| Trading Metrics calculated at close of trading on 20-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2007 |
20-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
6,300.0 |
6,305.5 |
5.5 |
0.1% |
6,543.0 |
| High |
6,326.0 |
6,371.0 |
45.0 |
0.7% |
6,623.5 |
| Low |
6,252.0 |
6,292.5 |
40.5 |
0.6% |
6,343.5 |
| Close |
6,297.0 |
6,342.5 |
45.5 |
0.7% |
6,400.0 |
| Range |
74.0 |
78.5 |
4.5 |
6.1% |
280.0 |
| ATR |
125.3 |
122.0 |
-3.3 |
-2.7% |
0.0 |
| Volume |
242,062 |
239,487 |
-2,575 |
-1.1% |
625,087 |
|
| Daily Pivots for day following 20-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,571.0 |
6,535.0 |
6,385.5 |
|
| R3 |
6,492.5 |
6,456.5 |
6,364.0 |
|
| R2 |
6,414.0 |
6,414.0 |
6,357.0 |
|
| R1 |
6,378.0 |
6,378.0 |
6,349.5 |
6,396.0 |
| PP |
6,335.5 |
6,335.5 |
6,335.5 |
6,344.0 |
| S1 |
6,299.5 |
6,299.5 |
6,335.5 |
6,317.5 |
| S2 |
6,257.0 |
6,257.0 |
6,328.0 |
|
| S3 |
6,178.5 |
6,221.0 |
6,321.0 |
|
| S4 |
6,100.0 |
6,142.5 |
6,299.5 |
|
|
| 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 |
6,436.5 |
6,239.0 |
197.5 |
3.1% |
87.0 |
1.4% |
52% |
False |
False |
206,915 |
| 10 |
6,623.5 |
6,239.0 |
384.5 |
6.1% |
99.0 |
1.6% |
27% |
False |
False |
163,377 |
| 20 |
6,623.5 |
6,083.5 |
540.0 |
8.5% |
116.5 |
1.8% |
48% |
False |
False |
138,922 |
| 40 |
6,760.5 |
6,048.0 |
712.5 |
11.2% |
117.0 |
1.8% |
41% |
False |
False |
128,588 |
| 60 |
6,802.0 |
6,048.0 |
754.0 |
11.9% |
107.0 |
1.7% |
39% |
False |
False |
120,599 |
| 80 |
6,802.0 |
6,048.0 |
754.0 |
11.9% |
104.0 |
1.6% |
39% |
False |
False |
104,900 |
| 100 |
6,802.0 |
5,899.0 |
903.0 |
14.2% |
100.5 |
1.6% |
49% |
False |
False |
83,957 |
| 120 |
6,835.0 |
5,899.0 |
936.0 |
14.8% |
96.5 |
1.5% |
47% |
False |
False |
70,017 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,704.5 |
|
2.618 |
6,576.5 |
|
1.618 |
6,498.0 |
|
1.000 |
6,449.5 |
|
0.618 |
6,419.5 |
|
HIGH |
6,371.0 |
|
0.618 |
6,341.0 |
|
0.500 |
6,332.0 |
|
0.382 |
6,322.5 |
|
LOW |
6,292.5 |
|
0.618 |
6,244.0 |
|
1.000 |
6,214.0 |
|
1.618 |
6,165.5 |
|
2.618 |
6,087.0 |
|
4.250 |
5,959.0 |
|
|
| Fisher Pivots for day following 20-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,339.0 |
6,330.0 |
| PP |
6,335.5 |
6,317.5 |
| S1 |
6,332.0 |
6,305.0 |
|