| Trading Metrics calculated at close of trading on 13-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2007 |
13-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
6,514.0 |
6,529.0 |
15.0 |
0.2% |
6,470.0 |
| High |
6,640.0 |
6,538.0 |
-102.0 |
-1.5% |
6,630.0 |
| Low |
6,462.0 |
6,391.0 |
-71.0 |
-1.1% |
6,329.5 |
| Close |
6,584.0 |
6,408.0 |
-176.0 |
-2.7% |
6,579.0 |
| Range |
178.0 |
147.0 |
-31.0 |
-17.4% |
300.5 |
| ATR |
115.2 |
120.8 |
5.6 |
4.8% |
0.0 |
| Volume |
15,523 |
21,191 |
5,668 |
36.5% |
15,129 |
|
| Daily Pivots for day following 13-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,886.5 |
6,794.5 |
6,489.0 |
|
| R3 |
6,739.5 |
6,647.5 |
6,448.5 |
|
| R2 |
6,592.5 |
6,592.5 |
6,435.0 |
|
| R1 |
6,500.5 |
6,500.5 |
6,421.5 |
6,473.0 |
| PP |
6,445.5 |
6,445.5 |
6,445.5 |
6,432.0 |
| S1 |
6,353.5 |
6,353.5 |
6,394.5 |
6,326.0 |
| S2 |
6,298.5 |
6,298.5 |
6,381.0 |
|
| S3 |
6,151.5 |
6,206.5 |
6,367.5 |
|
| S4 |
6,004.5 |
6,059.5 |
6,327.0 |
|
|
| 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 |
6,640.0 |
6,391.0 |
249.0 |
3.9% |
101.0 |
1.6% |
7% |
False |
True |
12,419 |
| 10 |
6,640.0 |
6,329.5 |
310.5 |
4.8% |
108.0 |
1.7% |
25% |
False |
False |
7,850 |
| 20 |
6,640.0 |
6,069.0 |
571.0 |
8.9% |
113.5 |
1.8% |
59% |
False |
False |
4,251 |
| 40 |
6,776.0 |
6,069.0 |
707.0 |
11.0% |
96.5 |
1.5% |
48% |
False |
False |
2,223 |
| 60 |
6,821.5 |
6,069.0 |
752.5 |
11.7% |
83.5 |
1.3% |
45% |
False |
False |
1,509 |
| 80 |
6,821.5 |
6,069.0 |
752.5 |
11.7% |
67.5 |
1.0% |
45% |
False |
False |
1,150 |
| 100 |
6,821.5 |
5,903.0 |
918.5 |
14.3% |
59.0 |
0.9% |
55% |
False |
False |
922 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,163.0 |
|
2.618 |
6,923.0 |
|
1.618 |
6,776.0 |
|
1.000 |
6,685.0 |
|
0.618 |
6,629.0 |
|
HIGH |
6,538.0 |
|
0.618 |
6,482.0 |
|
0.500 |
6,464.5 |
|
0.382 |
6,447.0 |
|
LOW |
6,391.0 |
|
0.618 |
6,300.0 |
|
1.000 |
6,244.0 |
|
1.618 |
6,153.0 |
|
2.618 |
6,006.0 |
|
4.250 |
5,766.0 |
|
|
| Fisher Pivots for day following 13-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,464.5 |
6,515.5 |
| PP |
6,445.5 |
6,479.5 |
| S1 |
6,427.0 |
6,444.0 |
|