| Trading Metrics calculated at close of trading on 19-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2007 |
19-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
2,029.00 |
2,029.00 |
0.00 |
0.0% |
2,130.75 |
| High |
2,048.75 |
2,040.25 |
-8.50 |
-0.4% |
2,151.25 |
| Low |
2,000.00 |
2,016.75 |
16.75 |
0.8% |
2,070.75 |
| Close |
2,033.00 |
2,036.00 |
3.00 |
0.1% |
2,072.50 |
| Range |
48.75 |
23.50 |
-25.25 |
-51.8% |
80.50 |
| ATR |
46.14 |
44.52 |
-1.62 |
-3.5% |
0.00 |
| Volume |
121,281 |
86,905 |
-34,376 |
-28.3% |
1,608,960 |
|
| Daily Pivots for day following 19-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,101.50 |
2,092.25 |
2,049.00 |
|
| R3 |
2,078.00 |
2,068.75 |
2,042.50 |
|
| R2 |
2,054.50 |
2,054.50 |
2,040.25 |
|
| R1 |
2,045.25 |
2,045.25 |
2,038.25 |
2,050.00 |
| PP |
2,031.00 |
2,031.00 |
2,031.00 |
2,033.25 |
| S1 |
2,021.75 |
2,021.75 |
2,033.75 |
2,026.50 |
| S2 |
2,007.50 |
2,007.50 |
2,031.75 |
|
| S3 |
1,984.00 |
1,998.25 |
2,029.50 |
|
| S4 |
1,960.50 |
1,974.75 |
2,023.00 |
|
|
| 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 |
2,108.00 |
2,000.00 |
108.00 |
5.3% |
39.00 |
1.9% |
33% |
False |
False |
204,241 |
| 10 |
2,151.25 |
2,000.00 |
151.25 |
7.4% |
39.75 |
2.0% |
24% |
False |
False |
262,299 |
| 20 |
2,151.25 |
1,992.00 |
159.25 |
7.8% |
43.25 |
2.1% |
28% |
False |
False |
351,244 |
| 40 |
2,256.25 |
1,982.25 |
274.00 |
13.5% |
48.50 |
2.4% |
20% |
False |
False |
435,010 |
| 60 |
2,256.25 |
1,982.25 |
274.00 |
13.5% |
43.50 |
2.1% |
20% |
False |
False |
406,017 |
| 80 |
2,256.25 |
1,929.25 |
327.00 |
16.1% |
40.50 |
2.0% |
33% |
False |
False |
337,556 |
| 100 |
2,256.25 |
1,835.25 |
421.00 |
20.7% |
40.75 |
2.0% |
48% |
False |
False |
270,069 |
| 120 |
2,256.25 |
1,835.25 |
421.00 |
20.7% |
38.50 |
1.9% |
48% |
False |
False |
225,074 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,140.00 |
|
2.618 |
2,101.75 |
|
1.618 |
2,078.25 |
|
1.000 |
2,063.75 |
|
0.618 |
2,054.75 |
|
HIGH |
2,040.25 |
|
0.618 |
2,031.25 |
|
0.500 |
2,028.50 |
|
0.382 |
2,025.75 |
|
LOW |
2,016.75 |
|
0.618 |
2,002.25 |
|
1.000 |
1,993.25 |
|
1.618 |
1,978.75 |
|
2.618 |
1,955.25 |
|
4.250 |
1,917.00 |
|
|
| Fisher Pivots for day following 19-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2,033.50 |
2,041.00 |
| PP |
2,031.00 |
2,039.25 |
| S1 |
2,028.50 |
2,037.50 |
|