| Trading Metrics calculated at close of trading on 07-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2007 |
07-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
6,545.5 |
6,545.0 |
-0.5 |
0.0% |
6,445.5 |
| High |
6,620.0 |
6,595.0 |
-25.0 |
-0.4% |
6,620.0 |
| Low |
6,454.5 |
6,534.0 |
79.5 |
1.2% |
6,308.0 |
| Close |
6,493.0 |
6,556.0 |
63.0 |
1.0% |
6,556.0 |
| Range |
165.5 |
61.0 |
-104.5 |
-63.1% |
312.0 |
| ATR |
133.3 |
131.1 |
-2.2 |
-1.7% |
0.0 |
| Volume |
118,562 |
152,266 |
33,704 |
28.4% |
628,894 |
|
| Daily Pivots for day following 07-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,744.5 |
6,711.5 |
6,589.5 |
|
| R3 |
6,683.5 |
6,650.5 |
6,573.0 |
|
| R2 |
6,622.5 |
6,622.5 |
6,567.0 |
|
| R1 |
6,589.5 |
6,589.5 |
6,561.5 |
6,606.0 |
| PP |
6,561.5 |
6,561.5 |
6,561.5 |
6,570.0 |
| S1 |
6,528.5 |
6,528.5 |
6,550.5 |
6,545.0 |
| S2 |
6,500.5 |
6,500.5 |
6,545.0 |
|
| S3 |
6,439.5 |
6,467.5 |
6,539.0 |
|
| S4 |
6,378.5 |
6,406.5 |
6,522.5 |
|
|
| Weekly Pivots for week ending 07-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,430.5 |
7,305.5 |
6,727.5 |
|
| R3 |
7,118.5 |
6,993.5 |
6,642.0 |
|
| R2 |
6,806.5 |
6,806.5 |
6,613.0 |
|
| R1 |
6,681.5 |
6,681.5 |
6,584.5 |
6,744.0 |
| PP |
6,494.5 |
6,494.5 |
6,494.5 |
6,526.0 |
| S1 |
6,369.5 |
6,369.5 |
6,527.5 |
6,432.0 |
| S2 |
6,182.5 |
6,182.5 |
6,499.0 |
|
| S3 |
5,870.5 |
6,057.5 |
6,470.0 |
|
| S4 |
5,558.5 |
5,745.5 |
6,384.5 |
|
|
| 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% |
114.0 |
1.7% |
79% |
False |
False |
125,778 |
| 10 |
6,620.0 |
6,083.5 |
536.5 |
8.2% |
128.0 |
2.0% |
88% |
False |
False |
122,822 |
| 20 |
6,620.0 |
6,048.0 |
572.0 |
8.7% |
128.5 |
2.0% |
89% |
False |
False |
121,879 |
| 40 |
6,802.0 |
6,048.0 |
754.0 |
11.5% |
115.0 |
1.8% |
67% |
False |
False |
115,614 |
| 60 |
6,802.0 |
6,048.0 |
754.0 |
11.5% |
104.0 |
1.6% |
67% |
False |
False |
113,707 |
| 80 |
6,802.0 |
5,899.0 |
903.0 |
13.8% |
104.0 |
1.6% |
73% |
False |
False |
86,397 |
| 100 |
6,802.0 |
5,899.0 |
903.0 |
13.8% |
100.0 |
1.5% |
73% |
False |
False |
69,175 |
| 120 |
6,835.0 |
5,899.0 |
936.0 |
14.3% |
92.5 |
1.4% |
70% |
False |
False |
57,697 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,854.0 |
|
2.618 |
6,754.5 |
|
1.618 |
6,693.5 |
|
1.000 |
6,656.0 |
|
0.618 |
6,632.5 |
|
HIGH |
6,595.0 |
|
0.618 |
6,571.5 |
|
0.500 |
6,564.5 |
|
0.382 |
6,557.5 |
|
LOW |
6,534.0 |
|
0.618 |
6,496.5 |
|
1.000 |
6,473.0 |
|
1.618 |
6,435.5 |
|
2.618 |
6,374.5 |
|
4.250 |
6,275.0 |
|
|
| Fisher Pivots for day following 07-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,564.5 |
6,536.5 |
| PP |
6,561.5 |
6,516.5 |
| S1 |
6,559.0 |
6,497.0 |
|