |
| S1 |
7,967.0 |
7,921.0 |
|