| Trading Metrics calculated at close of trading on 13-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2007 |
13-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
8,033.5 |
8,127.5 |
94.0 |
1.2% |
7,956.0 |
| High |
8,226.0 |
8,135.0 |
-91.0 |
-1.1% |
8,120.0 |
| Low |
8,028.5 |
8,019.0 |
-9.5 |
-0.1% |
7,894.5 |
| Close |
8,179.0 |
8,032.0 |
-147.0 |
-1.8% |
8,097.5 |
| Range |
197.5 |
116.0 |
-81.5 |
-41.3% |
225.5 |
| ATR |
125.4 |
127.9 |
2.5 |
2.0% |
0.0 |
| Volume |
9,925 |
8,153 |
-1,772 |
-17.9% |
8,146 |
|
| Daily Pivots for day following 13-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,410.0 |
8,337.0 |
8,095.8 |
|
| R3 |
8,294.0 |
8,221.0 |
8,063.9 |
|
| R2 |
8,178.0 |
8,178.0 |
8,053.3 |
|
| R1 |
8,105.0 |
8,105.0 |
8,042.6 |
8,083.5 |
| PP |
8,062.0 |
8,062.0 |
8,062.0 |
8,051.3 |
| S1 |
7,989.0 |
7,989.0 |
8,021.4 |
7,967.5 |
| S2 |
7,946.0 |
7,946.0 |
8,010.7 |
|
| S3 |
7,830.0 |
7,873.0 |
8,000.1 |
|
| S4 |
7,714.0 |
7,757.0 |
7,968.2 |
|
|
| 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% |
135.8 |
1.7% |
26% |
False |
False |
5,985 |
| 10 |
8,226.0 |
7,888.0 |
338.0 |
4.2% |
112.0 |
1.4% |
43% |
False |
False |
3,722 |
| 20 |
8,226.0 |
7,553.5 |
672.5 |
8.4% |
118.4 |
1.5% |
71% |
False |
False |
2,460 |
| 40 |
8,226.0 |
7,553.5 |
672.5 |
8.4% |
110.5 |
1.4% |
71% |
False |
False |
1,478 |
| 60 |
8,226.0 |
7,553.5 |
672.5 |
8.4% |
94.7 |
1.2% |
71% |
False |
False |
1,298 |
| 80 |
8,226.0 |
7,543.0 |
683.0 |
8.5% |
95.4 |
1.2% |
72% |
False |
False |
1,268 |
| 100 |
8,226.0 |
7,398.0 |
828.0 |
10.3% |
97.0 |
1.2% |
77% |
False |
False |
1,037 |
| 120 |
8,390.0 |
7,398.0 |
992.0 |
12.4% |
100.3 |
1.2% |
64% |
False |
False |
894 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,628.0 |
|
2.618 |
8,438.7 |
|
1.618 |
8,322.7 |
|
1.000 |
8,251.0 |
|
0.618 |
8,206.7 |
|
HIGH |
8,135.0 |
|
0.618 |
8,090.7 |
|
0.500 |
8,077.0 |
|
0.382 |
8,063.3 |
|
LOW |
8,019.0 |
|
0.618 |
7,947.3 |
|
1.000 |
7,903.0 |
|
1.618 |
7,831.3 |
|
2.618 |
7,715.3 |
|
4.250 |
7,526.0 |
|
|
| Fisher Pivots for day following 13-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
8,077.0 |
8,095.5 |
| PP |
8,062.0 |
8,074.3 |
| S1 |
8,047.0 |
8,053.2 |
|