| Trading Metrics calculated at close of trading on 14-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2007 |
14-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
2,108.00 |
2,089.00 |
-19.00 |
-0.9% |
2,130.75 |
| High |
2,108.00 |
2,099.75 |
-8.25 |
-0.4% |
2,151.25 |
| Low |
2,074.25 |
2,070.75 |
-3.50 |
-0.2% |
2,070.75 |
| Close |
2,092.75 |
2,072.50 |
-20.25 |
-1.0% |
2,072.50 |
| Range |
33.75 |
29.00 |
-4.75 |
-14.1% |
80.50 |
| ATR |
46.10 |
44.88 |
-1.22 |
-2.6% |
0.00 |
| Volume |
500,002 |
210,838 |
-289,164 |
-57.8% |
1,608,960 |
|
| Daily Pivots for day following 14-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,168.00 |
2,149.25 |
2,088.50 |
|
| R3 |
2,139.00 |
2,120.25 |
2,080.50 |
|
| R2 |
2,110.00 |
2,110.00 |
2,077.75 |
|
| R1 |
2,091.25 |
2,091.25 |
2,075.25 |
2,086.00 |
| PP |
2,081.00 |
2,081.00 |
2,081.00 |
2,078.50 |
| S1 |
2,062.25 |
2,062.25 |
2,069.75 |
2,057.00 |
| S2 |
2,052.00 |
2,052.00 |
2,067.25 |
|
| S3 |
2,023.00 |
2,033.25 |
2,064.50 |
|
| S4 |
1,994.00 |
2,004.25 |
2,056.50 |
|
|
| Weekly Pivots for week ending 14-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,339.75 |
2,286.50 |
2,116.75 |
|
| R3 |
2,259.25 |
2,206.00 |
2,094.75 |
|
| R2 |
2,178.75 |
2,178.75 |
2,087.25 |
|
| R1 |
2,125.50 |
2,125.50 |
2,080.00 |
2,112.00 |
| PP |
2,098.25 |
2,098.25 |
2,098.25 |
2,091.25 |
| S1 |
2,045.00 |
2,045.00 |
2,065.00 |
2,031.50 |
| S2 |
2,017.75 |
2,017.75 |
2,057.75 |
|
| S3 |
1,937.25 |
1,964.50 |
2,050.25 |
|
| S4 |
1,856.75 |
1,884.00 |
2,028.25 |
|
|
| 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 |
2,070.75 |
80.50 |
3.9% |
42.25 |
2.0% |
2% |
False |
True |
321,792 |
| 10 |
2,151.25 |
2,052.00 |
99.25 |
4.8% |
37.75 |
1.8% |
21% |
False |
False |
345,672 |
| 20 |
2,151.25 |
1,992.00 |
159.25 |
7.7% |
45.25 |
2.2% |
51% |
False |
False |
413,857 |
| 40 |
2,256.25 |
1,982.25 |
274.00 |
13.2% |
49.50 |
2.4% |
33% |
False |
False |
463,792 |
| 60 |
2,256.25 |
1,982.25 |
274.00 |
13.2% |
42.75 |
2.1% |
33% |
False |
False |
416,408 |
| 80 |
2,256.25 |
1,928.50 |
327.75 |
15.8% |
40.25 |
1.9% |
44% |
False |
False |
333,684 |
| 100 |
2,256.25 |
1,835.25 |
421.00 |
20.3% |
41.00 |
2.0% |
56% |
False |
False |
266,971 |
| 120 |
2,256.25 |
1,835.25 |
421.00 |
20.3% |
37.75 |
1.8% |
56% |
False |
False |
222,487 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,223.00 |
|
2.618 |
2,175.75 |
|
1.618 |
2,146.75 |
|
1.000 |
2,128.75 |
|
0.618 |
2,117.75 |
|
HIGH |
2,099.75 |
|
0.618 |
2,088.75 |
|
0.500 |
2,085.25 |
|
0.382 |
2,081.75 |
|
LOW |
2,070.75 |
|
0.618 |
2,052.75 |
|
1.000 |
2,041.75 |
|
1.618 |
2,023.75 |
|
2.618 |
1,994.75 |
|
4.250 |
1,947.50 |
|
|
| Fisher Pivots for day following 14-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2,085.25 |
2,102.00 |
| PP |
2,081.00 |
2,092.25 |
| S1 |
2,076.75 |
2,082.25 |
|