| Trading Metrics calculated at close of trading on 17-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2007 |
17-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
8,064.5 |
7,962.0 |
-102.5 |
-1.3% |
8,083.0 |
| High |
8,086.5 |
7,968.0 |
-118.5 |
-1.5% |
8,226.0 |
| Low |
7,973.5 |
7,862.5 |
-111.0 |
-1.4% |
7,965.0 |
| Close |
8,050.0 |
7,931.0 |
-119.0 |
-1.5% |
8,050.0 |
| Range |
113.0 |
105.5 |
-7.5 |
-6.6% |
261.0 |
| ATR |
126.8 |
131.1 |
4.3 |
3.4% |
0.0 |
| Volume |
16,125 |
34,577 |
18,452 |
114.4% |
44,360 |
|
| Daily Pivots for day following 17-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,237.0 |
8,189.5 |
7,989.0 |
|
| R3 |
8,131.5 |
8,084.0 |
7,960.0 |
|
| R2 |
8,026.0 |
8,026.0 |
7,950.3 |
|
| R1 |
7,978.5 |
7,978.5 |
7,940.7 |
7,949.5 |
| PP |
7,920.5 |
7,920.5 |
7,920.5 |
7,906.0 |
| S1 |
7,873.0 |
7,873.0 |
7,921.3 |
7,844.0 |
| S2 |
7,815.0 |
7,815.0 |
7,911.7 |
|
| S3 |
7,709.5 |
7,767.5 |
7,902.0 |
|
| S4 |
7,604.0 |
7,662.0 |
7,873.0 |
|
|
| 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 |
7,862.5 |
363.5 |
4.6% |
147.4 |
1.9% |
19% |
False |
True |
14,875 |
| 10 |
8,226.0 |
7,862.5 |
363.5 |
4.6% |
116.7 |
1.5% |
19% |
False |
True |
8,618 |
| 20 |
8,226.0 |
7,553.5 |
672.5 |
8.5% |
117.7 |
1.5% |
56% |
False |
False |
4,890 |
| 40 |
8,226.0 |
7,553.5 |
672.5 |
8.5% |
111.1 |
1.4% |
56% |
False |
False |
2,707 |
| 60 |
8,226.0 |
7,553.5 |
672.5 |
8.5% |
96.2 |
1.2% |
56% |
False |
False |
2,019 |
| 80 |
8,226.0 |
7,543.0 |
683.0 |
8.6% |
96.1 |
1.2% |
57% |
False |
False |
1,900 |
| 100 |
8,226.0 |
7,398.0 |
828.0 |
10.4% |
97.5 |
1.2% |
64% |
False |
False |
1,543 |
| 120 |
8,390.0 |
7,398.0 |
992.0 |
12.5% |
100.7 |
1.3% |
54% |
False |
False |
1,316 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,416.4 |
|
2.618 |
8,244.2 |
|
1.618 |
8,138.7 |
|
1.000 |
8,073.5 |
|
0.618 |
8,033.2 |
|
HIGH |
7,968.0 |
|
0.618 |
7,927.7 |
|
0.500 |
7,915.3 |
|
0.382 |
7,902.8 |
|
LOW |
7,862.5 |
|
0.618 |
7,797.3 |
|
1.000 |
7,757.0 |
|
1.618 |
7,691.8 |
|
2.618 |
7,586.3 |
|
4.250 |
7,414.1 |
|
|
| Fisher Pivots for day following 17-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
7,925.8 |
7,998.8 |
| PP |
7,920.5 |
7,976.2 |
| S1 |
7,915.3 |
7,953.6 |
|