| Trading Metrics calculated at close of trading on 20-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2007 |
20-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
7,949.0 |
7,927.0 |
-22.0 |
-0.3% |
8,083.0 |
| High |
7,971.0 |
8,008.0 |
37.0 |
0.5% |
8,226.0 |
| Low |
7,868.0 |
7,924.5 |
56.5 |
0.7% |
7,965.0 |
| Close |
7,935.0 |
7,954.5 |
19.5 |
0.2% |
8,050.0 |
| Range |
103.0 |
83.5 |
-19.5 |
-18.9% |
261.0 |
| ATR |
131.6 |
128.2 |
-3.4 |
-2.6% |
0.0 |
| Volume |
86,549 |
57,021 |
-29,528 |
-34.1% |
44,360 |
|
| Daily Pivots for day following 20-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,212.8 |
8,167.2 |
8,000.4 |
|
| R3 |
8,129.3 |
8,083.7 |
7,977.5 |
|
| R2 |
8,045.8 |
8,045.8 |
7,969.8 |
|
| R1 |
8,000.2 |
8,000.2 |
7,962.2 |
8,023.0 |
| PP |
7,962.3 |
7,962.3 |
7,962.3 |
7,973.8 |
| S1 |
7,916.7 |
7,916.7 |
7,946.8 |
7,939.5 |
| S2 |
7,878.8 |
7,878.8 |
7,939.2 |
|
| S3 |
7,795.3 |
7,833.2 |
7,931.5 |
|
| S4 |
7,711.8 |
7,749.7 |
7,908.6 |
|
|
| 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 |
8,086.5 |
7,862.5 |
224.0 |
2.8% |
114.8 |
1.4% |
41% |
False |
False |
52,811 |
| 10 |
8,226.0 |
7,862.5 |
363.5 |
4.6% |
125.3 |
1.6% |
25% |
False |
False |
29,398 |
| 20 |
8,226.0 |
7,553.5 |
672.5 |
8.5% |
121.6 |
1.5% |
60% |
False |
False |
15,338 |
| 40 |
8,226.0 |
7,553.5 |
672.5 |
8.5% |
112.7 |
1.4% |
60% |
False |
False |
8,002 |
| 60 |
8,226.0 |
7,553.5 |
672.5 |
8.5% |
99.9 |
1.3% |
60% |
False |
False |
5,554 |
| 80 |
8,226.0 |
7,553.5 |
672.5 |
8.5% |
97.2 |
1.2% |
60% |
False |
False |
4,565 |
| 100 |
8,226.0 |
7,398.0 |
828.0 |
10.4% |
98.1 |
1.2% |
67% |
False |
False |
3,675 |
| 120 |
8,390.0 |
7,398.0 |
992.0 |
12.5% |
101.5 |
1.3% |
56% |
False |
False |
3,092 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,362.9 |
|
2.618 |
8,226.6 |
|
1.618 |
8,143.1 |
|
1.000 |
8,091.5 |
|
0.618 |
8,059.6 |
|
HIGH |
8,008.0 |
|
0.618 |
7,976.1 |
|
0.500 |
7,966.3 |
|
0.382 |
7,956.4 |
|
LOW |
7,924.5 |
|
0.618 |
7,872.9 |
|
1.000 |
7,841.0 |
|
1.618 |
7,789.4 |
|
2.618 |
7,705.9 |
|
4.250 |
7,569.6 |
|
|
| Fisher Pivots for day following 20-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
7,966.3 |
7,954.8 |
| PP |
7,962.3 |
7,954.7 |
| S1 |
7,958.4 |
7,954.6 |
|