| Trading Metrics calculated at close of trading on 14-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2007 |
14-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
6,501.0 |
6,414.0 |
-87.0 |
-1.3% |
6,543.0 |
| High |
6,516.0 |
6,436.5 |
-79.5 |
-1.2% |
6,623.5 |
| Low |
6,362.0 |
6,343.5 |
-18.5 |
-0.3% |
6,343.5 |
| Close |
6,385.5 |
6,400.0 |
14.5 |
0.2% |
6,400.0 |
| Range |
154.0 |
93.0 |
-61.0 |
-39.6% |
280.0 |
| ATR |
133.2 |
130.3 |
-2.9 |
-2.2% |
0.0 |
| Volume |
162,783 |
178,155 |
15,372 |
9.4% |
625,087 |
|
| Daily Pivots for day following 14-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,672.5 |
6,629.0 |
6,451.0 |
|
| R3 |
6,579.5 |
6,536.0 |
6,425.5 |
|
| R2 |
6,486.5 |
6,486.5 |
6,417.0 |
|
| R1 |
6,443.0 |
6,443.0 |
6,408.5 |
6,418.0 |
| PP |
6,393.5 |
6,393.5 |
6,393.5 |
6,381.0 |
| S1 |
6,350.0 |
6,350.0 |
6,391.5 |
6,325.0 |
| S2 |
6,300.5 |
6,300.5 |
6,383.0 |
|
| S3 |
6,207.5 |
6,257.0 |
6,374.5 |
|
| S4 |
6,114.5 |
6,164.0 |
6,349.0 |
|
|
| Weekly Pivots for week ending 14-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,295.5 |
7,128.0 |
6,554.0 |
|
| R3 |
7,015.5 |
6,848.0 |
6,477.0 |
|
| R2 |
6,735.5 |
6,735.5 |
6,451.5 |
|
| R1 |
6,568.0 |
6,568.0 |
6,425.5 |
6,512.0 |
| PP |
6,455.5 |
6,455.5 |
6,455.5 |
6,427.5 |
| S1 |
6,288.0 |
6,288.0 |
6,374.5 |
6,232.0 |
| S2 |
6,175.5 |
6,175.5 |
6,348.5 |
|
| S3 |
5,895.5 |
6,008.0 |
6,323.0 |
|
| S4 |
5,615.5 |
5,728.0 |
6,246.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,623.5 |
6,343.5 |
280.0 |
4.4% |
117.5 |
1.8% |
20% |
False |
True |
125,017 |
| 10 |
6,623.5 |
6,308.0 |
315.5 |
4.9% |
115.5 |
1.8% |
29% |
False |
False |
125,398 |
| 20 |
6,623.5 |
6,048.0 |
575.5 |
9.0% |
132.5 |
2.1% |
61% |
False |
False |
121,924 |
| 40 |
6,760.5 |
6,048.0 |
712.5 |
11.1% |
117.0 |
1.8% |
49% |
False |
False |
118,244 |
| 60 |
6,802.0 |
6,048.0 |
754.0 |
11.8% |
105.0 |
1.6% |
47% |
False |
False |
113,300 |
| 80 |
6,802.0 |
6,048.0 |
754.0 |
11.8% |
103.5 |
1.6% |
47% |
False |
False |
94,207 |
| 100 |
6,802.0 |
5,899.0 |
903.0 |
14.1% |
100.0 |
1.6% |
55% |
False |
False |
75,394 |
| 120 |
6,835.0 |
5,899.0 |
936.0 |
14.6% |
95.0 |
1.5% |
54% |
False |
False |
62,893 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,832.0 |
|
2.618 |
6,680.0 |
|
1.618 |
6,587.0 |
|
1.000 |
6,529.5 |
|
0.618 |
6,494.0 |
|
HIGH |
6,436.5 |
|
0.618 |
6,401.0 |
|
0.500 |
6,390.0 |
|
0.382 |
6,379.0 |
|
LOW |
6,343.5 |
|
0.618 |
6,286.0 |
|
1.000 |
6,250.5 |
|
1.618 |
6,193.0 |
|
2.618 |
6,100.0 |
|
4.250 |
5,948.0 |
|
|
| Fisher Pivots for day following 14-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,396.5 |
6,483.5 |
| PP |
6,393.5 |
6,455.5 |
| S1 |
6,390.0 |
6,428.0 |
|