| Trading Metrics calculated at close of trading on 13-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2007 |
13-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
2,090.50 |
2,108.00 |
17.50 |
0.8% |
2,092.75 |
| High |
2,133.25 |
2,108.00 |
-25.25 |
-1.2% |
2,139.25 |
| Low |
2,071.00 |
2,074.25 |
3.25 |
0.2% |
2,052.00 |
| Close |
2,107.75 |
2,092.75 |
-15.00 |
-0.7% |
2,132.00 |
| Range |
62.25 |
33.75 |
-28.50 |
-45.8% |
87.25 |
| ATR |
47.05 |
46.10 |
-0.95 |
-2.0% |
0.00 |
| Volume |
408,517 |
500,002 |
91,485 |
22.4% |
1,847,760 |
|
| Daily Pivots for day following 13-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,193.00 |
2,176.50 |
2,111.25 |
|
| R3 |
2,159.25 |
2,142.75 |
2,102.00 |
|
| R2 |
2,125.50 |
2,125.50 |
2,099.00 |
|
| R1 |
2,109.00 |
2,109.00 |
2,095.75 |
2,100.50 |
| PP |
2,091.75 |
2,091.75 |
2,091.75 |
2,087.25 |
| S1 |
2,075.25 |
2,075.25 |
2,089.75 |
2,066.50 |
| S2 |
2,058.00 |
2,058.00 |
2,086.50 |
|
| S3 |
2,024.25 |
2,041.50 |
2,083.50 |
|
| S4 |
1,990.50 |
2,007.75 |
2,074.25 |
|
|
| 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 |
2,151.25 |
2,071.00 |
80.25 |
3.8% |
40.75 |
1.9% |
27% |
False |
False |
348,404 |
| 10 |
2,151.25 |
2,052.00 |
99.25 |
4.7% |
40.00 |
1.9% |
41% |
False |
False |
364,073 |
| 20 |
2,151.25 |
1,992.00 |
159.25 |
7.6% |
46.25 |
2.2% |
63% |
False |
False |
434,020 |
| 40 |
2,256.25 |
1,982.25 |
274.00 |
13.1% |
49.50 |
2.4% |
40% |
False |
False |
471,635 |
| 60 |
2,256.25 |
1,982.25 |
274.00 |
13.1% |
42.50 |
2.0% |
40% |
False |
False |
419,713 |
| 80 |
2,256.25 |
1,928.50 |
327.75 |
15.7% |
40.25 |
1.9% |
50% |
False |
False |
331,049 |
| 100 |
2,256.25 |
1,835.25 |
421.00 |
20.1% |
41.25 |
2.0% |
61% |
False |
False |
264,863 |
| 120 |
2,256.25 |
1,835.25 |
421.00 |
20.1% |
38.00 |
1.8% |
61% |
False |
False |
220,731 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,251.50 |
|
2.618 |
2,196.25 |
|
1.618 |
2,162.50 |
|
1.000 |
2,141.75 |
|
0.618 |
2,128.75 |
|
HIGH |
2,108.00 |
|
0.618 |
2,095.00 |
|
0.500 |
2,091.00 |
|
0.382 |
2,087.25 |
|
LOW |
2,074.25 |
|
0.618 |
2,053.50 |
|
1.000 |
2,040.50 |
|
1.618 |
2,019.75 |
|
2.618 |
1,986.00 |
|
4.250 |
1,930.75 |
|
|
| Fisher Pivots for day following 13-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2,092.25 |
2,111.00 |
| PP |
2,091.75 |
2,105.00 |
| S1 |
2,091.00 |
2,099.00 |
|