| Trading Metrics calculated at close of trading on 06-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2007 |
06-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
2,064.50 |
2,113.75 |
49.25 |
2.4% |
2,031.75 |
| High |
2,108.25 |
2,132.25 |
24.00 |
1.1% |
2,129.25 |
| Low |
2,061.75 |
2,098.00 |
36.25 |
1.8% |
1,992.50 |
| Close |
2,101.25 |
2,126.00 |
24.75 |
1.2% |
2,094.50 |
| Range |
46.50 |
34.25 |
-12.25 |
-26.3% |
136.75 |
| ATR |
49.18 |
48.11 |
-1.07 |
-2.2% |
0.00 |
| Volume |
323,481 |
359,768 |
36,287 |
11.2% |
2,120,835 |
|
| Daily Pivots for day following 06-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,221.50 |
2,208.00 |
2,144.75 |
|
| R3 |
2,187.25 |
2,173.75 |
2,135.50 |
|
| R2 |
2,153.00 |
2,153.00 |
2,132.25 |
|
| R1 |
2,139.50 |
2,139.50 |
2,129.25 |
2,146.25 |
| PP |
2,118.75 |
2,118.75 |
2,118.75 |
2,122.00 |
| S1 |
2,105.25 |
2,105.25 |
2,122.75 |
2,112.00 |
| S2 |
2,084.50 |
2,084.50 |
2,119.75 |
|
| S3 |
2,050.25 |
2,071.00 |
2,116.50 |
|
| S4 |
2,016.00 |
2,036.75 |
2,107.25 |
|
|
| 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 |
2,132.25 |
2,052.00 |
80.25 |
3.8% |
39.50 |
1.9% |
92% |
True |
False |
379,742 |
| 10 |
2,132.25 |
1,992.50 |
139.75 |
6.6% |
44.50 |
2.1% |
96% |
True |
False |
411,108 |
| 20 |
2,180.00 |
1,982.25 |
197.75 |
9.3% |
56.00 |
2.6% |
73% |
False |
False |
516,366 |
| 40 |
2,256.25 |
1,982.25 |
274.00 |
12.9% |
50.00 |
2.4% |
52% |
False |
False |
479,583 |
| 60 |
2,256.25 |
1,982.25 |
274.00 |
12.9% |
41.75 |
2.0% |
52% |
False |
False |
411,696 |
| 80 |
2,256.25 |
1,835.25 |
421.00 |
19.8% |
40.75 |
1.9% |
69% |
False |
False |
309,284 |
| 100 |
2,256.25 |
1,835.25 |
421.00 |
19.8% |
40.50 |
1.9% |
69% |
False |
False |
247,447 |
| 120 |
2,256.25 |
1,835.25 |
421.00 |
19.8% |
37.25 |
1.8% |
69% |
False |
False |
206,215 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,277.75 |
|
2.618 |
2,222.00 |
|
1.618 |
2,187.75 |
|
1.000 |
2,166.50 |
|
0.618 |
2,153.50 |
|
HIGH |
2,132.25 |
|
0.618 |
2,119.25 |
|
0.500 |
2,115.00 |
|
0.382 |
2,111.00 |
|
LOW |
2,098.00 |
|
0.618 |
2,076.75 |
|
1.000 |
2,063.75 |
|
1.618 |
2,042.50 |
|
2.618 |
2,008.25 |
|
4.250 |
1,952.50 |
|
|
| Fisher Pivots for day following 06-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2,122.50 |
2,114.75 |
| PP |
2,118.75 |
2,103.50 |
| S1 |
2,115.00 |
2,092.00 |
|