| Trading Metrics calculated at close of trading on 07-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2007 |
07-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
8,069.0 |
8,092.0 |
23.0 |
0.3% |
7,956.0 |
| High |
8,120.0 |
8,115.0 |
-5.0 |
-0.1% |
8,120.0 |
| Low |
8,016.5 |
8,062.5 |
46.0 |
0.6% |
7,894.5 |
| Close |
8,049.5 |
8,097.5 |
48.0 |
0.6% |
8,097.5 |
| Range |
103.5 |
52.5 |
-51.0 |
-49.3% |
225.5 |
| ATR |
117.4 |
113.7 |
-3.7 |
-3.2% |
0.0 |
| Volume |
1,686 |
1,693 |
7 |
0.4% |
8,146 |
|
| Daily Pivots for day following 07-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,249.2 |
8,225.8 |
8,126.4 |
|
| R3 |
8,196.7 |
8,173.3 |
8,111.9 |
|
| R2 |
8,144.2 |
8,144.2 |
8,107.1 |
|
| R1 |
8,120.8 |
8,120.8 |
8,102.3 |
8,132.5 |
| PP |
8,091.7 |
8,091.7 |
8,091.7 |
8,097.5 |
| S1 |
8,068.3 |
8,068.3 |
8,092.7 |
8,080.0 |
| S2 |
8,039.2 |
8,039.2 |
8,087.9 |
|
| S3 |
7,986.7 |
8,015.8 |
8,083.1 |
|
| S4 |
7,934.2 |
7,963.3 |
8,068.6 |
|
|
| Weekly Pivots for week ending 07-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,713.8 |
8,631.2 |
8,221.5 |
|
| R3 |
8,488.3 |
8,405.7 |
8,159.5 |
|
| R2 |
8,262.8 |
8,262.8 |
8,138.8 |
|
| R1 |
8,180.2 |
8,180.2 |
8,118.2 |
8,221.5 |
| PP |
8,037.3 |
8,037.3 |
8,037.3 |
8,058.0 |
| S1 |
7,954.7 |
7,954.7 |
8,076.8 |
7,996.0 |
| S2 |
7,811.8 |
7,811.8 |
8,056.2 |
|
| S3 |
7,586.3 |
7,729.2 |
8,035.5 |
|
| S4 |
7,360.8 |
7,503.7 |
7,973.5 |
|
|
| 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 |
7,894.5 |
225.5 |
2.8% |
76.2 |
0.9% |
90% |
False |
False |
1,629 |
| 10 |
8,120.0 |
7,553.5 |
566.5 |
7.0% |
115.0 |
1.4% |
96% |
False |
False |
1,394 |
| 20 |
8,120.0 |
7,553.5 |
566.5 |
7.0% |
114.5 |
1.4% |
96% |
False |
False |
1,173 |
| 40 |
8,182.0 |
7,553.5 |
628.5 |
7.8% |
102.7 |
1.3% |
87% |
False |
False |
820 |
| 60 |
8,204.5 |
7,553.5 |
651.0 |
8.0% |
92.0 |
1.1% |
84% |
False |
False |
1,182 |
| 80 |
8,204.5 |
7,539.0 |
665.5 |
8.2% |
92.3 |
1.1% |
84% |
False |
False |
924 |
| 100 |
8,204.5 |
7,398.0 |
806.5 |
10.0% |
97.2 |
1.2% |
87% |
False |
False |
770 |
| 120 |
8,390.0 |
7,398.0 |
992.0 |
12.3% |
97.9 |
1.2% |
71% |
False |
False |
662 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,338.1 |
|
2.618 |
8,252.4 |
|
1.618 |
8,199.9 |
|
1.000 |
8,167.5 |
|
0.618 |
8,147.4 |
|
HIGH |
8,115.0 |
|
0.618 |
8,094.9 |
|
0.500 |
8,088.8 |
|
0.382 |
8,082.6 |
|
LOW |
8,062.5 |
|
0.618 |
8,030.1 |
|
1.000 |
8,010.0 |
|
1.618 |
7,977.6 |
|
2.618 |
7,925.1 |
|
4.250 |
7,839.4 |
|
|
| Fisher Pivots for day following 07-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
8,094.6 |
8,077.0 |
| PP |
8,091.7 |
8,056.5 |
| S1 |
8,088.8 |
8,036.0 |
|