| Trading Metrics calculated at close of trading on 21-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2007 |
21-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
2,033.50 |
2,077.75 |
44.25 |
2.2% |
2,064.00 |
| High |
2,076.75 |
2,108.00 |
31.25 |
1.5% |
2,108.00 |
| Low |
2,033.50 |
2,074.00 |
40.50 |
2.0% |
2,000.00 |
| Close |
2,076.50 |
2,098.93 |
22.43 |
1.1% |
2,098.93 |
| Range |
43.25 |
34.00 |
-9.25 |
-21.4% |
108.00 |
| ATR |
44.43 |
43.69 |
-0.75 |
-1.7% |
0.00 |
| Volume |
58,699 |
58,478 |
-221 |
-0.4% |
427,543 |
|
| Daily Pivots for day following 21-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,195.75 |
2,181.25 |
2,117.75 |
|
| R3 |
2,161.75 |
2,147.25 |
2,108.25 |
|
| R2 |
2,127.75 |
2,127.75 |
2,105.25 |
|
| R1 |
2,113.25 |
2,113.25 |
2,102.00 |
2,120.50 |
| PP |
2,093.75 |
2,093.75 |
2,093.75 |
2,097.25 |
| S1 |
2,079.25 |
2,079.25 |
2,095.75 |
2,086.50 |
| S2 |
2,059.75 |
2,059.75 |
2,092.75 |
|
| S3 |
2,025.75 |
2,045.25 |
2,089.50 |
|
| S4 |
1,991.75 |
2,011.25 |
2,080.25 |
|
|
| Weekly Pivots for week ending 21-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,393.00 |
2,354.00 |
2,158.25 |
|
| R3 |
2,285.00 |
2,246.00 |
2,128.75 |
|
| R2 |
2,177.00 |
2,177.00 |
2,118.75 |
|
| R1 |
2,138.00 |
2,138.00 |
2,108.75 |
2,157.50 |
| PP |
2,069.00 |
2,069.00 |
2,069.00 |
2,078.75 |
| S1 |
2,030.00 |
2,030.00 |
2,089.00 |
2,049.50 |
| S2 |
1,961.00 |
1,961.00 |
2,079.25 |
|
| S3 |
1,853.00 |
1,922.00 |
2,069.25 |
|
| S4 |
1,745.00 |
1,814.00 |
2,039.50 |
|
|
| 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 |
5.1% |
41.75 |
2.0% |
92% |
True |
False |
85,508 |
| 10 |
2,151.25 |
2,000.00 |
151.25 |
7.2% |
42.00 |
2.0% |
65% |
False |
False |
203,650 |
| 20 |
2,151.25 |
1,992.50 |
158.75 |
7.6% |
42.75 |
2.0% |
67% |
False |
False |
300,254 |
| 40 |
2,256.25 |
1,982.25 |
274.00 |
13.1% |
47.75 |
2.3% |
43% |
False |
False |
409,111 |
| 60 |
2,256.25 |
1,982.25 |
274.00 |
13.1% |
44.25 |
2.1% |
43% |
False |
False |
398,499 |
| 80 |
2,256.25 |
1,971.00 |
285.25 |
13.6% |
40.25 |
1.9% |
45% |
False |
False |
339,000 |
| 100 |
2,256.25 |
1,835.25 |
421.00 |
20.1% |
40.75 |
1.9% |
63% |
False |
False |
271,237 |
| 120 |
2,256.25 |
1,835.25 |
421.00 |
20.1% |
39.00 |
1.9% |
63% |
False |
False |
226,049 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,252.50 |
|
2.618 |
2,197.00 |
|
1.618 |
2,163.00 |
|
1.000 |
2,142.00 |
|
0.618 |
2,129.00 |
|
HIGH |
2,108.00 |
|
0.618 |
2,095.00 |
|
0.500 |
2,091.00 |
|
0.382 |
2,087.00 |
|
LOW |
2,074.00 |
|
0.618 |
2,053.00 |
|
1.000 |
2,040.00 |
|
1.618 |
2,019.00 |
|
2.618 |
1,985.00 |
|
4.250 |
1,929.50 |
|
|
| Fisher Pivots for day following 21-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2,096.25 |
2,086.75 |
| PP |
2,093.75 |
2,074.50 |
| S1 |
2,091.00 |
2,062.50 |
|