| Trading Metrics calculated at close of trading on 10-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2007 |
10-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
6,563.5 |
6,580.5 |
17.0 |
0.3% |
6,470.0 |
| High |
6,613.5 |
6,633.0 |
19.5 |
0.3% |
6,630.0 |
| Low |
6,563.5 |
6,566.5 |
3.0 |
0.0% |
6,329.5 |
| Close |
6,579.0 |
6,606.0 |
27.0 |
0.4% |
6,579.0 |
| Range |
50.0 |
66.5 |
16.5 |
33.0% |
300.5 |
| ATR |
117.7 |
114.0 |
-3.7 |
-3.1% |
0.0 |
| Volume |
866 |
8,995 |
8,129 |
938.7% |
15,129 |
|
| Daily Pivots for day following 10-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,801.5 |
6,770.0 |
6,642.5 |
|
| R3 |
6,735.0 |
6,703.5 |
6,624.5 |
|
| R2 |
6,668.5 |
6,668.5 |
6,618.0 |
|
| R1 |
6,637.0 |
6,637.0 |
6,612.0 |
6,653.0 |
| PP |
6,602.0 |
6,602.0 |
6,602.0 |
6,609.5 |
| S1 |
6,570.5 |
6,570.5 |
6,600.0 |
6,586.0 |
| S2 |
6,535.5 |
6,535.5 |
6,594.0 |
|
| S3 |
6,469.0 |
6,504.0 |
6,587.5 |
|
| S4 |
6,402.5 |
6,437.5 |
6,569.5 |
|
|
| 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 |
6,633.0 |
6,329.5 |
303.5 |
4.6% |
106.0 |
1.6% |
91% |
True |
False |
4,773 |
| 10 |
6,633.0 |
6,107.5 |
525.5 |
8.0% |
105.0 |
1.6% |
95% |
True |
False |
2,816 |
| 20 |
6,633.0 |
6,069.0 |
564.0 |
8.5% |
108.0 |
1.6% |
95% |
True |
False |
1,652 |
| 40 |
6,776.0 |
6,069.0 |
707.0 |
10.7% |
91.5 |
1.4% |
76% |
False |
False |
920 |
| 60 |
6,821.5 |
6,069.0 |
752.5 |
11.4% |
77.0 |
1.2% |
71% |
False |
False |
641 |
| 80 |
6,821.5 |
6,069.0 |
752.5 |
11.4% |
63.0 |
1.0% |
71% |
False |
False |
497 |
| 100 |
6,821.5 |
5,903.0 |
918.5 |
13.9% |
56.0 |
0.9% |
77% |
False |
False |
400 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,915.5 |
|
2.618 |
6,807.0 |
|
1.618 |
6,740.5 |
|
1.000 |
6,699.5 |
|
0.618 |
6,674.0 |
|
HIGH |
6,633.0 |
|
0.618 |
6,607.5 |
|
0.500 |
6,600.0 |
|
0.382 |
6,592.0 |
|
LOW |
6,566.5 |
|
0.618 |
6,525.5 |
|
1.000 |
6,500.0 |
|
1.618 |
6,459.0 |
|
2.618 |
6,392.5 |
|
4.250 |
6,284.0 |
|
|
| Fisher Pivots for day following 10-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,604.0 |
6,590.0 |
| PP |
6,602.0 |
6,573.5 |
| S1 |
6,600.0 |
6,557.0 |
|