| Trading Metrics calculated at close of trading on 03-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2007 |
03-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
2,097.75 |
2,092.75 |
-5.00 |
-0.2% |
2,031.75 |
| High |
2,129.25 |
2,103.25 |
-26.00 |
-1.2% |
2,129.25 |
| Low |
2,075.50 |
2,069.75 |
-5.75 |
-0.3% |
1,992.50 |
| Close |
2,094.50 |
2,075.00 |
-19.50 |
-0.9% |
2,094.50 |
| Range |
53.75 |
33.50 |
-20.25 |
-37.7% |
136.75 |
| ATR |
52.21 |
50.88 |
-1.34 |
-2.6% |
0.00 |
| Volume |
394,851 |
488,760 |
93,909 |
23.8% |
2,120,835 |
|
| Daily Pivots for day following 03-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,183.25 |
2,162.50 |
2,093.50 |
|
| R3 |
2,149.75 |
2,129.00 |
2,084.25 |
|
| R2 |
2,116.25 |
2,116.25 |
2,081.25 |
|
| R1 |
2,095.50 |
2,095.50 |
2,078.00 |
2,089.00 |
| PP |
2,082.75 |
2,082.75 |
2,082.75 |
2,079.50 |
| S1 |
2,062.00 |
2,062.00 |
2,072.00 |
2,055.50 |
| S2 |
2,049.25 |
2,049.25 |
2,068.75 |
|
| S3 |
2,015.75 |
2,028.50 |
2,065.75 |
|
| S4 |
1,982.25 |
1,995.00 |
2,056.50 |
|
|
| Weekly Pivots for week ending 30-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,482.25 |
2,425.25 |
2,169.75 |
|
| R3 |
2,345.50 |
2,288.50 |
2,132.00 |
|
| R2 |
2,208.75 |
2,208.75 |
2,119.50 |
|
| R1 |
2,151.75 |
2,151.75 |
2,107.00 |
2,180.25 |
| PP |
2,072.00 |
2,072.00 |
2,072.00 |
2,086.50 |
| S1 |
2,015.00 |
2,015.00 |
2,082.00 |
2,043.50 |
| S2 |
1,935.25 |
1,935.25 |
2,069.50 |
|
| S3 |
1,798.50 |
1,878.25 |
2,057.00 |
|
| S4 |
1,661.75 |
1,741.50 |
2,019.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,129.25 |
1,995.25 |
134.00 |
6.5% |
48.75 |
2.3% |
60% |
False |
False |
494,371 |
| 10 |
2,129.25 |
1,992.00 |
137.25 |
6.6% |
51.50 |
2.5% |
60% |
False |
False |
469,504 |
| 20 |
2,236.00 |
1,982.25 |
253.75 |
12.2% |
56.75 |
2.7% |
37% |
False |
False |
533,220 |
| 40 |
2,256.25 |
1,982.25 |
274.00 |
13.2% |
48.50 |
2.3% |
34% |
False |
False |
475,110 |
| 60 |
2,256.25 |
1,971.00 |
285.25 |
13.7% |
41.25 |
2.0% |
36% |
False |
False |
395,161 |
| 80 |
2,256.25 |
1,835.25 |
421.00 |
20.3% |
40.50 |
2.0% |
57% |
False |
False |
296,597 |
| 100 |
2,256.25 |
1,835.25 |
421.00 |
20.3% |
40.00 |
1.9% |
57% |
False |
False |
237,300 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,245.50 |
|
2.618 |
2,191.00 |
|
1.618 |
2,157.50 |
|
1.000 |
2,136.75 |
|
0.618 |
2,124.00 |
|
HIGH |
2,103.25 |
|
0.618 |
2,090.50 |
|
0.500 |
2,086.50 |
|
0.382 |
2,082.50 |
|
LOW |
2,069.75 |
|
0.618 |
2,049.00 |
|
1.000 |
2,036.25 |
|
1.618 |
2,015.50 |
|
2.618 |
1,982.00 |
|
4.250 |
1,927.50 |
|
|
| Fisher Pivots for day following 03-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2,086.50 |
2,099.50 |
| PP |
2,082.75 |
2,091.25 |
| S1 |
2,078.75 |
2,083.25 |
|