| Trading Metrics calculated at close of trading on 07-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2007 |
07-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
2,113.75 |
2,124.25 |
10.50 |
0.5% |
2,092.75 |
| High |
2,132.25 |
2,139.25 |
7.00 |
0.3% |
2,139.25 |
| Low |
2,098.00 |
2,118.00 |
20.00 |
1.0% |
2,052.00 |
| Close |
2,126.00 |
2,132.00 |
6.00 |
0.3% |
2,132.00 |
| Range |
34.25 |
21.25 |
-13.00 |
-38.0% |
87.25 |
| ATR |
48.11 |
46.19 |
-1.92 |
-4.0% |
0.00 |
| Volume |
359,768 |
343,899 |
-15,869 |
-4.4% |
1,847,760 |
|
| Daily Pivots for day following 07-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,193.50 |
2,184.00 |
2,143.75 |
|
| R3 |
2,172.25 |
2,162.75 |
2,137.75 |
|
| R2 |
2,151.00 |
2,151.00 |
2,136.00 |
|
| R1 |
2,141.50 |
2,141.50 |
2,134.00 |
2,146.25 |
| PP |
2,129.75 |
2,129.75 |
2,129.75 |
2,132.00 |
| S1 |
2,120.25 |
2,120.25 |
2,130.00 |
2,125.00 |
| S2 |
2,108.50 |
2,108.50 |
2,128.00 |
|
| S3 |
2,087.25 |
2,099.00 |
2,126.25 |
|
| S4 |
2,066.00 |
2,077.75 |
2,120.25 |
|
|
| Weekly Pivots for week ending 07-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,369.50 |
2,338.00 |
2,180.00 |
|
| R3 |
2,282.25 |
2,250.75 |
2,156.00 |
|
| R2 |
2,195.00 |
2,195.00 |
2,148.00 |
|
| R1 |
2,163.50 |
2,163.50 |
2,140.00 |
2,179.25 |
| PP |
2,107.75 |
2,107.75 |
2,107.75 |
2,115.50 |
| S1 |
2,076.25 |
2,076.25 |
2,124.00 |
2,092.00 |
| S2 |
2,020.50 |
2,020.50 |
2,116.00 |
|
| S3 |
1,933.25 |
1,989.00 |
2,108.00 |
|
| S4 |
1,846.00 |
1,901.75 |
2,084.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,139.25 |
2,052.00 |
87.25 |
4.1% |
33.00 |
1.6% |
92% |
True |
False |
369,552 |
| 10 |
2,139.25 |
1,992.50 |
146.75 |
6.9% |
43.75 |
2.0% |
95% |
True |
False |
396,859 |
| 20 |
2,139.25 |
1,982.25 |
157.00 |
7.4% |
52.00 |
2.4% |
95% |
True |
False |
506,391 |
| 40 |
2,256.25 |
1,982.25 |
274.00 |
12.9% |
48.75 |
2.3% |
55% |
False |
False |
481,592 |
| 60 |
2,256.25 |
1,982.25 |
274.00 |
12.9% |
41.75 |
2.0% |
55% |
False |
False |
417,031 |
| 80 |
2,256.25 |
1,841.75 |
414.50 |
19.4% |
40.25 |
1.9% |
70% |
False |
False |
313,577 |
| 100 |
2,256.25 |
1,835.25 |
421.00 |
19.7% |
40.50 |
1.9% |
70% |
False |
False |
250,885 |
| 120 |
2,256.25 |
1,835.25 |
421.00 |
19.7% |
37.25 |
1.7% |
70% |
False |
False |
209,081 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,229.50 |
|
2.618 |
2,195.00 |
|
1.618 |
2,173.75 |
|
1.000 |
2,160.50 |
|
0.618 |
2,152.50 |
|
HIGH |
2,139.25 |
|
0.618 |
2,131.25 |
|
0.500 |
2,128.50 |
|
0.382 |
2,126.00 |
|
LOW |
2,118.00 |
|
0.618 |
2,104.75 |
|
1.000 |
2,096.75 |
|
1.618 |
2,083.50 |
|
2.618 |
2,062.25 |
|
4.250 |
2,027.75 |
|
|
| Fisher Pivots for day following 07-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2,131.00 |
2,121.50 |
| PP |
2,129.75 |
2,111.00 |
| S1 |
2,128.50 |
2,100.50 |
|