| Trading Metrics calculated at close of trading on 21-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2007 |
21-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
6,305.5 |
6,411.0 |
105.5 |
1.7% |
6,328.0 |
| High |
6,371.0 |
6,435.0 |
64.0 |
1.0% |
6,435.0 |
| Low |
6,292.5 |
6,399.0 |
106.5 |
1.7% |
6,239.0 |
| Close |
6,342.5 |
6,434.5 |
92.0 |
1.5% |
6,434.5 |
| Range |
78.5 |
36.0 |
-42.5 |
-54.1% |
196.0 |
| ATR |
122.0 |
119.9 |
-2.1 |
-1.7% |
0.0 |
| Volume |
239,487 |
123,331 |
-116,156 |
-48.5% |
979,754 |
|
| Daily Pivots for day following 21-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,531.0 |
6,518.5 |
6,454.5 |
|
| R3 |
6,495.0 |
6,482.5 |
6,444.5 |
|
| R2 |
6,459.0 |
6,459.0 |
6,441.0 |
|
| R1 |
6,446.5 |
6,446.5 |
6,438.0 |
6,453.0 |
| PP |
6,423.0 |
6,423.0 |
6,423.0 |
6,426.0 |
| S1 |
6,410.5 |
6,410.5 |
6,431.0 |
6,417.0 |
| S2 |
6,387.0 |
6,387.0 |
6,428.0 |
|
| S3 |
6,351.0 |
6,374.5 |
6,424.5 |
|
| S4 |
6,315.0 |
6,338.5 |
6,414.5 |
|
|
| Weekly Pivots for week ending 21-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,957.5 |
6,892.0 |
6,542.5 |
|
| R3 |
6,761.5 |
6,696.0 |
6,488.5 |
|
| R2 |
6,565.5 |
6,565.5 |
6,470.5 |
|
| R1 |
6,500.0 |
6,500.0 |
6,452.5 |
6,533.0 |
| PP |
6,369.5 |
6,369.5 |
6,369.5 |
6,386.0 |
| S1 |
6,304.0 |
6,304.0 |
6,416.5 |
6,337.0 |
| S2 |
6,173.5 |
6,173.5 |
6,398.5 |
|
| S3 |
5,977.5 |
6,108.0 |
6,380.5 |
|
| S4 |
5,781.5 |
5,912.0 |
6,326.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,435.0 |
6,239.0 |
196.0 |
3.0% |
75.5 |
1.2% |
100% |
True |
False |
195,950 |
| 10 |
6,623.5 |
6,239.0 |
384.5 |
6.0% |
96.5 |
1.5% |
51% |
False |
False |
160,484 |
| 20 |
6,623.5 |
6,083.5 |
540.0 |
8.4% |
112.5 |
1.7% |
65% |
False |
False |
141,653 |
| 40 |
6,760.5 |
6,048.0 |
712.5 |
11.1% |
115.0 |
1.8% |
54% |
False |
False |
129,166 |
| 60 |
6,802.0 |
6,048.0 |
754.0 |
11.7% |
106.0 |
1.6% |
51% |
False |
False |
120,563 |
| 80 |
6,802.0 |
6,048.0 |
754.0 |
11.7% |
103.5 |
1.6% |
51% |
False |
False |
106,421 |
| 100 |
6,802.0 |
5,899.0 |
903.0 |
14.0% |
100.5 |
1.6% |
59% |
False |
False |
85,190 |
| 120 |
6,835.0 |
5,899.0 |
936.0 |
14.5% |
96.0 |
1.5% |
57% |
False |
False |
71,039 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,588.0 |
|
2.618 |
6,529.0 |
|
1.618 |
6,493.0 |
|
1.000 |
6,471.0 |
|
0.618 |
6,457.0 |
|
HIGH |
6,435.0 |
|
0.618 |
6,421.0 |
|
0.500 |
6,417.0 |
|
0.382 |
6,413.0 |
|
LOW |
6,399.0 |
|
0.618 |
6,377.0 |
|
1.000 |
6,363.0 |
|
1.618 |
6,341.0 |
|
2.618 |
6,305.0 |
|
4.250 |
6,246.0 |
|
|
| Fisher Pivots for day following 21-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,428.5 |
6,404.0 |
| PP |
6,423.0 |
6,374.0 |
| S1 |
6,417.0 |
6,343.5 |
|