| 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 |
1,466.50 |
1,464.50 |
-2.00 |
-0.1% |
1,517.00 |
| High |
1,475.50 |
1,475.00 |
-0.50 |
0.0% |
1,538.25 |
| Low |
1,455.75 |
1,457.50 |
1.75 |
0.1% |
1,478.00 |
| Close |
1,465.00 |
1,474.75 |
9.75 |
0.7% |
1,478.50 |
| Range |
19.75 |
17.50 |
-2.25 |
-11.4% |
60.25 |
| ATR |
27.04 |
26.36 |
-0.68 |
-2.5% |
0.00 |
| Volume |
2,122,635 |
1,996,306 |
-126,329 |
-6.0% |
2,103,065 |
|
| Daily Pivots for day following 20-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,521.50 |
1,515.75 |
1,484.50 |
|
| R3 |
1,504.00 |
1,498.25 |
1,479.50 |
|
| R2 |
1,486.50 |
1,486.50 |
1,478.00 |
|
| R1 |
1,480.75 |
1,480.75 |
1,476.25 |
1,483.50 |
| PP |
1,469.00 |
1,469.00 |
1,469.00 |
1,470.50 |
| S1 |
1,463.25 |
1,463.25 |
1,473.25 |
1,466.00 |
| S2 |
1,451.50 |
1,451.50 |
1,471.50 |
|
| S3 |
1,434.00 |
1,445.75 |
1,470.00 |
|
| S4 |
1,416.50 |
1,428.25 |
1,465.00 |
|
|
| 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 |
4.0% |
22.75 |
1.5% |
49% |
False |
False |
1,758,783 |
| 10 |
1,538.25 |
1,445.75 |
92.50 |
6.3% |
27.00 |
1.8% |
31% |
False |
False |
951,461 |
| 20 |
1,538.25 |
1,415.75 |
122.50 |
8.3% |
26.75 |
1.8% |
48% |
False |
False |
484,003 |
| 40 |
1,569.00 |
1,415.75 |
153.25 |
10.4% |
27.50 |
1.9% |
38% |
False |
False |
244,315 |
| 60 |
1,598.50 |
1,415.75 |
182.75 |
12.4% |
24.75 |
1.7% |
32% |
False |
False |
163,363 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,549.50 |
|
2.618 |
1,520.75 |
|
1.618 |
1,503.25 |
|
1.000 |
1,492.50 |
|
0.618 |
1,485.75 |
|
HIGH |
1,475.00 |
|
0.618 |
1,468.25 |
|
0.500 |
1,466.25 |
|
0.382 |
1,464.25 |
|
LOW |
1,457.50 |
|
0.618 |
1,446.75 |
|
1.000 |
1,440.00 |
|
1.618 |
1,429.25 |
|
2.618 |
1,411.75 |
|
4.250 |
1,383.00 |
|
|
| Fisher Pivots for day following 20-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,472.00 |
1,470.00 |
| PP |
1,469.00 |
1,465.25 |
| S1 |
1,466.25 |
1,460.50 |
|