| Trading Metrics calculated at close of trading on 19-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2007 |
19-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
6,264.0 |
6,323.5 |
59.5 |
0.9% |
6,580.5 |
| High |
6,373.0 |
6,349.0 |
-24.0 |
-0.4% |
6,640.0 |
| Low |
6,261.0 |
6,272.5 |
11.5 |
0.2% |
6,369.5 |
| Close |
6,309.5 |
6,320.0 |
10.5 |
0.2% |
6,422.5 |
| Range |
112.0 |
76.5 |
-35.5 |
-31.7% |
270.5 |
| ATR |
118.8 |
115.8 |
-3.0 |
-2.5% |
0.0 |
| Volume |
158,924 |
158,924 |
0 |
0.0% |
85,571 |
|
| Daily Pivots for day following 19-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,543.5 |
6,508.0 |
6,362.0 |
|
| R3 |
6,467.0 |
6,431.5 |
6,341.0 |
|
| R2 |
6,390.5 |
6,390.5 |
6,334.0 |
|
| R1 |
6,355.0 |
6,355.0 |
6,327.0 |
6,334.5 |
| PP |
6,314.0 |
6,314.0 |
6,314.0 |
6,303.5 |
| S1 |
6,278.5 |
6,278.5 |
6,313.0 |
6,258.0 |
| S2 |
6,237.5 |
6,237.5 |
6,306.0 |
|
| S3 |
6,161.0 |
6,202.0 |
6,299.0 |
|
| S4 |
6,084.5 |
6,125.5 |
6,278.0 |
|
|
| 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 |
6,538.0 |
6,261.0 |
277.0 |
4.4% |
99.5 |
1.6% |
21% |
False |
False |
81,253 |
| 10 |
6,640.0 |
6,261.0 |
379.0 |
6.0% |
100.5 |
1.6% |
16% |
False |
False |
45,568 |
| 20 |
6,640.0 |
6,069.0 |
571.0 |
9.0% |
105.0 |
1.7% |
44% |
False |
False |
23,434 |
| 40 |
6,776.0 |
6,069.0 |
707.0 |
11.2% |
98.5 |
1.6% |
36% |
False |
False |
11,830 |
| 60 |
6,821.5 |
6,069.0 |
752.5 |
11.9% |
86.5 |
1.4% |
33% |
False |
False |
7,916 |
| 80 |
6,821.5 |
6,069.0 |
752.5 |
11.9% |
70.5 |
1.1% |
33% |
False |
False |
5,961 |
| 100 |
6,821.5 |
5,903.0 |
918.5 |
14.5% |
62.5 |
1.0% |
45% |
False |
False |
4,772 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,674.0 |
|
2.618 |
6,549.5 |
|
1.618 |
6,473.0 |
|
1.000 |
6,425.5 |
|
0.618 |
6,396.5 |
|
HIGH |
6,349.0 |
|
0.618 |
6,320.0 |
|
0.500 |
6,311.0 |
|
0.382 |
6,301.5 |
|
LOW |
6,272.5 |
|
0.618 |
6,225.0 |
|
1.000 |
6,196.0 |
|
1.618 |
6,148.5 |
|
2.618 |
6,072.0 |
|
4.250 |
5,947.5 |
|
|
| Fisher Pivots for day following 19-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,317.0 |
6,319.0 |
| PP |
6,314.0 |
6,318.0 |
| S1 |
6,311.0 |
6,317.0 |
|