| Trading Metrics calculated at close of trading on 17-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2007 |
17-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
1,498.50 |
1,477.75 |
-20.75 |
-1.4% |
1,517.00 |
| High |
1,505.25 |
1,477.75 |
-27.50 |
-1.8% |
1,538.25 |
| Low |
1,478.00 |
1,455.00 |
-23.00 |
-1.6% |
1,478.00 |
| Close |
1,478.50 |
1,456.75 |
-21.75 |
-1.5% |
1,478.50 |
| Range |
27.25 |
22.75 |
-4.50 |
-16.5% |
60.25 |
| ATR |
28.03 |
27.70 |
-0.32 |
-1.2% |
0.00 |
| Volume |
1,418,643 |
1,497,465 |
78,822 |
5.6% |
2,103,065 |
|
| Daily Pivots for day following 17-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,531.50 |
1,516.75 |
1,469.25 |
|
| R3 |
1,508.75 |
1,494.00 |
1,463.00 |
|
| R2 |
1,486.00 |
1,486.00 |
1,461.00 |
|
| R1 |
1,471.25 |
1,471.25 |
1,458.75 |
1,467.25 |
| PP |
1,463.25 |
1,463.25 |
1,463.25 |
1,461.00 |
| S1 |
1,448.50 |
1,448.50 |
1,454.75 |
1,444.50 |
| S2 |
1,440.50 |
1,440.50 |
1,452.50 |
|
| S3 |
1,417.75 |
1,425.75 |
1,450.50 |
|
| S4 |
1,395.00 |
1,403.00 |
1,444.25 |
|
|
| Weekly Pivots for week ending 14-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,679.00 |
1,639.00 |
1,511.75 |
|
| R3 |
1,618.75 |
1,578.75 |
1,495.00 |
|
| R2 |
1,558.50 |
1,558.50 |
1,489.50 |
|
| R1 |
1,518.50 |
1,518.50 |
1,484.00 |
1,508.50 |
| PP |
1,498.25 |
1,498.25 |
1,498.25 |
1,493.25 |
| S1 |
1,458.25 |
1,458.25 |
1,473.00 |
1,448.00 |
| S2 |
1,438.00 |
1,438.00 |
1,467.50 |
|
| S3 |
1,377.75 |
1,398.00 |
1,462.00 |
|
| S4 |
1,317.50 |
1,337.75 |
1,445.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,538.25 |
1,455.00 |
83.25 |
5.7% |
34.50 |
2.4% |
2% |
False |
True |
704,958 |
| 10 |
1,538.25 |
1,455.00 |
83.25 |
5.7% |
27.50 |
1.9% |
2% |
False |
True |
370,630 |
| 20 |
1,538.25 |
1,415.75 |
122.50 |
8.4% |
27.25 |
1.9% |
33% |
False |
False |
191,753 |
| 40 |
1,569.00 |
1,415.75 |
153.25 |
10.5% |
27.75 |
1.9% |
27% |
False |
False |
97,541 |
| 60 |
1,598.50 |
1,415.75 |
182.75 |
12.5% |
24.25 |
1.7% |
22% |
False |
False |
65,427 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,574.50 |
|
2.618 |
1,537.25 |
|
1.618 |
1,514.50 |
|
1.000 |
1,500.50 |
|
0.618 |
1,491.75 |
|
HIGH |
1,477.75 |
|
0.618 |
1,469.00 |
|
0.500 |
1,466.50 |
|
0.382 |
1,463.75 |
|
LOW |
1,455.00 |
|
0.618 |
1,441.00 |
|
1.000 |
1,432.25 |
|
1.618 |
1,418.25 |
|
2.618 |
1,395.50 |
|
4.250 |
1,358.25 |
|
|
| Fisher Pivots for day following 17-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,466.50 |
1,480.00 |
| PP |
1,463.25 |
1,472.25 |
| S1 |
1,460.00 |
1,464.50 |
|