| Trading Metrics calculated at close of trading on 20-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2007 |
20-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
2,029.00 |
2,033.50 |
4.50 |
0.2% |
2,130.75 |
| High |
2,040.25 |
2,076.75 |
36.50 |
1.8% |
2,151.25 |
| Low |
2,016.75 |
2,033.50 |
16.75 |
0.8% |
2,070.75 |
| Close |
2,036.00 |
2,076.50 |
40.50 |
2.0% |
2,072.50 |
| Range |
23.50 |
43.25 |
19.75 |
84.0% |
80.50 |
| ATR |
44.52 |
44.43 |
-0.09 |
-0.2% |
0.00 |
| Volume |
86,905 |
58,699 |
-28,206 |
-32.5% |
1,608,960 |
|
| Daily Pivots for day following 20-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,192.00 |
2,177.50 |
2,100.25 |
|
| R3 |
2,148.75 |
2,134.25 |
2,088.50 |
|
| R2 |
2,105.50 |
2,105.50 |
2,084.50 |
|
| R1 |
2,091.00 |
2,091.00 |
2,080.50 |
2,098.25 |
| PP |
2,062.25 |
2,062.25 |
2,062.25 |
2,066.00 |
| S1 |
2,047.75 |
2,047.75 |
2,072.50 |
2,055.00 |
| S2 |
2,019.00 |
2,019.00 |
2,068.50 |
|
| S3 |
1,975.75 |
2,004.50 |
2,064.50 |
|
| S4 |
1,932.50 |
1,961.25 |
2,052.75 |
|
|
| 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 |
2,099.75 |
2,000.00 |
99.75 |
4.8% |
40.75 |
2.0% |
77% |
False |
False |
115,980 |
| 10 |
2,151.25 |
2,000.00 |
151.25 |
7.3% |
40.75 |
2.0% |
51% |
False |
False |
232,192 |
| 20 |
2,151.25 |
1,992.50 |
158.75 |
7.6% |
42.75 |
2.1% |
53% |
False |
False |
321,650 |
| 40 |
2,256.25 |
1,982.25 |
274.00 |
13.2% |
48.25 |
2.3% |
34% |
False |
False |
425,085 |
| 60 |
2,256.25 |
1,982.25 |
274.00 |
13.2% |
44.00 |
2.1% |
34% |
False |
False |
402,399 |
| 80 |
2,256.25 |
1,970.00 |
286.25 |
13.8% |
40.50 |
1.9% |
37% |
False |
False |
338,281 |
| 100 |
2,256.25 |
1,835.25 |
421.00 |
20.3% |
40.75 |
2.0% |
57% |
False |
False |
270,654 |
| 120 |
2,256.25 |
1,835.25 |
421.00 |
20.3% |
38.75 |
1.9% |
57% |
False |
False |
225,562 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,260.50 |
|
2.618 |
2,190.00 |
|
1.618 |
2,146.75 |
|
1.000 |
2,120.00 |
|
0.618 |
2,103.50 |
|
HIGH |
2,076.75 |
|
0.618 |
2,060.25 |
|
0.500 |
2,055.00 |
|
0.382 |
2,050.00 |
|
LOW |
2,033.50 |
|
0.618 |
2,006.75 |
|
1.000 |
1,990.25 |
|
1.618 |
1,963.50 |
|
2.618 |
1,920.25 |
|
4.250 |
1,849.75 |
|
|
| Fisher Pivots for day following 20-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2,069.50 |
2,063.75 |
| PP |
2,062.25 |
2,051.00 |
| S1 |
2,055.00 |
2,038.50 |
|