| Trading Metrics calculated at close of trading on 17-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2007 |
17-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
6,430.0 |
6,352.5 |
-77.5 |
-1.2% |
6,580.5 |
| High |
6,456.0 |
6,365.0 |
-91.0 |
-1.4% |
6,640.0 |
| Low |
6,369.5 |
6,290.0 |
-79.5 |
-1.2% |
6,369.5 |
| Close |
6,422.5 |
6,308.5 |
-114.0 |
-1.8% |
6,422.5 |
| Range |
86.5 |
75.0 |
-11.5 |
-13.3% |
270.5 |
| ATR |
118.3 |
119.4 |
1.0 |
0.9% |
0.0 |
| Volume |
24,339 |
42,887 |
18,548 |
76.2% |
85,571 |
|
| Daily Pivots for day following 17-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,546.0 |
6,502.5 |
6,350.0 |
|
| R3 |
6,471.0 |
6,427.5 |
6,329.0 |
|
| R2 |
6,396.0 |
6,396.0 |
6,322.0 |
|
| R1 |
6,352.5 |
6,352.5 |
6,315.5 |
6,337.0 |
| PP |
6,321.0 |
6,321.0 |
6,321.0 |
6,313.5 |
| S1 |
6,277.5 |
6,277.5 |
6,301.5 |
6,262.0 |
| S2 |
6,246.0 |
6,246.0 |
6,295.0 |
|
| S3 |
6,171.0 |
6,202.5 |
6,288.0 |
|
| S4 |
6,096.0 |
6,127.5 |
6,267.0 |
|
|
| 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 |
6,290.0 |
350.0 |
5.5% |
110.0 |
1.7% |
5% |
False |
True |
23,892 |
| 10 |
6,640.0 |
6,290.0 |
350.0 |
5.5% |
108.0 |
1.7% |
5% |
False |
True |
14,332 |
| 20 |
6,640.0 |
6,069.0 |
571.0 |
9.1% |
108.5 |
1.7% |
42% |
False |
False |
7,591 |
| 40 |
6,776.0 |
6,069.0 |
707.0 |
11.2% |
97.0 |
1.5% |
34% |
False |
False |
3,887 |
| 60 |
6,821.5 |
6,069.0 |
752.5 |
11.9% |
85.5 |
1.4% |
32% |
False |
False |
2,628 |
| 80 |
6,821.5 |
6,069.0 |
752.5 |
11.9% |
68.5 |
1.1% |
32% |
False |
False |
1,989 |
| 100 |
6,821.5 |
5,903.0 |
918.5 |
14.6% |
60.5 |
1.0% |
44% |
False |
False |
1,594 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,684.0 |
|
2.618 |
6,561.5 |
|
1.618 |
6,486.5 |
|
1.000 |
6,440.0 |
|
0.618 |
6,411.5 |
|
HIGH |
6,365.0 |
|
0.618 |
6,336.5 |
|
0.500 |
6,327.5 |
|
0.382 |
6,318.5 |
|
LOW |
6,290.0 |
|
0.618 |
6,243.5 |
|
1.000 |
6,215.0 |
|
1.618 |
6,168.5 |
|
2.618 |
6,093.5 |
|
4.250 |
5,971.0 |
|
|
| Fisher Pivots for day following 17-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,327.5 |
6,414.0 |
| PP |
6,321.0 |
6,379.0 |
| S1 |
6,315.0 |
6,343.5 |
|