| Trading Metrics calculated at close of trading on 19-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2007 |
19-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
7,886.5 |
7,949.0 |
62.5 |
0.8% |
8,083.0 |
| High |
8,041.5 |
7,971.0 |
-70.5 |
-0.9% |
8,226.0 |
| Low |
7,872.5 |
7,868.0 |
-4.5 |
-0.1% |
7,965.0 |
| Close |
7,957.0 |
7,935.0 |
-22.0 |
-0.3% |
8,050.0 |
| Range |
169.0 |
103.0 |
-66.0 |
-39.1% |
261.0 |
| ATR |
133.8 |
131.6 |
-2.2 |
-1.6% |
0.0 |
| Volume |
69,786 |
86,549 |
16,763 |
24.0% |
44,360 |
|
| Daily Pivots for day following 19-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,233.7 |
8,187.3 |
7,991.7 |
|
| R3 |
8,130.7 |
8,084.3 |
7,963.3 |
|
| R2 |
8,027.7 |
8,027.7 |
7,953.9 |
|
| R1 |
7,981.3 |
7,981.3 |
7,944.4 |
7,953.0 |
| PP |
7,924.7 |
7,924.7 |
7,924.7 |
7,910.5 |
| S1 |
7,878.3 |
7,878.3 |
7,925.6 |
7,850.0 |
| S2 |
7,821.7 |
7,821.7 |
7,916.1 |
|
| S3 |
7,718.7 |
7,775.3 |
7,906.7 |
|
| S4 |
7,615.7 |
7,672.3 |
7,878.4 |
|
|
| 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 |
8,135.0 |
7,862.5 |
272.5 |
3.4% |
121.3 |
1.5% |
27% |
False |
False |
43,038 |
| 10 |
8,226.0 |
7,862.5 |
363.5 |
4.6% |
127.3 |
1.6% |
20% |
False |
False |
23,865 |
| 20 |
8,226.0 |
7,553.5 |
672.5 |
8.5% |
121.8 |
1.5% |
57% |
False |
False |
12,585 |
| 40 |
8,226.0 |
7,553.5 |
672.5 |
8.5% |
114.4 |
1.4% |
57% |
False |
False |
6,587 |
| 60 |
8,226.0 |
7,553.5 |
672.5 |
8.5% |
99.2 |
1.3% |
57% |
False |
False |
4,614 |
| 80 |
8,226.0 |
7,553.5 |
672.5 |
8.5% |
97.3 |
1.2% |
57% |
False |
False |
3,853 |
| 100 |
8,226.0 |
7,398.0 |
828.0 |
10.4% |
97.9 |
1.2% |
65% |
False |
False |
3,105 |
| 120 |
8,390.0 |
7,398.0 |
992.0 |
12.5% |
102.3 |
1.3% |
54% |
False |
False |
2,618 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,408.8 |
|
2.618 |
8,240.7 |
|
1.618 |
8,137.7 |
|
1.000 |
8,074.0 |
|
0.618 |
8,034.7 |
|
HIGH |
7,971.0 |
|
0.618 |
7,931.7 |
|
0.500 |
7,919.5 |
|
0.382 |
7,907.3 |
|
LOW |
7,868.0 |
|
0.618 |
7,804.3 |
|
1.000 |
7,765.0 |
|
1.618 |
7,701.3 |
|
2.618 |
7,598.3 |
|
4.250 |
7,430.3 |
|
|
| Fisher Pivots for day following 19-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
7,929.8 |
7,952.0 |
| PP |
7,924.7 |
7,946.3 |
| S1 |
7,919.5 |
7,940.7 |
|