| Trading Metrics calculated at close of trading on 06-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2007 |
06-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
6,394.5 |
6,562.5 |
168.0 |
2.6% |
6,344.5 |
| High |
6,539.5 |
6,630.0 |
90.5 |
1.4% |
6,499.5 |
| Low |
6,394.5 |
6,481.5 |
87.0 |
1.4% |
6,107.5 |
| Close |
6,529.5 |
6,515.0 |
-14.5 |
-0.2% |
6,484.5 |
| Range |
145.0 |
148.5 |
3.5 |
2.4% |
392.0 |
| ATR |
116.9 |
119.1 |
2.3 |
1.9% |
0.0 |
| Volume |
1,096 |
8,516 |
7,420 |
677.0% |
5,377 |
|
| Daily Pivots for day following 06-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,987.5 |
6,900.0 |
6,596.5 |
|
| R3 |
6,839.0 |
6,751.5 |
6,556.0 |
|
| R2 |
6,690.5 |
6,690.5 |
6,542.0 |
|
| R1 |
6,603.0 |
6,603.0 |
6,528.5 |
6,572.5 |
| PP |
6,542.0 |
6,542.0 |
6,542.0 |
6,527.0 |
| S1 |
6,454.5 |
6,454.5 |
6,501.5 |
6,424.0 |
| S2 |
6,393.5 |
6,393.5 |
6,488.0 |
|
| S3 |
6,245.0 |
6,306.0 |
6,474.0 |
|
| S4 |
6,096.5 |
6,157.5 |
6,433.5 |
|
|
| Weekly Pivots for week ending 30-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,540.0 |
7,404.0 |
6,700.0 |
|
| R3 |
7,148.0 |
7,012.0 |
6,592.5 |
|
| R2 |
6,756.0 |
6,756.0 |
6,556.5 |
|
| R1 |
6,620.0 |
6,620.0 |
6,520.5 |
6,688.0 |
| PP |
6,364.0 |
6,364.0 |
6,364.0 |
6,398.0 |
| S1 |
6,228.0 |
6,228.0 |
6,448.5 |
6,296.0 |
| S2 |
5,972.0 |
5,972.0 |
6,412.5 |
|
| S3 |
5,580.0 |
5,836.0 |
6,376.5 |
|
| S4 |
5,188.0 |
5,444.0 |
6,269.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,630.0 |
6,329.5 |
300.5 |
4.6% |
115.5 |
1.8% |
62% |
True |
False |
3,281 |
| 10 |
6,630.0 |
6,107.5 |
522.5 |
8.0% |
112.0 |
1.7% |
78% |
True |
False |
2,076 |
| 20 |
6,630.0 |
6,069.0 |
561.0 |
8.6% |
113.5 |
1.7% |
80% |
True |
False |
1,231 |
| 40 |
6,821.5 |
6,069.0 |
752.5 |
11.6% |
93.5 |
1.4% |
59% |
False |
False |
675 |
| 60 |
6,821.5 |
6,069.0 |
752.5 |
11.6% |
76.5 |
1.2% |
59% |
False |
False |
477 |
| 80 |
6,821.5 |
5,903.0 |
918.5 |
14.1% |
65.5 |
1.0% |
67% |
False |
False |
375 |
| 100 |
6,821.5 |
5,903.0 |
918.5 |
14.1% |
55.5 |
0.8% |
67% |
False |
False |
301 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,261.0 |
|
2.618 |
7,019.0 |
|
1.618 |
6,870.5 |
|
1.000 |
6,778.5 |
|
0.618 |
6,722.0 |
|
HIGH |
6,630.0 |
|
0.618 |
6,573.5 |
|
0.500 |
6,556.0 |
|
0.382 |
6,538.0 |
|
LOW |
6,481.5 |
|
0.618 |
6,389.5 |
|
1.000 |
6,333.0 |
|
1.618 |
6,241.0 |
|
2.618 |
6,092.5 |
|
4.250 |
5,850.5 |
|
|
| Fisher Pivots for day following 06-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,556.0 |
6,503.0 |
| PP |
6,542.0 |
6,491.5 |
| S1 |
6,528.5 |
6,480.0 |
|