| Trading Metrics calculated at close of trading on 04-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2007 |
04-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
7,956.0 |
7,934.0 |
-22.0 |
-0.3% |
7,770.0 |
| High |
7,992.0 |
7,955.0 |
-37.0 |
-0.5% |
8,000.5 |
| Low |
7,933.0 |
7,894.5 |
-38.5 |
-0.5% |
7,553.5 |
| Close |
7,947.5 |
7,916.0 |
-31.5 |
-0.4% |
7,981.0 |
| Range |
59.0 |
60.5 |
1.5 |
2.5% |
447.0 |
| ATR |
121.0 |
116.7 |
-4.3 |
-3.6% |
0.0 |
| Volume |
894 |
1,543 |
649 |
72.6% |
5,803 |
|
| Daily Pivots for day following 04-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,103.3 |
8,070.2 |
7,949.3 |
|
| R3 |
8,042.8 |
8,009.7 |
7,932.6 |
|
| R2 |
7,982.3 |
7,982.3 |
7,927.1 |
|
| R1 |
7,949.2 |
7,949.2 |
7,921.5 |
7,935.5 |
| PP |
7,921.8 |
7,921.8 |
7,921.8 |
7,915.0 |
| S1 |
7,888.7 |
7,888.7 |
7,910.5 |
7,875.0 |
| S2 |
7,861.3 |
7,861.3 |
7,904.9 |
|
| S3 |
7,800.8 |
7,828.2 |
7,899.4 |
|
| S4 |
7,740.3 |
7,767.7 |
7,882.7 |
|
|
| Weekly Pivots for week ending 30-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,186.0 |
9,030.5 |
8,226.9 |
|
| R3 |
8,739.0 |
8,583.5 |
8,103.9 |
|
| R2 |
8,292.0 |
8,292.0 |
8,063.0 |
|
| R1 |
8,136.5 |
8,136.5 |
8,022.0 |
8,214.3 |
| PP |
7,845.0 |
7,845.0 |
7,845.0 |
7,883.9 |
| S1 |
7,689.5 |
7,689.5 |
7,940.0 |
7,767.3 |
| S2 |
7,398.0 |
7,398.0 |
7,899.1 |
|
| S3 |
6,951.0 |
7,242.5 |
7,858.1 |
|
| S4 |
6,504.0 |
6,795.5 |
7,735.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,000.5 |
7,645.5 |
355.0 |
4.5% |
108.2 |
1.4% |
76% |
False |
False |
1,162 |
| 10 |
8,000.5 |
7,553.5 |
447.0 |
5.6% |
114.4 |
1.4% |
81% |
False |
False |
1,244 |
| 20 |
8,033.0 |
7,553.5 |
479.5 |
6.1% |
121.0 |
1.5% |
76% |
False |
False |
938 |
| 40 |
8,204.5 |
7,553.5 |
651.0 |
8.2% |
101.5 |
1.3% |
56% |
False |
False |
748 |
| 60 |
8,204.5 |
7,553.5 |
651.0 |
8.2% |
91.3 |
1.2% |
56% |
False |
False |
1,100 |
| 80 |
8,204.5 |
7,398.0 |
806.5 |
10.2% |
96.4 |
1.2% |
64% |
False |
False |
862 |
| 100 |
8,249.0 |
7,398.0 |
851.0 |
10.8% |
98.4 |
1.2% |
61% |
False |
False |
719 |
| 120 |
8,397.0 |
7,398.0 |
999.0 |
12.6% |
98.6 |
1.2% |
52% |
False |
False |
617 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,212.1 |
|
2.618 |
8,113.4 |
|
1.618 |
8,052.9 |
|
1.000 |
8,015.5 |
|
0.618 |
7,992.4 |
|
HIGH |
7,955.0 |
|
0.618 |
7,931.9 |
|
0.500 |
7,924.8 |
|
0.382 |
7,917.6 |
|
LOW |
7,894.5 |
|
0.618 |
7,857.1 |
|
1.000 |
7,834.0 |
|
1.618 |
7,796.6 |
|
2.618 |
7,736.1 |
|
4.250 |
7,637.4 |
|
|
| Fisher Pivots for day following 04-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
7,924.8 |
7,944.3 |
| PP |
7,921.8 |
7,934.8 |
| S1 |
7,918.9 |
7,925.4 |
|