| Trading Metrics calculated at close of trading on 04-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2007 |
04-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
2,092.75 |
2,076.00 |
-16.75 |
-0.8% |
2,031.75 |
| High |
2,103.25 |
2,082.00 |
-21.25 |
-1.0% |
2,129.25 |
| Low |
2,069.75 |
2,052.00 |
-17.75 |
-0.9% |
1,992.50 |
| Close |
2,075.00 |
2,062.25 |
-12.75 |
-0.6% |
2,094.50 |
| Range |
33.50 |
30.00 |
-3.50 |
-10.4% |
136.75 |
| ATR |
50.88 |
49.39 |
-1.49 |
-2.9% |
0.00 |
| Volume |
488,760 |
331,852 |
-156,908 |
-32.1% |
2,120,835 |
|
| Daily Pivots for day following 04-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,155.50 |
2,138.75 |
2,078.75 |
|
| R3 |
2,125.50 |
2,108.75 |
2,070.50 |
|
| R2 |
2,095.50 |
2,095.50 |
2,067.75 |
|
| R1 |
2,078.75 |
2,078.75 |
2,065.00 |
2,072.00 |
| PP |
2,065.50 |
2,065.50 |
2,065.50 |
2,062.00 |
| S1 |
2,048.75 |
2,048.75 |
2,059.50 |
2,042.00 |
| S2 |
2,035.50 |
2,035.50 |
2,056.75 |
|
| S3 |
2,005.50 |
2,018.75 |
2,054.00 |
|
| S4 |
1,975.50 |
1,988.75 |
2,045.75 |
|
|
| 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 |
2,024.00 |
105.25 |
5.1% |
45.75 |
2.2% |
36% |
False |
False |
466,512 |
| 10 |
2,129.25 |
1,992.00 |
137.25 |
6.7% |
49.50 |
2.4% |
51% |
False |
False |
449,707 |
| 20 |
2,236.00 |
1,982.25 |
253.75 |
12.3% |
56.50 |
2.7% |
32% |
False |
False |
522,385 |
| 40 |
2,256.25 |
1,982.25 |
274.00 |
13.3% |
48.75 |
2.4% |
29% |
False |
False |
474,390 |
| 60 |
2,256.25 |
1,982.25 |
274.00 |
13.3% |
41.25 |
2.0% |
29% |
False |
False |
400,638 |
| 80 |
2,256.25 |
1,835.25 |
421.00 |
20.4% |
40.75 |
2.0% |
54% |
False |
False |
300,744 |
| 100 |
2,256.25 |
1,835.25 |
421.00 |
20.4% |
40.25 |
1.9% |
54% |
False |
False |
240,618 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,209.50 |
|
2.618 |
2,160.50 |
|
1.618 |
2,130.50 |
|
1.000 |
2,112.00 |
|
0.618 |
2,100.50 |
|
HIGH |
2,082.00 |
|
0.618 |
2,070.50 |
|
0.500 |
2,067.00 |
|
0.382 |
2,063.50 |
|
LOW |
2,052.00 |
|
0.618 |
2,033.50 |
|
1.000 |
2,022.00 |
|
1.618 |
2,003.50 |
|
2.618 |
1,973.50 |
|
4.250 |
1,924.50 |
|
|
| Fisher Pivots for day following 04-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2,067.00 |
2,090.50 |
| PP |
2,065.50 |
2,081.25 |
| S1 |
2,063.75 |
2,071.75 |
|