| Trading Metrics calculated at close of trading on 10-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2007 |
10-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
2,124.25 |
2,130.75 |
6.50 |
0.3% |
2,092.75 |
| High |
2,139.25 |
2,144.75 |
5.50 |
0.3% |
2,139.25 |
| Low |
2,118.00 |
2,125.75 |
7.75 |
0.4% |
2,052.00 |
| Close |
2,132.00 |
2,138.50 |
6.50 |
0.3% |
2,132.00 |
| Range |
21.25 |
19.00 |
-2.25 |
-10.6% |
87.25 |
| ATR |
46.19 |
44.25 |
-1.94 |
-4.2% |
0.00 |
| Volume |
343,899 |
268,677 |
-75,222 |
-21.9% |
1,847,760 |
|
| Daily Pivots for day following 10-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,193.25 |
2,185.00 |
2,149.00 |
|
| R3 |
2,174.25 |
2,166.00 |
2,143.75 |
|
| R2 |
2,155.25 |
2,155.25 |
2,142.00 |
|
| R1 |
2,147.00 |
2,147.00 |
2,140.25 |
2,151.00 |
| PP |
2,136.25 |
2,136.25 |
2,136.25 |
2,138.50 |
| S1 |
2,128.00 |
2,128.00 |
2,136.75 |
2,132.00 |
| S2 |
2,117.25 |
2,117.25 |
2,135.00 |
|
| S3 |
2,098.25 |
2,109.00 |
2,133.25 |
|
| S4 |
2,079.25 |
2,090.00 |
2,128.00 |
|
|
| 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 |
2,144.75 |
2,052.00 |
92.75 |
4.3% |
30.25 |
1.4% |
93% |
True |
False |
325,535 |
| 10 |
2,144.75 |
1,995.25 |
149.50 |
7.0% |
39.50 |
1.8% |
96% |
True |
False |
409,953 |
| 20 |
2,144.75 |
1,982.25 |
162.50 |
7.6% |
49.00 |
2.3% |
96% |
True |
False |
475,621 |
| 40 |
2,256.25 |
1,982.25 |
274.00 |
12.8% |
48.25 |
2.3% |
57% |
False |
False |
474,078 |
| 60 |
2,256.25 |
1,982.25 |
274.00 |
12.8% |
41.75 |
1.9% |
57% |
False |
False |
417,758 |
| 80 |
2,256.25 |
1,902.50 |
353.75 |
16.5% |
39.25 |
1.8% |
67% |
False |
False |
316,934 |
| 100 |
2,256.25 |
1,835.25 |
421.00 |
19.7% |
40.50 |
1.9% |
72% |
False |
False |
253,571 |
| 120 |
2,256.25 |
1,835.25 |
421.00 |
19.7% |
37.25 |
1.7% |
72% |
False |
False |
211,320 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,225.50 |
|
2.618 |
2,194.50 |
|
1.618 |
2,175.50 |
|
1.000 |
2,163.75 |
|
0.618 |
2,156.50 |
|
HIGH |
2,144.75 |
|
0.618 |
2,137.50 |
|
0.500 |
2,135.25 |
|
0.382 |
2,133.00 |
|
LOW |
2,125.75 |
|
0.618 |
2,114.00 |
|
1.000 |
2,106.75 |
|
1.618 |
2,095.00 |
|
2.618 |
2,076.00 |
|
4.250 |
2,045.00 |
|
|
| Fisher Pivots for day following 10-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2,137.50 |
2,132.75 |
| PP |
2,136.25 |
2,127.00 |
| S1 |
2,135.25 |
2,121.50 |
|