| Trading Metrics calculated at close of trading on 11-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2007 |
11-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
6,580.5 |
6,621.0 |
40.5 |
0.6% |
6,470.0 |
| High |
6,633.0 |
6,621.0 |
-12.0 |
-0.2% |
6,630.0 |
| Low |
6,566.5 |
6,557.5 |
-9.0 |
-0.1% |
6,329.5 |
| Close |
6,606.0 |
6,581.5 |
-24.5 |
-0.4% |
6,579.0 |
| Range |
66.5 |
63.5 |
-3.0 |
-4.5% |
300.5 |
| ATR |
114.0 |
110.4 |
-3.6 |
-3.2% |
0.0 |
| Volume |
8,995 |
15,523 |
6,528 |
72.6% |
15,129 |
|
| Daily Pivots for day following 11-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,777.0 |
6,743.0 |
6,616.5 |
|
| R3 |
6,713.5 |
6,679.5 |
6,599.0 |
|
| R2 |
6,650.0 |
6,650.0 |
6,593.0 |
|
| R1 |
6,616.0 |
6,616.0 |
6,587.5 |
6,601.0 |
| PP |
6,586.5 |
6,586.5 |
6,586.5 |
6,579.5 |
| S1 |
6,552.5 |
6,552.5 |
6,575.5 |
6,538.0 |
| S2 |
6,523.0 |
6,523.0 |
6,570.0 |
|
| S3 |
6,459.5 |
6,489.0 |
6,564.0 |
|
| S4 |
6,396.0 |
6,425.5 |
6,546.5 |
|
|
| 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 |
6,394.5 |
238.5 |
3.6% |
94.5 |
1.4% |
78% |
False |
False |
6,999 |
| 10 |
6,633.0 |
6,201.0 |
432.0 |
6.6% |
100.0 |
1.5% |
88% |
False |
False |
4,256 |
| 20 |
6,633.0 |
6,069.0 |
564.0 |
8.6% |
106.5 |
1.6% |
91% |
False |
False |
2,424 |
| 40 |
6,776.0 |
6,069.0 |
707.0 |
10.7% |
93.0 |
1.4% |
72% |
False |
False |
1,307 |
| 60 |
6,821.5 |
6,069.0 |
752.5 |
11.4% |
78.5 |
1.2% |
68% |
False |
False |
898 |
| 80 |
6,821.5 |
6,069.0 |
752.5 |
11.4% |
64.0 |
1.0% |
68% |
False |
False |
691 |
| 100 |
6,821.5 |
5,903.0 |
918.5 |
14.0% |
56.0 |
0.8% |
74% |
False |
False |
555 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,891.0 |
|
2.618 |
6,787.0 |
|
1.618 |
6,723.5 |
|
1.000 |
6,684.5 |
|
0.618 |
6,660.0 |
|
HIGH |
6,621.0 |
|
0.618 |
6,596.5 |
|
0.500 |
6,589.0 |
|
0.382 |
6,582.0 |
|
LOW |
6,557.5 |
|
0.618 |
6,518.5 |
|
1.000 |
6,494.0 |
|
1.618 |
6,455.0 |
|
2.618 |
6,391.5 |
|
4.250 |
6,287.5 |
|
|
| Fisher Pivots for day following 11-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,589.0 |
6,595.0 |
| PP |
6,586.5 |
6,590.5 |
| S1 |
6,584.0 |
6,586.0 |
|