| 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 |
6,234.0 |
6,205.0 |
-29.0 |
-0.5% |
6,654.0 |
| High |
6,269.0 |
6,249.0 |
-20.0 |
-0.3% |
6,705.0 |
| Low |
6,189.0 |
6,157.0 |
-32.0 |
-0.5% |
6,468.0 |
| Close |
6,212.0 |
6,239.0 |
27.0 |
0.4% |
6,503.0 |
| Range |
80.0 |
92.0 |
12.0 |
15.0% |
237.0 |
| ATR |
108.8 |
107.6 |
-1.2 |
-1.1% |
0.0 |
| Volume |
71,617 |
11,526 |
-60,091 |
-83.9% |
115,059 |
|
| Daily Pivots for day following 20-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,491.0 |
6,457.0 |
6,289.6 |
|
| R3 |
6,399.0 |
6,365.0 |
6,264.3 |
|
| R2 |
6,307.0 |
6,307.0 |
6,255.9 |
|
| R1 |
6,273.0 |
6,273.0 |
6,247.4 |
6,290.0 |
| PP |
6,215.0 |
6,215.0 |
6,215.0 |
6,223.5 |
| S1 |
6,181.0 |
6,181.0 |
6,230.6 |
6,198.0 |
| S2 |
6,123.0 |
6,123.0 |
6,222.1 |
|
| S3 |
6,031.0 |
6,089.0 |
6,213.7 |
|
| S4 |
5,939.0 |
5,997.0 |
6,188.4 |
|
|
| Weekly Pivots for week ending 14-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,269.7 |
7,123.3 |
6,633.4 |
|
| R3 |
7,032.7 |
6,886.3 |
6,568.2 |
|
| R2 |
6,795.7 |
6,795.7 |
6,546.5 |
|
| R1 |
6,649.3 |
6,649.3 |
6,524.7 |
6,604.0 |
| PP |
6,558.7 |
6,558.7 |
6,558.7 |
6,536.0 |
| S1 |
6,412.3 |
6,412.3 |
6,481.3 |
6,367.0 |
| S2 |
6,321.7 |
6,321.7 |
6,459.6 |
|
| S3 |
6,084.7 |
6,175.3 |
6,437.8 |
|
| S4 |
5,847.7 |
5,938.3 |
6,372.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,616.0 |
6,102.0 |
514.0 |
8.2% |
130.0 |
2.1% |
27% |
False |
False |
70,489 |
| 10 |
6,705.0 |
6,102.0 |
603.0 |
9.7% |
91.1 |
1.5% |
23% |
False |
False |
44,330 |
| 20 |
6,705.0 |
6,102.0 |
603.0 |
9.7% |
76.4 |
1.2% |
23% |
False |
False |
33,403 |
| 40 |
6,880.0 |
6,102.0 |
778.0 |
12.5% |
76.1 |
1.2% |
18% |
False |
False |
29,064 |
| 60 |
6,880.0 |
6,102.0 |
778.0 |
12.5% |
74.6 |
1.2% |
18% |
False |
False |
25,947 |
| 80 |
6,880.0 |
6,102.0 |
778.0 |
12.5% |
72.4 |
1.2% |
18% |
False |
False |
23,852 |
| 100 |
6,880.0 |
5,603.0 |
1,277.0 |
20.5% |
72.9 |
1.2% |
50% |
False |
False |
19,102 |
| 120 |
6,880.0 |
5,603.0 |
1,277.0 |
20.5% |
66.9 |
1.1% |
50% |
False |
False |
15,930 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,640.0 |
|
2.618 |
6,489.9 |
|
1.618 |
6,397.9 |
|
1.000 |
6,341.0 |
|
0.618 |
6,305.9 |
|
HIGH |
6,249.0 |
|
0.618 |
6,213.9 |
|
0.500 |
6,203.0 |
|
0.382 |
6,192.1 |
|
LOW |
6,157.0 |
|
0.618 |
6,100.1 |
|
1.000 |
6,065.0 |
|
1.618 |
6,008.1 |
|
2.618 |
5,916.1 |
|
4.250 |
5,766.0 |
|
|
| Fisher Pivots for day following 20-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,227.0 |
6,221.2 |
| PP |
6,215.0 |
6,203.3 |
| S1 |
6,203.0 |
6,185.5 |
|