| Trading Metrics calculated at close of trading on 10-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2007 |
10-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
6,545.0 |
6,543.0 |
-2.0 |
0.0% |
6,445.5 |
| High |
6,595.0 |
6,615.0 |
20.0 |
0.3% |
6,620.0 |
| Low |
6,534.0 |
6,542.5 |
8.5 |
0.1% |
6,308.0 |
| Close |
6,556.0 |
6,582.0 |
26.0 |
0.4% |
6,556.0 |
| Range |
61.0 |
72.5 |
11.5 |
18.9% |
312.0 |
| ATR |
131.1 |
126.9 |
-4.2 |
-3.2% |
0.0 |
| Volume |
152,266 |
98,289 |
-53,977 |
-35.4% |
628,894 |
|
| Daily Pivots for day following 10-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,797.5 |
6,762.0 |
6,622.0 |
|
| R3 |
6,725.0 |
6,689.5 |
6,602.0 |
|
| R2 |
6,652.5 |
6,652.5 |
6,595.5 |
|
| R1 |
6,617.0 |
6,617.0 |
6,588.5 |
6,635.0 |
| PP |
6,580.0 |
6,580.0 |
6,580.0 |
6,588.5 |
| S1 |
6,544.5 |
6,544.5 |
6,575.5 |
6,562.0 |
| S2 |
6,507.5 |
6,507.5 |
6,568.5 |
|
| S3 |
6,435.0 |
6,472.0 |
6,562.0 |
|
| S4 |
6,362.5 |
6,399.5 |
6,542.0 |
|
|
| 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 |
4.7% |
112.5 |
1.7% |
88% |
False |
False |
116,666 |
| 10 |
6,620.0 |
6,083.5 |
536.5 |
8.2% |
122.0 |
1.9% |
93% |
False |
False |
122,422 |
| 20 |
6,620.0 |
6,048.0 |
572.0 |
8.7% |
127.0 |
1.9% |
93% |
False |
False |
119,270 |
| 40 |
6,770.0 |
6,048.0 |
722.0 |
11.0% |
113.5 |
1.7% |
74% |
False |
False |
115,638 |
| 60 |
6,802.0 |
6,048.0 |
754.0 |
11.5% |
103.5 |
1.6% |
71% |
False |
False |
114,622 |
| 80 |
6,802.0 |
6,048.0 |
754.0 |
11.5% |
101.0 |
1.5% |
71% |
False |
False |
87,625 |
| 100 |
6,802.0 |
5,899.0 |
903.0 |
13.7% |
99.5 |
1.5% |
76% |
False |
False |
70,157 |
| 120 |
6,835.0 |
5,899.0 |
936.0 |
14.2% |
92.5 |
1.4% |
73% |
False |
False |
58,515 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,923.0 |
|
2.618 |
6,805.0 |
|
1.618 |
6,732.5 |
|
1.000 |
6,687.5 |
|
0.618 |
6,660.0 |
|
HIGH |
6,615.0 |
|
0.618 |
6,587.5 |
|
0.500 |
6,579.0 |
|
0.382 |
6,570.0 |
|
LOW |
6,542.5 |
|
0.618 |
6,497.5 |
|
1.000 |
6,470.0 |
|
1.618 |
6,425.0 |
|
2.618 |
6,352.5 |
|
4.250 |
6,234.5 |
|
|
| Fisher Pivots for day following 10-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,581.0 |
6,567.0 |
| PP |
6,580.0 |
6,552.0 |
| S1 |
6,579.0 |
6,537.0 |
|