| Trading Metrics calculated at close of trading on 03-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2007 |
03-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
6,374.0 |
6,445.5 |
71.5 |
1.1% |
6,331.0 |
| High |
6,480.5 |
6,479.0 |
-1.5 |
0.0% |
6,480.5 |
| Low |
6,355.5 |
6,400.5 |
45.0 |
0.7% |
6,083.5 |
| Close |
6,462.0 |
6,413.5 |
-48.5 |
-0.8% |
6,462.0 |
| Range |
125.0 |
78.5 |
-46.5 |
-37.2% |
397.0 |
| ATR |
131.1 |
127.3 |
-3.8 |
-2.9% |
0.0 |
| Volume |
106,544 |
143,851 |
37,307 |
35.0% |
599,332 |
|
| Daily Pivots for day following 03-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,666.5 |
6,618.5 |
6,456.5 |
|
| R3 |
6,588.0 |
6,540.0 |
6,435.0 |
|
| R2 |
6,509.5 |
6,509.5 |
6,428.0 |
|
| R1 |
6,461.5 |
6,461.5 |
6,420.5 |
6,446.0 |
| PP |
6,431.0 |
6,431.0 |
6,431.0 |
6,423.5 |
| S1 |
6,383.0 |
6,383.0 |
6,406.5 |
6,368.0 |
| S2 |
6,352.5 |
6,352.5 |
6,399.0 |
|
| S3 |
6,274.0 |
6,304.5 |
6,392.0 |
|
| S4 |
6,195.5 |
6,226.0 |
6,370.5 |
|
|
| Weekly Pivots for week ending 30-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,533.0 |
7,394.5 |
6,680.5 |
|
| R3 |
7,136.0 |
6,997.5 |
6,571.0 |
|
| R2 |
6,739.0 |
6,739.0 |
6,535.0 |
|
| R1 |
6,600.5 |
6,600.5 |
6,498.5 |
6,670.0 |
| PP |
6,342.0 |
6,342.0 |
6,342.0 |
6,376.5 |
| S1 |
6,203.5 |
6,203.5 |
6,425.5 |
6,273.0 |
| S2 |
5,945.0 |
5,945.0 |
6,389.0 |
|
| S3 |
5,548.0 |
5,806.5 |
6,353.0 |
|
| S4 |
5,151.0 |
5,409.5 |
6,243.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,480.5 |
6,083.5 |
397.0 |
6.2% |
131.0 |
2.0% |
83% |
False |
False |
128,177 |
| 10 |
6,480.5 |
6,048.0 |
432.5 |
6.7% |
135.0 |
2.1% |
85% |
False |
False |
120,110 |
| 20 |
6,553.5 |
6,048.0 |
505.5 |
7.9% |
131.0 |
2.0% |
72% |
False |
False |
123,330 |
| 40 |
6,802.0 |
6,048.0 |
754.0 |
11.8% |
111.0 |
1.7% |
48% |
False |
False |
112,688 |
| 60 |
6,802.0 |
6,048.0 |
754.0 |
11.8% |
103.0 |
1.6% |
48% |
False |
False |
106,657 |
| 80 |
6,802.0 |
5,899.0 |
903.0 |
14.1% |
103.5 |
1.6% |
57% |
False |
False |
80,340 |
| 100 |
6,819.0 |
5,899.0 |
920.0 |
14.3% |
97.5 |
1.5% |
56% |
False |
False |
64,329 |
| 120 |
6,856.0 |
5,899.0 |
957.0 |
14.9% |
90.0 |
1.4% |
54% |
False |
False |
53,660 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,812.5 |
|
2.618 |
6,684.5 |
|
1.618 |
6,606.0 |
|
1.000 |
6,557.5 |
|
0.618 |
6,527.5 |
|
HIGH |
6,479.0 |
|
0.618 |
6,449.0 |
|
0.500 |
6,440.0 |
|
0.382 |
6,430.5 |
|
LOW |
6,400.5 |
|
0.618 |
6,352.0 |
|
1.000 |
6,322.0 |
|
1.618 |
6,273.5 |
|
2.618 |
6,195.0 |
|
4.250 |
6,067.0 |
|
|
| Fisher Pivots for day following 03-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,440.0 |
6,405.0 |
| PP |
6,431.0 |
6,396.5 |
| S1 |
6,422.0 |
6,388.0 |
|