| Trading Metrics calculated at close of trading on 06-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2007 |
06-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
6,378.0 |
6,545.5 |
167.5 |
2.6% |
6,331.0 |
| High |
6,523.5 |
6,620.0 |
96.5 |
1.5% |
6,480.5 |
| Low |
6,374.0 |
6,454.5 |
80.5 |
1.3% |
6,083.5 |
| Close |
6,508.0 |
6,493.0 |
-15.0 |
-0.2% |
6,462.0 |
| Range |
149.5 |
165.5 |
16.0 |
10.7% |
397.0 |
| ATR |
130.8 |
133.3 |
2.5 |
1.9% |
0.0 |
| Volume |
127,944 |
118,562 |
-9,382 |
-7.3% |
599,332 |
|
| Daily Pivots for day following 06-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,019.0 |
6,921.5 |
6,584.0 |
|
| R3 |
6,853.5 |
6,756.0 |
6,538.5 |
|
| R2 |
6,688.0 |
6,688.0 |
6,523.5 |
|
| R1 |
6,590.5 |
6,590.5 |
6,508.0 |
6,556.5 |
| PP |
6,522.5 |
6,522.5 |
6,522.5 |
6,505.5 |
| S1 |
6,425.0 |
6,425.0 |
6,478.0 |
6,391.0 |
| S2 |
6,357.0 |
6,357.0 |
6,462.5 |
|
| S3 |
6,191.5 |
6,259.5 |
6,447.5 |
|
| S4 |
6,026.0 |
6,094.0 |
6,402.0 |
|
|
| 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 |
6,620.0 |
6,308.0 |
312.0 |
4.8% |
126.5 |
1.9% |
59% |
True |
False |
116,634 |
| 10 |
6,620.0 |
6,083.5 |
536.5 |
8.3% |
134.0 |
2.1% |
76% |
True |
False |
114,466 |
| 20 |
6,620.0 |
6,048.0 |
572.0 |
8.8% |
134.5 |
2.1% |
78% |
True |
False |
123,089 |
| 40 |
6,802.0 |
6,048.0 |
754.0 |
11.6% |
115.5 |
1.8% |
59% |
False |
False |
114,770 |
| 60 |
6,802.0 |
6,048.0 |
754.0 |
11.6% |
105.5 |
1.6% |
59% |
False |
False |
111,813 |
| 80 |
6,802.0 |
5,899.0 |
903.0 |
13.9% |
105.0 |
1.6% |
66% |
False |
False |
84,495 |
| 100 |
6,802.0 |
5,899.0 |
903.0 |
13.9% |
100.0 |
1.5% |
66% |
False |
False |
67,654 |
| 120 |
6,835.0 |
5,899.0 |
936.0 |
14.4% |
92.0 |
1.4% |
63% |
False |
False |
56,429 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,323.5 |
|
2.618 |
7,053.5 |
|
1.618 |
6,888.0 |
|
1.000 |
6,785.5 |
|
0.618 |
6,722.5 |
|
HIGH |
6,620.0 |
|
0.618 |
6,557.0 |
|
0.500 |
6,537.0 |
|
0.382 |
6,517.5 |
|
LOW |
6,454.5 |
|
0.618 |
6,352.0 |
|
1.000 |
6,289.0 |
|
1.618 |
6,186.5 |
|
2.618 |
6,021.0 |
|
4.250 |
5,751.0 |
|
|
| Fisher Pivots for day following 06-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,537.0 |
6,483.5 |
| PP |
6,522.5 |
6,473.5 |
| S1 |
6,508.0 |
6,464.0 |
|