| Trading Metrics calculated at close of trading on 14-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2007 |
14-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
8,127.5 |
8,064.5 |
-63.0 |
-0.8% |
8,083.0 |
| High |
8,135.0 |
8,086.5 |
-48.5 |
-0.6% |
8,226.0 |
| Low |
8,019.0 |
7,973.5 |
-45.5 |
-0.6% |
7,965.0 |
| Close |
8,032.0 |
8,050.0 |
18.0 |
0.2% |
8,050.0 |
| Range |
116.0 |
113.0 |
-3.0 |
-2.6% |
261.0 |
| ATR |
127.9 |
126.8 |
-1.1 |
-0.8% |
0.0 |
| Volume |
8,153 |
16,125 |
7,972 |
97.8% |
44,360 |
|
| Daily Pivots for day following 14-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,375.7 |
8,325.8 |
8,112.2 |
|
| R3 |
8,262.7 |
8,212.8 |
8,081.1 |
|
| R2 |
8,149.7 |
8,149.7 |
8,070.7 |
|
| R1 |
8,099.8 |
8,099.8 |
8,060.4 |
8,068.3 |
| PP |
8,036.7 |
8,036.7 |
8,036.7 |
8,020.9 |
| S1 |
7,986.8 |
7,986.8 |
8,039.6 |
7,955.3 |
| S2 |
7,923.7 |
7,923.7 |
8,029.3 |
|
| S3 |
7,810.7 |
7,873.8 |
8,018.9 |
|
| S4 |
7,697.7 |
7,760.8 |
7,987.9 |
|
|
| Weekly Pivots for week ending 14-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,863.3 |
8,717.7 |
8,193.6 |
|
| R3 |
8,602.3 |
8,456.7 |
8,121.8 |
|
| R2 |
8,341.3 |
8,341.3 |
8,097.9 |
|
| R1 |
8,195.7 |
8,195.7 |
8,073.9 |
8,138.0 |
| PP |
8,080.3 |
8,080.3 |
8,080.3 |
8,051.5 |
| S1 |
7,934.7 |
7,934.7 |
8,026.1 |
7,877.0 |
| S2 |
7,819.3 |
7,819.3 |
8,002.2 |
|
| S3 |
7,558.3 |
7,673.7 |
7,978.2 |
|
| S4 |
7,297.3 |
7,412.7 |
7,906.5 |
|
|
| 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% |
147.9 |
1.8% |
33% |
False |
False |
8,872 |
| 10 |
8,226.0 |
7,894.5 |
331.5 |
4.1% |
112.1 |
1.4% |
47% |
False |
False |
5,250 |
| 20 |
8,226.0 |
7,553.5 |
672.5 |
8.4% |
119.4 |
1.5% |
74% |
False |
False |
3,208 |
| 40 |
8,226.0 |
7,553.5 |
672.5 |
8.4% |
110.0 |
1.4% |
74% |
False |
False |
1,858 |
| 60 |
8,226.0 |
7,553.5 |
672.5 |
8.4% |
95.0 |
1.2% |
74% |
False |
False |
1,443 |
| 80 |
8,226.0 |
7,543.0 |
683.0 |
8.5% |
95.7 |
1.2% |
74% |
False |
False |
1,469 |
| 100 |
8,226.0 |
7,398.0 |
828.0 |
10.3% |
97.0 |
1.2% |
79% |
False |
False |
1,198 |
| 120 |
8,390.0 |
7,398.0 |
992.0 |
12.3% |
100.4 |
1.2% |
66% |
False |
False |
1,028 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,566.8 |
|
2.618 |
8,382.3 |
|
1.618 |
8,269.3 |
|
1.000 |
8,199.5 |
|
0.618 |
8,156.3 |
|
HIGH |
8,086.5 |
|
0.618 |
8,043.3 |
|
0.500 |
8,030.0 |
|
0.382 |
8,016.7 |
|
LOW |
7,973.5 |
|
0.618 |
7,903.7 |
|
1.000 |
7,860.5 |
|
1.618 |
7,790.7 |
|
2.618 |
7,677.7 |
|
4.250 |
7,493.3 |
|
|
| Fisher Pivots for day following 14-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
8,043.3 |
8,099.8 |
| PP |
8,036.7 |
8,083.2 |
| S1 |
8,030.0 |
8,066.6 |
|