| Trading Metrics calculated at close of trading on 14-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2007 |
14-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
6,529.0 |
6,430.0 |
-99.0 |
-1.5% |
6,580.5 |
| High |
6,538.0 |
6,456.0 |
-82.0 |
-1.3% |
6,640.0 |
| Low |
6,391.0 |
6,369.5 |
-21.5 |
-0.3% |
6,369.5 |
| Close |
6,408.0 |
6,422.5 |
14.5 |
0.2% |
6,422.5 |
| Range |
147.0 |
86.5 |
-60.5 |
-41.2% |
270.5 |
| ATR |
120.8 |
118.3 |
-2.4 |
-2.0% |
0.0 |
| Volume |
21,191 |
24,339 |
3,148 |
14.9% |
85,571 |
|
| Daily Pivots for day following 14-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,675.5 |
6,635.5 |
6,470.0 |
|
| R3 |
6,589.0 |
6,549.0 |
6,446.5 |
|
| R2 |
6,502.5 |
6,502.5 |
6,438.5 |
|
| R1 |
6,462.5 |
6,462.5 |
6,430.5 |
6,439.0 |
| PP |
6,416.0 |
6,416.0 |
6,416.0 |
6,404.5 |
| S1 |
6,376.0 |
6,376.0 |
6,414.5 |
6,353.0 |
| S2 |
6,329.5 |
6,329.5 |
6,406.5 |
|
| S3 |
6,243.0 |
6,289.5 |
6,398.5 |
|
| S4 |
6,156.5 |
6,203.0 |
6,375.0 |
|
|
| Weekly Pivots for week ending 14-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,289.0 |
7,126.0 |
6,571.5 |
|
| R3 |
7,018.5 |
6,855.5 |
6,497.0 |
|
| R2 |
6,748.0 |
6,748.0 |
6,472.0 |
|
| R1 |
6,585.0 |
6,585.0 |
6,447.5 |
6,531.0 |
| PP |
6,477.5 |
6,477.5 |
6,477.5 |
6,450.5 |
| S1 |
6,314.5 |
6,314.5 |
6,397.5 |
6,261.0 |
| S2 |
6,207.0 |
6,207.0 |
6,373.0 |
|
| S3 |
5,936.5 |
6,044.0 |
6,348.0 |
|
| S4 |
5,666.0 |
5,773.5 |
6,273.5 |
|
|
| 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 |
6,369.5 |
270.5 |
4.2% |
108.5 |
1.7% |
20% |
False |
True |
17,114 |
| 10 |
6,640.0 |
6,329.5 |
310.5 |
4.8% |
106.0 |
1.7% |
30% |
False |
False |
10,070 |
| 20 |
6,640.0 |
6,069.0 |
571.0 |
8.9% |
114.5 |
1.8% |
62% |
False |
False |
5,460 |
| 40 |
6,776.0 |
6,069.0 |
707.0 |
11.0% |
97.0 |
1.5% |
50% |
False |
False |
2,818 |
| 60 |
6,821.5 |
6,069.0 |
752.5 |
11.7% |
85.0 |
1.3% |
47% |
False |
False |
1,914 |
| 80 |
6,821.5 |
6,069.0 |
752.5 |
11.7% |
67.5 |
1.1% |
47% |
False |
False |
1,453 |
| 100 |
6,821.5 |
5,903.0 |
918.5 |
14.3% |
60.0 |
0.9% |
57% |
False |
False |
1,165 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,823.5 |
|
2.618 |
6,682.5 |
|
1.618 |
6,596.0 |
|
1.000 |
6,542.5 |
|
0.618 |
6,509.5 |
|
HIGH |
6,456.0 |
|
0.618 |
6,423.0 |
|
0.500 |
6,413.0 |
|
0.382 |
6,402.5 |
|
LOW |
6,369.5 |
|
0.618 |
6,316.0 |
|
1.000 |
6,283.0 |
|
1.618 |
6,229.5 |
|
2.618 |
6,143.0 |
|
4.250 |
6,002.0 |
|
|
| Fisher Pivots for day following 14-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,419.0 |
6,505.0 |
| PP |
6,416.0 |
6,477.5 |
| S1 |
6,413.0 |
6,450.0 |
|