| Trading Metrics calculated at close of trading on 17-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2007 |
17-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
2,089.00 |
2,064.00 |
-25.00 |
-1.2% |
2,130.75 |
| High |
2,099.75 |
2,081.75 |
-18.00 |
-0.9% |
2,151.25 |
| Low |
2,070.75 |
2,022.00 |
-48.75 |
-2.4% |
2,070.75 |
| Close |
2,072.50 |
2,028.50 |
-44.00 |
-2.1% |
2,072.50 |
| Range |
29.00 |
59.75 |
30.75 |
106.0% |
80.50 |
| ATR |
44.88 |
45.94 |
1.06 |
2.4% |
0.00 |
| Volume |
210,838 |
102,180 |
-108,658 |
-51.5% |
1,608,960 |
|
| Daily Pivots for day following 17-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,223.25 |
2,185.75 |
2,061.25 |
|
| R3 |
2,163.50 |
2,126.00 |
2,045.00 |
|
| R2 |
2,103.75 |
2,103.75 |
2,039.50 |
|
| R1 |
2,066.25 |
2,066.25 |
2,034.00 |
2,055.00 |
| PP |
2,044.00 |
2,044.00 |
2,044.00 |
2,038.50 |
| S1 |
2,006.50 |
2,006.50 |
2,023.00 |
1,995.50 |
| S2 |
1,984.25 |
1,984.25 |
2,017.50 |
|
| S3 |
1,924.50 |
1,946.75 |
2,012.00 |
|
| S4 |
1,864.75 |
1,887.00 |
1,995.75 |
|
|
| 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 |
2,022.00 |
129.25 |
6.4% |
50.25 |
2.5% |
5% |
False |
True |
288,492 |
| 10 |
2,151.25 |
2,022.00 |
129.25 |
6.4% |
40.25 |
2.0% |
5% |
False |
True |
307,014 |
| 20 |
2,151.25 |
1,992.00 |
159.25 |
7.9% |
45.75 |
2.3% |
23% |
False |
False |
388,259 |
| 40 |
2,256.25 |
1,982.25 |
274.00 |
13.5% |
49.25 |
2.4% |
17% |
False |
False |
456,578 |
| 60 |
2,256.25 |
1,982.25 |
274.00 |
13.5% |
43.25 |
2.1% |
17% |
False |
False |
412,295 |
| 80 |
2,256.25 |
1,928.50 |
327.75 |
16.2% |
40.50 |
2.0% |
31% |
False |
False |
334,958 |
| 100 |
2,256.25 |
1,835.25 |
421.00 |
20.8% |
41.00 |
2.0% |
46% |
False |
False |
267,990 |
| 120 |
2,256.25 |
1,835.25 |
421.00 |
20.8% |
38.25 |
1.9% |
46% |
False |
False |
223,339 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,335.75 |
|
2.618 |
2,238.25 |
|
1.618 |
2,178.50 |
|
1.000 |
2,141.50 |
|
0.618 |
2,118.75 |
|
HIGH |
2,081.75 |
|
0.618 |
2,059.00 |
|
0.500 |
2,052.00 |
|
0.382 |
2,044.75 |
|
LOW |
2,022.00 |
|
0.618 |
1,985.00 |
|
1.000 |
1,962.25 |
|
1.618 |
1,925.25 |
|
2.618 |
1,865.50 |
|
4.250 |
1,768.00 |
|
|
| Fisher Pivots for day following 17-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2,052.00 |
2,065.00 |
| PP |
2,044.00 |
2,052.75 |
| S1 |
2,036.25 |
2,040.75 |
|