| Trading Metrics calculated at close of trading on 21-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2007 |
21-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
7,927.0 |
8,019.5 |
92.5 |
1.2% |
7,962.0 |
| High |
8,008.0 |
8,115.0 |
107.0 |
1.3% |
8,115.0 |
| Low |
7,924.5 |
8,015.0 |
90.5 |
1.1% |
7,862.5 |
| Close |
7,954.5 |
8,088.0 |
133.5 |
1.7% |
8,088.0 |
| Range |
83.5 |
100.0 |
16.5 |
19.8% |
252.5 |
| ATR |
128.2 |
130.5 |
2.3 |
1.8% |
0.0 |
| Volume |
57,021 |
122,620 |
65,599 |
115.0% |
370,553 |
|
| Daily Pivots for day following 21-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,372.7 |
8,330.3 |
8,143.0 |
|
| R3 |
8,272.7 |
8,230.3 |
8,115.5 |
|
| R2 |
8,172.7 |
8,172.7 |
8,106.3 |
|
| R1 |
8,130.3 |
8,130.3 |
8,097.2 |
8,151.5 |
| PP |
8,072.7 |
8,072.7 |
8,072.7 |
8,083.3 |
| S1 |
8,030.3 |
8,030.3 |
8,078.8 |
8,051.5 |
| S2 |
7,972.7 |
7,972.7 |
8,069.7 |
|
| S3 |
7,872.7 |
7,930.3 |
8,060.5 |
|
| S4 |
7,772.7 |
7,830.3 |
8,033.0 |
|
|
| Weekly Pivots for week ending 21-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,779.3 |
8,686.2 |
8,226.9 |
|
| R3 |
8,526.8 |
8,433.7 |
8,157.4 |
|
| R2 |
8,274.3 |
8,274.3 |
8,134.3 |
|
| R1 |
8,181.2 |
8,181.2 |
8,111.1 |
8,227.8 |
| PP |
8,021.8 |
8,021.8 |
8,021.8 |
8,045.1 |
| S1 |
7,928.7 |
7,928.7 |
8,064.9 |
7,975.3 |
| S2 |
7,769.3 |
7,769.3 |
8,041.7 |
|
| S3 |
7,516.8 |
7,676.2 |
8,018.6 |
|
| S4 |
7,264.3 |
7,423.7 |
7,949.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,115.0 |
7,862.5 |
252.5 |
3.1% |
112.2 |
1.4% |
89% |
True |
False |
74,110 |
| 10 |
8,226.0 |
7,862.5 |
363.5 |
4.5% |
130.1 |
1.6% |
62% |
False |
False |
41,491 |
| 20 |
8,226.0 |
7,553.5 |
672.5 |
8.3% |
122.5 |
1.5% |
79% |
False |
False |
21,443 |
| 40 |
8,226.0 |
7,553.5 |
672.5 |
8.3% |
114.2 |
1.4% |
79% |
False |
False |
11,032 |
| 60 |
8,226.0 |
7,553.5 |
672.5 |
8.3% |
100.2 |
1.2% |
79% |
False |
False |
7,581 |
| 80 |
8,226.0 |
7,553.5 |
672.5 |
8.3% |
96.7 |
1.2% |
79% |
False |
False |
6,096 |
| 100 |
8,226.0 |
7,398.0 |
828.0 |
10.2% |
97.9 |
1.2% |
83% |
False |
False |
4,899 |
| 120 |
8,390.0 |
7,398.0 |
992.0 |
12.3% |
101.5 |
1.3% |
70% |
False |
False |
4,113 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,540.0 |
|
2.618 |
8,376.8 |
|
1.618 |
8,276.8 |
|
1.000 |
8,215.0 |
|
0.618 |
8,176.8 |
|
HIGH |
8,115.0 |
|
0.618 |
8,076.8 |
|
0.500 |
8,065.0 |
|
0.382 |
8,053.2 |
|
LOW |
8,015.0 |
|
0.618 |
7,953.2 |
|
1.000 |
7,915.0 |
|
1.618 |
7,853.2 |
|
2.618 |
7,753.2 |
|
4.250 |
7,590.0 |
|
|
| Fisher Pivots for day following 21-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
8,080.3 |
8,055.8 |
| PP |
8,072.7 |
8,023.7 |
| S1 |
8,065.0 |
7,991.5 |
|