| Trading Metrics calculated at close of trading on 12-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2007 |
12-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
2,138.50 |
2,090.50 |
-48.00 |
-2.2% |
2,092.75 |
| High |
2,151.25 |
2,133.25 |
-18.00 |
-0.8% |
2,139.25 |
| Low |
2,084.25 |
2,071.00 |
-13.25 |
-0.6% |
2,052.00 |
| Close |
2,090.00 |
2,107.75 |
17.75 |
0.8% |
2,132.00 |
| Range |
67.00 |
62.25 |
-4.75 |
-7.1% |
87.25 |
| ATR |
45.88 |
47.05 |
1.17 |
2.5% |
0.00 |
| Volume |
220,926 |
408,517 |
187,591 |
84.9% |
1,847,760 |
|
| Daily Pivots for day following 12-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,290.75 |
2,261.50 |
2,142.00 |
|
| R3 |
2,228.50 |
2,199.25 |
2,124.75 |
|
| R2 |
2,166.25 |
2,166.25 |
2,119.25 |
|
| R1 |
2,137.00 |
2,137.00 |
2,113.50 |
2,151.50 |
| PP |
2,104.00 |
2,104.00 |
2,104.00 |
2,111.25 |
| S1 |
2,074.75 |
2,074.75 |
2,102.00 |
2,089.50 |
| S2 |
2,041.75 |
2,041.75 |
2,096.25 |
|
| S3 |
1,979.50 |
2,012.50 |
2,090.75 |
|
| S4 |
1,917.25 |
1,950.25 |
2,073.50 |
|
|
| 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 |
2,151.25 |
2,071.00 |
80.25 |
3.8% |
40.75 |
1.9% |
46% |
False |
True |
320,357 |
| 10 |
2,151.25 |
2,052.00 |
99.25 |
4.7% |
39.50 |
1.9% |
56% |
False |
False |
366,843 |
| 20 |
2,151.25 |
1,992.00 |
159.25 |
7.6% |
47.75 |
2.3% |
73% |
False |
False |
439,087 |
| 40 |
2,256.25 |
1,982.25 |
274.00 |
13.0% |
49.75 |
2.4% |
46% |
False |
False |
469,810 |
| 60 |
2,256.25 |
1,982.25 |
274.00 |
13.0% |
42.25 |
2.0% |
46% |
False |
False |
418,657 |
| 80 |
2,256.25 |
1,928.50 |
327.75 |
15.5% |
40.00 |
1.9% |
55% |
False |
False |
324,800 |
| 100 |
2,256.25 |
1,835.25 |
421.00 |
20.0% |
41.25 |
2.0% |
65% |
False |
False |
259,865 |
| 120 |
2,256.25 |
1,835.25 |
421.00 |
20.0% |
37.75 |
1.8% |
65% |
False |
False |
216,564 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,397.75 |
|
2.618 |
2,296.25 |
|
1.618 |
2,234.00 |
|
1.000 |
2,195.50 |
|
0.618 |
2,171.75 |
|
HIGH |
2,133.25 |
|
0.618 |
2,109.50 |
|
0.500 |
2,102.00 |
|
0.382 |
2,094.75 |
|
LOW |
2,071.00 |
|
0.618 |
2,032.50 |
|
1.000 |
2,008.75 |
|
1.618 |
1,970.25 |
|
2.618 |
1,908.00 |
|
4.250 |
1,806.50 |
|
|
| Fisher Pivots for day following 12-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2,106.00 |
2,111.00 |
| PP |
2,104.00 |
2,110.00 |
| S1 |
2,102.00 |
2,109.00 |
|