| Trading Metrics calculated at close of trading on 31-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2007 |
31-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
8,095.0 |
8,095.0 |
0.0 |
0.0% |
8,019.5 |
| High |
8,150.0 |
8,150.0 |
0.0 |
0.0% |
8,253.0 |
| Low |
8,073.0 |
8,073.0 |
0.0 |
0.0% |
8,015.0 |
| Close |
8,144.5 |
8,144.5 |
0.0 |
0.0% |
8,144.5 |
| Range |
77.0 |
77.0 |
0.0 |
0.0% |
238.0 |
| ATR |
129.1 |
125.4 |
-3.7 |
-2.9% |
0.0 |
| Volume |
27,807 |
0 |
-27,807 |
-100.0% |
90,270 |
|
| Daily Pivots for day following 31-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,353.5 |
8,326.0 |
8,186.9 |
|
| R3 |
8,276.5 |
8,249.0 |
8,165.7 |
|
| R2 |
8,199.5 |
8,199.5 |
8,158.6 |
|
| R1 |
8,172.0 |
8,172.0 |
8,151.6 |
8,185.8 |
| PP |
8,122.5 |
8,122.5 |
8,122.5 |
8,129.4 |
| S1 |
8,095.0 |
8,095.0 |
8,137.4 |
8,108.8 |
| S2 |
8,045.5 |
8,045.5 |
8,130.4 |
|
| S3 |
7,968.5 |
8,018.0 |
8,123.3 |
|
| S4 |
7,891.5 |
7,941.0 |
8,102.2 |
|
|
| Weekly Pivots for week ending 28-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,851.5 |
8,736.0 |
8,275.4 |
|
| R3 |
8,613.5 |
8,498.0 |
8,210.0 |
|
| R2 |
8,375.5 |
8,375.5 |
8,188.1 |
|
| R1 |
8,260.0 |
8,260.0 |
8,166.3 |
8,317.8 |
| PP |
8,137.5 |
8,137.5 |
8,137.5 |
8,166.4 |
| S1 |
8,022.0 |
8,022.0 |
8,122.7 |
8,079.8 |
| S2 |
7,899.5 |
7,899.5 |
8,100.9 |
|
| S3 |
7,661.5 |
7,784.0 |
8,079.1 |
|
| S4 |
7,423.5 |
7,546.0 |
8,013.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,253.0 |
8,015.0 |
238.0 |
2.9% |
110.0 |
1.4% |
54% |
False |
False |
42,578 |
| 10 |
8,253.0 |
7,862.5 |
390.5 |
4.8% |
112.4 |
1.4% |
72% |
False |
False |
47,694 |
| 20 |
8,253.0 |
7,862.5 |
390.5 |
4.8% |
112.2 |
1.4% |
72% |
False |
False |
25,708 |
| 40 |
8,253.0 |
7,553.5 |
699.5 |
8.6% |
115.7 |
1.4% |
84% |
False |
False |
13,259 |
| 60 |
8,253.0 |
7,553.5 |
699.5 |
8.6% |
103.8 |
1.3% |
84% |
False |
False |
9,032 |
| 80 |
8,253.0 |
7,553.5 |
699.5 |
8.6% |
97.0 |
1.2% |
84% |
False |
False |
7,214 |
| 100 |
8,253.0 |
7,398.0 |
855.0 |
10.5% |
99.6 |
1.2% |
87% |
False |
False |
5,800 |
| 120 |
8,390.0 |
7,398.0 |
992.0 |
12.2% |
100.4 |
1.2% |
75% |
False |
False |
4,859 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,477.3 |
|
2.618 |
8,351.6 |
|
1.618 |
8,274.6 |
|
1.000 |
8,227.0 |
|
0.618 |
8,197.6 |
|
HIGH |
8,150.0 |
|
0.618 |
8,120.6 |
|
0.500 |
8,111.5 |
|
0.382 |
8,102.4 |
|
LOW |
8,073.0 |
|
0.618 |
8,025.4 |
|
1.000 |
7,996.0 |
|
1.618 |
7,948.4 |
|
2.618 |
7,871.4 |
|
4.250 |
7,745.8 |
|
|
| Fisher Pivots for day following 31-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
8,133.5 |
8,155.0 |
| PP |
8,122.5 |
8,151.5 |
| S1 |
8,111.5 |
8,148.0 |
|