| Trading Metrics calculated at close of trading on 31-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2007 |
31-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
1,489.75 |
1,485.25 |
-4.50 |
-0.3% |
1,497.00 |
| High |
1,503.00 |
1,489.00 |
-14.00 |
-0.9% |
1,511.00 |
| Low |
1,481.00 |
1,471.00 |
-10.00 |
-0.7% |
1,481.00 |
| Close |
1,485.50 |
1,477.25 |
-8.25 |
-0.6% |
1,485.50 |
| Range |
22.00 |
18.00 |
-4.00 |
-18.2% |
30.00 |
| ATR |
24.53 |
24.07 |
-0.47 |
-1.9% |
0.00 |
| Volume |
901,030 |
792,586 |
-108,444 |
-12.0% |
2,713,464 |
|
| Daily Pivots for day following 31-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,533.00 |
1,523.25 |
1,487.25 |
|
| R3 |
1,515.00 |
1,505.25 |
1,482.25 |
|
| R2 |
1,497.00 |
1,497.00 |
1,480.50 |
|
| R1 |
1,487.25 |
1,487.25 |
1,479.00 |
1,483.00 |
| PP |
1,479.00 |
1,479.00 |
1,479.00 |
1,477.00 |
| S1 |
1,469.25 |
1,469.25 |
1,475.50 |
1,465.00 |
| S2 |
1,461.00 |
1,461.00 |
1,474.00 |
|
| S3 |
1,443.00 |
1,451.25 |
1,472.25 |
|
| S4 |
1,425.00 |
1,433.25 |
1,467.25 |
|
|
| Weekly Pivots for week ending 28-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,582.50 |
1,564.00 |
1,502.00 |
|
| R3 |
1,552.50 |
1,534.00 |
1,493.75 |
|
| R2 |
1,522.50 |
1,522.50 |
1,491.00 |
|
| R1 |
1,504.00 |
1,504.00 |
1,488.25 |
1,498.25 |
| PP |
1,492.50 |
1,492.50 |
1,492.50 |
1,489.50 |
| S1 |
1,474.00 |
1,474.00 |
1,482.75 |
1,468.25 |
| S2 |
1,462.50 |
1,462.50 |
1,480.00 |
|
| S3 |
1,432.50 |
1,444.00 |
1,477.25 |
|
| S4 |
1,402.50 |
1,414.00 |
1,469.00 |
|
|
| 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 |
1,471.00 |
40.00 |
2.7% |
18.50 |
1.3% |
16% |
False |
True |
701,210 |
| 10 |
1,511.00 |
1,445.75 |
65.25 |
4.4% |
20.75 |
1.4% |
48% |
False |
False |
1,248,789 |
| 20 |
1,538.25 |
1,445.75 |
92.50 |
6.3% |
23.75 |
1.6% |
34% |
False |
False |
735,533 |
| 40 |
1,538.25 |
1,415.75 |
122.50 |
8.3% |
27.25 |
1.8% |
50% |
False |
False |
371,965 |
| 60 |
1,598.50 |
1,415.75 |
182.75 |
12.4% |
25.50 |
1.7% |
34% |
False |
False |
248,495 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,565.50 |
|
2.618 |
1,536.00 |
|
1.618 |
1,518.00 |
|
1.000 |
1,507.00 |
|
0.618 |
1,500.00 |
|
HIGH |
1,489.00 |
|
0.618 |
1,482.00 |
|
0.500 |
1,480.00 |
|
0.382 |
1,478.00 |
|
LOW |
1,471.00 |
|
0.618 |
1,460.00 |
|
1.000 |
1,453.00 |
|
1.618 |
1,442.00 |
|
2.618 |
1,424.00 |
|
4.250 |
1,394.50 |
|
|
| Fisher Pivots for day following 31-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,480.00 |
1,491.00 |
| PP |
1,479.00 |
1,486.50 |
| S1 |
1,478.25 |
1,481.75 |
|