| Trading Metrics calculated at close of trading on 11-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2007 |
11-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
8,083.0 |
8,157.0 |
74.0 |
0.9% |
7,956.0 |
| High |
8,160.0 |
8,170.0 |
10.0 |
0.1% |
8,120.0 |
| Low |
8,052.0 |
7,965.0 |
-87.0 |
-1.1% |
7,894.5 |
| Close |
8,137.0 |
8,115.0 |
-22.0 |
-0.3% |
8,097.5 |
| Range |
108.0 |
205.0 |
97.0 |
89.8% |
225.5 |
| ATR |
113.3 |
119.8 |
6.6 |
5.8% |
0.0 |
| Volume |
4,562 |
5,595 |
1,033 |
22.6% |
8,146 |
|
| Daily Pivots for day following 11-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,698.3 |
8,611.7 |
8,227.8 |
|
| R3 |
8,493.3 |
8,406.7 |
8,171.4 |
|
| R2 |
8,288.3 |
8,288.3 |
8,152.6 |
|
| R1 |
8,201.7 |
8,201.7 |
8,133.8 |
8,142.5 |
| PP |
8,083.3 |
8,083.3 |
8,083.3 |
8,053.8 |
| S1 |
7,996.7 |
7,996.7 |
8,096.2 |
7,937.5 |
| S2 |
7,878.3 |
7,878.3 |
8,077.4 |
|
| S3 |
7,673.3 |
7,791.7 |
8,058.6 |
|
| S4 |
7,468.3 |
7,586.7 |
8,002.3 |
|
|
| 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 |
8,170.0 |
7,952.0 |
218.0 |
2.7% |
114.9 |
1.4% |
75% |
True |
False |
3,173 |
| 10 |
8,170.0 |
7,645.5 |
524.5 |
6.5% |
111.6 |
1.4% |
90% |
True |
False |
2,167 |
| 20 |
8,170.0 |
7,553.5 |
616.5 |
7.6% |
120.5 |
1.5% |
91% |
True |
False |
1,635 |
| 40 |
8,176.0 |
7,553.5 |
622.5 |
7.7% |
107.4 |
1.3% |
90% |
False |
False |
1,057 |
| 60 |
8,204.5 |
7,553.5 |
651.0 |
8.0% |
91.5 |
1.1% |
86% |
False |
False |
1,269 |
| 80 |
8,204.5 |
7,543.0 |
661.5 |
8.2% |
94.4 |
1.2% |
86% |
False |
False |
1,046 |
| 100 |
8,204.5 |
7,398.0 |
806.5 |
9.9% |
97.1 |
1.2% |
89% |
False |
False |
867 |
| 120 |
8,390.0 |
7,398.0 |
992.0 |
12.2% |
98.8 |
1.2% |
72% |
False |
False |
745 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,041.3 |
|
2.618 |
8,706.7 |
|
1.618 |
8,501.7 |
|
1.000 |
8,375.0 |
|
0.618 |
8,296.7 |
|
HIGH |
8,170.0 |
|
0.618 |
8,091.7 |
|
0.500 |
8,067.5 |
|
0.382 |
8,043.3 |
|
LOW |
7,965.0 |
|
0.618 |
7,838.3 |
|
1.000 |
7,760.0 |
|
1.618 |
7,633.3 |
|
2.618 |
7,428.3 |
|
4.250 |
7,093.8 |
|
|
| Fisher Pivots for day following 11-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
8,099.2 |
8,099.2 |
| PP |
8,083.3 |
8,083.3 |
| S1 |
8,067.5 |
8,067.5 |
|