| Trading Metrics calculated at close of trading on 05-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2007 |
05-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
2,076.00 |
2,064.50 |
-11.50 |
-0.6% |
2,031.75 |
| High |
2,082.00 |
2,108.25 |
26.25 |
1.3% |
2,129.25 |
| Low |
2,052.00 |
2,061.75 |
9.75 |
0.5% |
1,992.50 |
| Close |
2,062.25 |
2,101.25 |
39.00 |
1.9% |
2,094.50 |
| Range |
30.00 |
46.50 |
16.50 |
55.0% |
136.75 |
| ATR |
49.39 |
49.18 |
-0.21 |
-0.4% |
0.00 |
| Volume |
331,852 |
323,481 |
-8,371 |
-2.5% |
2,120,835 |
|
| Daily Pivots for day following 05-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,230.00 |
2,212.00 |
2,126.75 |
|
| R3 |
2,183.50 |
2,165.50 |
2,114.00 |
|
| R2 |
2,137.00 |
2,137.00 |
2,109.75 |
|
| R1 |
2,119.00 |
2,119.00 |
2,105.50 |
2,128.00 |
| PP |
2,090.50 |
2,090.50 |
2,090.50 |
2,095.00 |
| S1 |
2,072.50 |
2,072.50 |
2,097.00 |
2,081.50 |
| S2 |
2,044.00 |
2,044.00 |
2,092.75 |
|
| S3 |
1,997.50 |
2,026.00 |
2,088.50 |
|
| S4 |
1,951.00 |
1,979.50 |
2,075.75 |
|
|
| 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 |
2,052.00 |
77.25 |
3.7% |
38.50 |
1.8% |
64% |
False |
False |
413,329 |
| 10 |
2,129.25 |
1,992.00 |
137.25 |
6.5% |
46.50 |
2.2% |
80% |
False |
False |
440,189 |
| 20 |
2,233.50 |
1,982.25 |
251.25 |
12.0% |
57.00 |
2.7% |
47% |
False |
False |
517,641 |
| 40 |
2,256.25 |
1,982.25 |
274.00 |
13.0% |
49.50 |
2.4% |
43% |
False |
False |
477,743 |
| 60 |
2,256.25 |
1,982.25 |
274.00 |
13.0% |
41.50 |
2.0% |
43% |
False |
False |
405,921 |
| 80 |
2,256.25 |
1,835.25 |
421.00 |
20.0% |
40.75 |
1.9% |
63% |
False |
False |
304,788 |
| 100 |
2,256.25 |
1,835.25 |
421.00 |
20.0% |
40.50 |
1.9% |
63% |
False |
False |
243,851 |
| 120 |
2,256.25 |
1,835.25 |
421.00 |
20.0% |
37.00 |
1.8% |
63% |
False |
False |
203,217 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,306.00 |
|
2.618 |
2,230.00 |
|
1.618 |
2,183.50 |
|
1.000 |
2,154.75 |
|
0.618 |
2,137.00 |
|
HIGH |
2,108.25 |
|
0.618 |
2,090.50 |
|
0.500 |
2,085.00 |
|
0.382 |
2,079.50 |
|
LOW |
2,061.75 |
|
0.618 |
2,033.00 |
|
1.000 |
2,015.25 |
|
1.618 |
1,986.50 |
|
2.618 |
1,940.00 |
|
4.250 |
1,864.00 |
|
|
| Fisher Pivots for day following 05-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2,095.75 |
2,094.25 |
| PP |
2,090.50 |
2,087.25 |
| S1 |
2,085.00 |
2,080.00 |
|