| Trading Metrics calculated at close of trading on 12-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2007 |
12-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
8,157.0 |
8,033.5 |
-123.5 |
-1.5% |
7,956.0 |
| High |
8,170.0 |
8,226.0 |
56.0 |
0.7% |
8,120.0 |
| Low |
7,965.0 |
8,028.5 |
63.5 |
0.8% |
7,894.5 |
| Close |
8,115.0 |
8,179.0 |
64.0 |
0.8% |
8,097.5 |
| Range |
205.0 |
197.5 |
-7.5 |
-3.7% |
225.5 |
| ATR |
119.8 |
125.4 |
5.5 |
4.6% |
0.0 |
| Volume |
5,595 |
9,925 |
4,330 |
77.4% |
8,146 |
|
| Daily Pivots for day following 12-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,737.0 |
8,655.5 |
8,287.6 |
|
| R3 |
8,539.5 |
8,458.0 |
8,233.3 |
|
| R2 |
8,342.0 |
8,342.0 |
8,215.2 |
|
| R1 |
8,260.5 |
8,260.5 |
8,197.1 |
8,301.3 |
| PP |
8,144.5 |
8,144.5 |
8,144.5 |
8,164.9 |
| S1 |
8,063.0 |
8,063.0 |
8,160.9 |
8,103.8 |
| S2 |
7,947.0 |
7,947.0 |
8,142.8 |
|
| S3 |
7,749.5 |
7,865.5 |
8,124.7 |
|
| S4 |
7,552.0 |
7,668.0 |
8,070.4 |
|
|
| 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 |
8,226.0 |
7,965.0 |
261.0 |
3.2% |
133.3 |
1.6% |
82% |
True |
False |
4,692 |
| 10 |
8,226.0 |
7,836.0 |
390.0 |
4.8% |
106.7 |
1.3% |
88% |
True |
False |
2,981 |
| 20 |
8,226.0 |
7,553.5 |
672.5 |
8.2% |
124.1 |
1.5% |
93% |
True |
False |
2,086 |
| 40 |
8,226.0 |
7,553.5 |
672.5 |
8.2% |
110.5 |
1.4% |
93% |
True |
False |
1,292 |
| 60 |
8,226.0 |
7,553.5 |
672.5 |
8.2% |
93.6 |
1.1% |
93% |
True |
False |
1,315 |
| 80 |
8,226.0 |
7,543.0 |
683.0 |
8.4% |
95.4 |
1.2% |
93% |
True |
False |
1,169 |
| 100 |
8,226.0 |
7,398.0 |
828.0 |
10.1% |
97.8 |
1.2% |
94% |
True |
False |
965 |
| 120 |
8,390.0 |
7,398.0 |
992.0 |
12.1% |
100.2 |
1.2% |
79% |
False |
False |
827 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,065.4 |
|
2.618 |
8,743.1 |
|
1.618 |
8,545.6 |
|
1.000 |
8,423.5 |
|
0.618 |
8,348.1 |
|
HIGH |
8,226.0 |
|
0.618 |
8,150.6 |
|
0.500 |
8,127.3 |
|
0.382 |
8,103.9 |
|
LOW |
8,028.5 |
|
0.618 |
7,906.4 |
|
1.000 |
7,831.0 |
|
1.618 |
7,708.9 |
|
2.618 |
7,511.4 |
|
4.250 |
7,189.1 |
|
|
| Fisher Pivots for day following 12-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
8,161.8 |
8,151.2 |
| PP |
8,144.5 |
8,123.3 |
| S1 |
8,127.3 |
8,095.5 |
|