| Trading Metrics calculated at close of trading on 19-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2007 |
19-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
1,457.50 |
1,466.50 |
9.00 |
0.6% |
1,517.00 |
| High |
1,472.00 |
1,475.50 |
3.50 |
0.2% |
1,538.25 |
| Low |
1,445.75 |
1,455.75 |
10.00 |
0.7% |
1,478.00 |
| Close |
1,466.50 |
1,465.00 |
-1.50 |
-0.1% |
1,478.50 |
| Range |
26.25 |
19.75 |
-6.50 |
-24.8% |
60.25 |
| ATR |
27.60 |
27.04 |
-0.56 |
-2.0% |
0.00 |
| Volume |
1,758,866 |
2,122,635 |
363,769 |
20.7% |
2,103,065 |
|
| Daily Pivots for day following 19-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,524.75 |
1,514.50 |
1,475.75 |
|
| R3 |
1,505.00 |
1,494.75 |
1,470.50 |
|
| R2 |
1,485.25 |
1,485.25 |
1,468.50 |
|
| R1 |
1,475.00 |
1,475.00 |
1,466.75 |
1,470.25 |
| PP |
1,465.50 |
1,465.50 |
1,465.50 |
1,463.00 |
| S1 |
1,455.25 |
1,455.25 |
1,463.25 |
1,450.50 |
| S2 |
1,445.75 |
1,445.75 |
1,461.50 |
|
| S3 |
1,426.00 |
1,435.50 |
1,459.50 |
|
| S4 |
1,406.25 |
1,415.75 |
1,454.25 |
|
|
| 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 |
1,505.25 |
1,445.75 |
59.50 |
4.1% |
23.75 |
1.6% |
32% |
False |
False |
1,416,594 |
| 10 |
1,538.25 |
1,445.75 |
92.50 |
6.3% |
28.00 |
1.9% |
21% |
False |
False |
754,708 |
| 20 |
1,538.25 |
1,415.75 |
122.50 |
8.4% |
26.25 |
1.8% |
40% |
False |
False |
384,847 |
| 40 |
1,569.00 |
1,415.75 |
153.25 |
10.5% |
27.75 |
1.9% |
32% |
False |
False |
194,538 |
| 60 |
1,598.50 |
1,415.75 |
182.75 |
12.5% |
24.75 |
1.7% |
27% |
False |
False |
130,106 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,559.50 |
|
2.618 |
1,527.25 |
|
1.618 |
1,507.50 |
|
1.000 |
1,495.25 |
|
0.618 |
1,487.75 |
|
HIGH |
1,475.50 |
|
0.618 |
1,468.00 |
|
0.500 |
1,465.50 |
|
0.382 |
1,463.25 |
|
LOW |
1,455.75 |
|
0.618 |
1,443.50 |
|
1.000 |
1,436.00 |
|
1.618 |
1,423.75 |
|
2.618 |
1,404.00 |
|
4.250 |
1,371.75 |
|
|
| Fisher Pivots for day following 19-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,465.50 |
1,464.00 |
| PP |
1,465.50 |
1,462.75 |
| S1 |
1,465.25 |
1,461.75 |
|