| Trading Metrics calculated at close of trading on 18-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2007 |
18-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
2,064.00 |
2,029.00 |
-35.00 |
-1.7% |
2,130.75 |
| High |
2,081.75 |
2,048.75 |
-33.00 |
-1.6% |
2,151.25 |
| Low |
2,022.00 |
2,000.00 |
-22.00 |
-1.1% |
2,070.75 |
| Close |
2,028.50 |
2,033.00 |
4.50 |
0.2% |
2,072.50 |
| Range |
59.75 |
48.75 |
-11.00 |
-18.4% |
80.50 |
| ATR |
45.94 |
46.14 |
0.20 |
0.4% |
0.00 |
| Volume |
102,180 |
121,281 |
19,101 |
18.7% |
1,608,960 |
|
| Daily Pivots for day following 18-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,173.50 |
2,152.00 |
2,059.75 |
|
| R3 |
2,124.75 |
2,103.25 |
2,046.50 |
|
| R2 |
2,076.00 |
2,076.00 |
2,042.00 |
|
| R1 |
2,054.50 |
2,054.50 |
2,037.50 |
2,065.25 |
| PP |
2,027.25 |
2,027.25 |
2,027.25 |
2,032.50 |
| S1 |
2,005.75 |
2,005.75 |
2,028.50 |
2,016.50 |
| S2 |
1,978.50 |
1,978.50 |
2,024.00 |
|
| S3 |
1,929.75 |
1,957.00 |
2,019.50 |
|
| S4 |
1,881.00 |
1,908.25 |
2,006.25 |
|
|
| 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 |
2,133.25 |
2,000.00 |
133.25 |
6.6% |
46.75 |
2.3% |
25% |
False |
True |
268,563 |
| 10 |
2,151.25 |
2,000.00 |
151.25 |
7.4% |
42.25 |
2.1% |
22% |
False |
True |
285,956 |
| 20 |
2,151.25 |
1,992.00 |
159.25 |
7.8% |
46.00 |
2.3% |
26% |
False |
False |
367,832 |
| 40 |
2,256.25 |
1,982.25 |
274.00 |
13.5% |
49.25 |
2.4% |
19% |
False |
False |
445,422 |
| 60 |
2,256.25 |
1,982.25 |
274.00 |
13.5% |
43.75 |
2.1% |
19% |
False |
False |
410,021 |
| 80 |
2,256.25 |
1,928.50 |
327.75 |
16.1% |
40.75 |
2.0% |
32% |
False |
False |
336,471 |
| 100 |
2,256.25 |
1,835.25 |
421.00 |
20.7% |
41.00 |
2.0% |
47% |
False |
False |
269,201 |
| 120 |
2,256.25 |
1,835.25 |
421.00 |
20.7% |
38.50 |
1.9% |
47% |
False |
False |
224,350 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,256.00 |
|
2.618 |
2,176.50 |
|
1.618 |
2,127.75 |
|
1.000 |
2,097.50 |
|
0.618 |
2,079.00 |
|
HIGH |
2,048.75 |
|
0.618 |
2,030.25 |
|
0.500 |
2,024.50 |
|
0.382 |
2,018.50 |
|
LOW |
2,000.00 |
|
0.618 |
1,969.75 |
|
1.000 |
1,951.25 |
|
1.618 |
1,921.00 |
|
2.618 |
1,872.25 |
|
4.250 |
1,792.75 |
|
|
| Fisher Pivots for day following 18-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2,030.00 |
2,050.00 |
| PP |
2,027.25 |
2,044.25 |
| S1 |
2,024.50 |
2,038.50 |
|