| Trading Metrics calculated at close of trading on 06-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2007 |
06-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
7,958.0 |
8,069.0 |
111.0 |
1.4% |
7,770.0 |
| High |
8,057.5 |
8,120.0 |
62.5 |
0.8% |
8,000.5 |
| Low |
7,952.0 |
8,016.5 |
64.5 |
0.8% |
7,553.5 |
| Close |
8,053.5 |
8,049.5 |
-4.0 |
0.0% |
7,981.0 |
| Range |
105.5 |
103.5 |
-2.0 |
-1.9% |
447.0 |
| ATR |
118.5 |
117.4 |
-1.1 |
-0.9% |
0.0 |
| Volume |
2,330 |
1,686 |
-644 |
-27.6% |
5,803 |
|
| Daily Pivots for day following 06-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,372.5 |
8,314.5 |
8,106.4 |
|
| R3 |
8,269.0 |
8,211.0 |
8,078.0 |
|
| R2 |
8,165.5 |
8,165.5 |
8,068.5 |
|
| R1 |
8,107.5 |
8,107.5 |
8,059.0 |
8,084.8 |
| PP |
8,062.0 |
8,062.0 |
8,062.0 |
8,050.6 |
| S1 |
8,004.0 |
8,004.0 |
8,040.0 |
7,981.3 |
| S2 |
7,958.5 |
7,958.5 |
8,030.5 |
|
| S3 |
7,855.0 |
7,900.5 |
8,021.0 |
|
| S4 |
7,751.5 |
7,797.0 |
7,992.6 |
|
|
| 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 |
8,120.0 |
7,888.0 |
232.0 |
2.9% |
88.2 |
1.1% |
70% |
True |
False |
1,459 |
| 10 |
8,120.0 |
7,553.5 |
566.5 |
7.0% |
117.8 |
1.5% |
88% |
True |
False |
1,278 |
| 20 |
8,120.0 |
7,553.5 |
566.5 |
7.0% |
117.6 |
1.5% |
88% |
True |
False |
1,109 |
| 40 |
8,190.0 |
7,553.5 |
636.5 |
7.9% |
103.1 |
1.3% |
78% |
False |
False |
787 |
| 60 |
8,204.5 |
7,553.5 |
651.0 |
8.1% |
92.4 |
1.1% |
76% |
False |
False |
1,160 |
| 80 |
8,204.5 |
7,416.5 |
788.0 |
9.8% |
94.9 |
1.2% |
80% |
False |
False |
906 |
| 100 |
8,223.5 |
7,398.0 |
825.5 |
10.3% |
98.3 |
1.2% |
79% |
False |
False |
755 |
| 120 |
8,390.0 |
7,398.0 |
992.0 |
12.3% |
98.3 |
1.2% |
66% |
False |
False |
649 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,559.9 |
|
2.618 |
8,391.0 |
|
1.618 |
8,287.5 |
|
1.000 |
8,223.5 |
|
0.618 |
8,184.0 |
|
HIGH |
8,120.0 |
|
0.618 |
8,080.5 |
|
0.500 |
8,068.3 |
|
0.382 |
8,056.0 |
|
LOW |
8,016.5 |
|
0.618 |
7,952.5 |
|
1.000 |
7,913.0 |
|
1.618 |
7,849.0 |
|
2.618 |
7,745.5 |
|
4.250 |
7,576.6 |
|
|
| Fisher Pivots for day following 06-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
8,068.3 |
8,035.4 |
| PP |
8,062.0 |
8,021.3 |
| S1 |
8,055.8 |
8,007.3 |
|