| Trading Metrics calculated at close of trading on 07-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2007 |
07-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
6,562.5 |
6,563.5 |
1.0 |
0.0% |
6,470.0 |
| High |
6,630.0 |
6,613.5 |
-16.5 |
-0.2% |
6,630.0 |
| Low |
6,481.5 |
6,563.5 |
82.0 |
1.3% |
6,329.5 |
| Close |
6,515.0 |
6,579.0 |
64.0 |
1.0% |
6,579.0 |
| Range |
148.5 |
50.0 |
-98.5 |
-66.3% |
300.5 |
| ATR |
119.1 |
117.7 |
-1.5 |
-1.2% |
0.0 |
| Volume |
8,516 |
866 |
-7,650 |
-89.8% |
15,129 |
|
| Daily Pivots for day following 07-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,735.5 |
6,707.0 |
6,606.5 |
|
| R3 |
6,685.5 |
6,657.0 |
6,593.0 |
|
| R2 |
6,635.5 |
6,635.5 |
6,588.0 |
|
| R1 |
6,607.0 |
6,607.0 |
6,583.5 |
6,621.0 |
| PP |
6,585.5 |
6,585.5 |
6,585.5 |
6,592.5 |
| S1 |
6,557.0 |
6,557.0 |
6,574.5 |
6,571.0 |
| S2 |
6,535.5 |
6,535.5 |
6,570.0 |
|
| S3 |
6,485.5 |
6,507.0 |
6,565.0 |
|
| S4 |
6,435.5 |
6,457.0 |
6,551.5 |
|
|
| Weekly Pivots for week ending 07-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,414.5 |
7,297.0 |
6,744.5 |
|
| R3 |
7,114.0 |
6,996.5 |
6,661.5 |
|
| R2 |
6,813.5 |
6,813.5 |
6,634.0 |
|
| R1 |
6,696.0 |
6,696.0 |
6,606.5 |
6,755.0 |
| PP |
6,513.0 |
6,513.0 |
6,513.0 |
6,542.0 |
| S1 |
6,395.5 |
6,395.5 |
6,551.5 |
6,454.0 |
| S2 |
6,212.5 |
6,212.5 |
6,524.0 |
|
| S3 |
5,912.0 |
6,095.0 |
6,496.5 |
|
| S4 |
5,611.5 |
5,794.5 |
6,413.5 |
|
|
| 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% |
104.0 |
1.6% |
83% |
False |
False |
3,025 |
| 10 |
6,630.0 |
6,107.5 |
522.5 |
7.9% |
111.0 |
1.7% |
90% |
False |
False |
2,050 |
| 20 |
6,630.0 |
6,069.0 |
561.0 |
8.5% |
108.5 |
1.6% |
91% |
False |
False |
1,272 |
| 40 |
6,821.5 |
6,069.0 |
752.5 |
11.4% |
93.0 |
1.4% |
68% |
False |
False |
696 |
| 60 |
6,821.5 |
6,069.0 |
752.5 |
11.4% |
76.0 |
1.2% |
68% |
False |
False |
491 |
| 80 |
6,821.5 |
6,069.0 |
752.5 |
11.4% |
63.0 |
1.0% |
68% |
False |
False |
385 |
| 100 |
6,821.5 |
5,903.0 |
918.5 |
14.0% |
55.5 |
0.8% |
74% |
False |
False |
310 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,826.0 |
|
2.618 |
6,744.5 |
|
1.618 |
6,694.5 |
|
1.000 |
6,663.5 |
|
0.618 |
6,644.5 |
|
HIGH |
6,613.5 |
|
0.618 |
6,594.5 |
|
0.500 |
6,588.5 |
|
0.382 |
6,582.5 |
|
LOW |
6,563.5 |
|
0.618 |
6,532.5 |
|
1.000 |
6,513.5 |
|
1.618 |
6,482.5 |
|
2.618 |
6,432.5 |
|
4.250 |
6,351.0 |
|
|
| Fisher Pivots for day following 07-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,588.5 |
6,557.0 |
| PP |
6,585.5 |
6,534.5 |
| S1 |
6,582.0 |
6,512.0 |
|