| Trading Metrics calculated at close of trading on 03-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2007 |
03-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
6,518.0 |
6,566.0 |
48.0 |
0.7% |
6,461.0 |
| High |
6,520.0 |
6,587.0 |
67.0 |
1.0% |
6,520.0 |
| Low |
6,467.0 |
6,541.0 |
74.0 |
1.1% |
6,362.0 |
| Close |
6,476.0 |
6,559.0 |
83.0 |
1.3% |
6,476.0 |
| Range |
53.0 |
46.0 |
-7.0 |
-13.2% |
158.0 |
| ATR |
107.7 |
108.0 |
0.2 |
0.2% |
0.0 |
| Volume |
24,632 |
20,764 |
-3,868 |
-15.7% |
104,613 |
|
| Daily Pivots for day following 03-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,700.3 |
6,675.7 |
6,584.3 |
|
| R3 |
6,654.3 |
6,629.7 |
6,571.7 |
|
| R2 |
6,608.3 |
6,608.3 |
6,567.4 |
|
| R1 |
6,583.7 |
6,583.7 |
6,563.2 |
6,573.0 |
| PP |
6,562.3 |
6,562.3 |
6,562.3 |
6,557.0 |
| S1 |
6,537.7 |
6,537.7 |
6,554.8 |
6,527.0 |
| S2 |
6,516.3 |
6,516.3 |
6,550.6 |
|
| S3 |
6,470.3 |
6,491.7 |
6,546.4 |
|
| S4 |
6,424.3 |
6,445.7 |
6,533.7 |
|
|
| Weekly Pivots for week ending 30-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,926.7 |
6,859.3 |
6,562.9 |
|
| R3 |
6,768.7 |
6,701.3 |
6,519.5 |
|
| R2 |
6,610.7 |
6,610.7 |
6,505.0 |
|
| R1 |
6,543.3 |
6,543.3 |
6,490.5 |
6,577.0 |
| PP |
6,452.7 |
6,452.7 |
6,452.7 |
6,469.5 |
| S1 |
6,385.3 |
6,385.3 |
6,461.5 |
6,419.0 |
| S2 |
6,294.7 |
6,294.7 |
6,447.0 |
|
| S3 |
6,136.7 |
6,227.3 |
6,432.6 |
|
| S4 |
5,978.7 |
6,069.3 |
6,389.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,587.0 |
6,362.0 |
225.0 |
3.4% |
76.2 |
1.2% |
88% |
True |
False |
25,075 |
| 10 |
6,588.0 |
6,335.0 |
253.0 |
3.9% |
71.4 |
1.1% |
89% |
False |
False |
23,740 |
| 20 |
6,743.0 |
6,335.0 |
408.0 |
6.2% |
78.9 |
1.2% |
55% |
False |
False |
25,070 |
| 40 |
6,880.0 |
6,335.0 |
545.0 |
8.3% |
76.0 |
1.2% |
41% |
False |
False |
22,957 |
| 60 |
6,880.0 |
6,204.0 |
676.0 |
10.3% |
72.5 |
1.1% |
53% |
False |
False |
23,340 |
| 80 |
6,880.0 |
5,603.0 |
1,277.0 |
19.5% |
72.7 |
1.1% |
75% |
False |
False |
17,537 |
| 100 |
6,880.0 |
5,603.0 |
1,277.0 |
19.5% |
68.1 |
1.0% |
75% |
False |
False |
14,043 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,782.5 |
|
2.618 |
6,707.4 |
|
1.618 |
6,661.4 |
|
1.000 |
6,633.0 |
|
0.618 |
6,615.4 |
|
HIGH |
6,587.0 |
|
0.618 |
6,569.4 |
|
0.500 |
6,564.0 |
|
0.382 |
6,558.6 |
|
LOW |
6,541.0 |
|
0.618 |
6,512.6 |
|
1.000 |
6,495.0 |
|
1.618 |
6,466.6 |
|
2.618 |
6,420.6 |
|
4.250 |
6,345.5 |
|
|
| Fisher Pivots for day following 03-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,564.0 |
6,530.8 |
| PP |
6,562.3 |
6,502.7 |
| S1 |
6,560.7 |
6,474.5 |
|