| Trading Metrics calculated at close of trading on 10-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2007 |
10-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
8,092.0 |
8,083.0 |
-9.0 |
-0.1% |
7,956.0 |
| High |
8,115.0 |
8,160.0 |
45.0 |
0.6% |
8,120.0 |
| Low |
8,062.5 |
8,052.0 |
-10.5 |
-0.1% |
7,894.5 |
| Close |
8,097.5 |
8,137.0 |
39.5 |
0.5% |
8,097.5 |
| Range |
52.5 |
108.0 |
55.5 |
105.7% |
225.5 |
| ATR |
113.7 |
113.3 |
-0.4 |
-0.4% |
0.0 |
| Volume |
1,693 |
4,562 |
2,869 |
169.5% |
8,146 |
|
| Daily Pivots for day following 10-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,440.3 |
8,396.7 |
8,196.4 |
|
| R3 |
8,332.3 |
8,288.7 |
8,166.7 |
|
| R2 |
8,224.3 |
8,224.3 |
8,156.8 |
|
| R1 |
8,180.7 |
8,180.7 |
8,146.9 |
8,202.5 |
| PP |
8,116.3 |
8,116.3 |
8,116.3 |
8,127.3 |
| S1 |
8,072.7 |
8,072.7 |
8,127.1 |
8,094.5 |
| S2 |
8,008.3 |
8,008.3 |
8,117.2 |
|
| S3 |
7,900.3 |
7,964.7 |
8,107.3 |
|
| S4 |
7,792.3 |
7,856.7 |
8,077.6 |
|
|
| 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 |
8,160.0 |
7,894.5 |
265.5 |
3.3% |
86.0 |
1.1% |
91% |
True |
False |
2,362 |
| 10 |
8,160.0 |
7,555.0 |
605.0 |
7.4% |
102.6 |
1.3% |
96% |
True |
False |
1,747 |
| 20 |
8,160.0 |
7,553.5 |
606.5 |
7.5% |
114.6 |
1.4% |
96% |
True |
False |
1,392 |
| 40 |
8,176.0 |
7,553.5 |
622.5 |
7.7% |
103.3 |
1.3% |
94% |
False |
False |
928 |
| 60 |
8,204.5 |
7,553.5 |
651.0 |
8.0% |
92.3 |
1.1% |
90% |
False |
False |
1,219 |
| 80 |
8,204.5 |
7,539.0 |
665.5 |
8.2% |
92.9 |
1.1% |
90% |
False |
False |
977 |
| 100 |
8,204.5 |
7,398.0 |
806.5 |
9.9% |
97.3 |
1.2% |
92% |
False |
False |
813 |
| 120 |
8,390.0 |
7,398.0 |
992.0 |
12.2% |
97.7 |
1.2% |
74% |
False |
False |
699 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,619.0 |
|
2.618 |
8,442.7 |
|
1.618 |
8,334.7 |
|
1.000 |
8,268.0 |
|
0.618 |
8,226.7 |
|
HIGH |
8,160.0 |
|
0.618 |
8,118.7 |
|
0.500 |
8,106.0 |
|
0.382 |
8,093.3 |
|
LOW |
8,052.0 |
|
0.618 |
7,985.3 |
|
1.000 |
7,944.0 |
|
1.618 |
7,877.3 |
|
2.618 |
7,769.3 |
|
4.250 |
7,593.0 |
|
|
| Fisher Pivots for day following 10-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
8,126.7 |
8,120.8 |
| PP |
8,116.3 |
8,104.5 |
| S1 |
8,106.0 |
8,088.3 |
|