| Trading Metrics calculated at close of trading on 26-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2007 |
26-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
1,497.00 |
1,506.50 |
9.50 |
0.6% |
1,477.75 |
| High |
1,509.75 |
1,511.00 |
1.25 |
0.1% |
1,499.00 |
| Low |
1,495.00 |
1,499.25 |
4.25 |
0.3% |
1,445.75 |
| Close |
1,506.50 |
1,509.75 |
3.25 |
0.2% |
1,498.00 |
| Range |
14.75 |
11.75 |
-3.00 |
-20.3% |
53.25 |
| ATR |
25.62 |
24.63 |
-0.99 |
-3.9% |
0.00 |
| Volume |
1,195,437 |
253,393 |
-942,044 |
-78.8% |
8,981,841 |
|
| Daily Pivots for day following 26-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,542.00 |
1,537.50 |
1,516.25 |
|
| R3 |
1,530.25 |
1,525.75 |
1,513.00 |
|
| R2 |
1,518.50 |
1,518.50 |
1,512.00 |
|
| R1 |
1,514.00 |
1,514.00 |
1,510.75 |
1,516.25 |
| PP |
1,506.75 |
1,506.75 |
1,506.75 |
1,507.75 |
| S1 |
1,502.25 |
1,502.25 |
1,508.75 |
1,504.50 |
| S2 |
1,495.00 |
1,495.00 |
1,507.50 |
|
| S3 |
1,483.25 |
1,490.50 |
1,506.50 |
|
| S4 |
1,471.50 |
1,478.75 |
1,503.25 |
|
|
| Weekly Pivots for week ending 21-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,640.75 |
1,622.50 |
1,527.25 |
|
| R3 |
1,587.50 |
1,569.25 |
1,512.75 |
|
| R2 |
1,534.25 |
1,534.25 |
1,507.75 |
|
| R1 |
1,516.00 |
1,516.00 |
1,503.00 |
1,525.00 |
| PP |
1,481.00 |
1,481.00 |
1,481.00 |
1,485.50 |
| S1 |
1,462.75 |
1,462.75 |
1,493.00 |
1,472.00 |
| S2 |
1,427.75 |
1,427.75 |
1,488.25 |
|
| S3 |
1,374.50 |
1,409.50 |
1,483.25 |
|
| S4 |
1,321.25 |
1,356.25 |
1,468.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,511.00 |
1,455.75 |
55.25 |
3.7% |
18.25 |
1.2% |
98% |
True |
False |
1,434,868 |
| 10 |
1,526.75 |
1,445.75 |
81.00 |
5.4% |
23.75 |
1.6% |
79% |
False |
False |
1,235,872 |
| 20 |
1,538.25 |
1,429.75 |
108.50 |
7.2% |
25.25 |
1.7% |
74% |
False |
False |
635,673 |
| 40 |
1,569.00 |
1,415.75 |
153.25 |
10.2% |
28.00 |
1.8% |
61% |
False |
False |
320,634 |
| 60 |
1,598.50 |
1,415.75 |
182.75 |
12.1% |
25.00 |
1.7% |
51% |
False |
False |
214,255 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,561.00 |
|
2.618 |
1,541.75 |
|
1.618 |
1,530.00 |
|
1.000 |
1,522.75 |
|
0.618 |
1,518.25 |
|
HIGH |
1,511.00 |
|
0.618 |
1,506.50 |
|
0.500 |
1,505.00 |
|
0.382 |
1,503.75 |
|
LOW |
1,499.25 |
|
0.618 |
1,492.00 |
|
1.000 |
1,487.50 |
|
1.618 |
1,480.25 |
|
2.618 |
1,468.50 |
|
4.250 |
1,449.25 |
|
|
| Fisher Pivots for day following 26-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,508.25 |
1,503.50 |
| PP |
1,506.75 |
1,497.25 |
| S1 |
1,505.00 |
1,491.00 |
|