| Trading Metrics calculated at close of trading on 20-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2007 |
20-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
6,323.5 |
6,332.0 |
8.5 |
0.1% |
6,580.5 |
| High |
6,349.0 |
6,397.0 |
48.0 |
0.8% |
6,640.0 |
| Low |
6,272.5 |
6,318.0 |
45.5 |
0.7% |
6,369.5 |
| Close |
6,320.0 |
6,368.0 |
48.0 |
0.8% |
6,422.5 |
| Range |
76.5 |
79.0 |
2.5 |
3.3% |
270.5 |
| ATR |
115.8 |
113.2 |
-2.6 |
-2.3% |
0.0 |
| Volume |
158,924 |
175,019 |
16,095 |
10.1% |
85,571 |
|
| Daily Pivots for day following 20-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,598.0 |
6,562.0 |
6,411.5 |
|
| R3 |
6,519.0 |
6,483.0 |
6,389.5 |
|
| R2 |
6,440.0 |
6,440.0 |
6,382.5 |
|
| R1 |
6,404.0 |
6,404.0 |
6,375.0 |
6,422.0 |
| PP |
6,361.0 |
6,361.0 |
6,361.0 |
6,370.0 |
| S1 |
6,325.0 |
6,325.0 |
6,361.0 |
6,343.0 |
| S2 |
6,282.0 |
6,282.0 |
6,353.5 |
|
| S3 |
6,203.0 |
6,246.0 |
6,346.5 |
|
| S4 |
6,124.0 |
6,167.0 |
6,324.5 |
|
|
| 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 |
6,456.0 |
6,261.0 |
195.0 |
3.1% |
86.0 |
1.3% |
55% |
False |
False |
112,018 |
| 10 |
6,640.0 |
6,261.0 |
379.0 |
6.0% |
93.5 |
1.5% |
28% |
False |
False |
62,219 |
| 20 |
6,640.0 |
6,107.5 |
532.5 |
8.4% |
102.5 |
1.6% |
49% |
False |
False |
32,147 |
| 40 |
6,776.0 |
6,069.0 |
707.0 |
11.1% |
100.0 |
1.6% |
42% |
False |
False |
16,192 |
| 60 |
6,821.5 |
6,069.0 |
752.5 |
11.8% |
87.0 |
1.4% |
40% |
False |
False |
10,832 |
| 80 |
6,821.5 |
6,069.0 |
752.5 |
11.8% |
71.0 |
1.1% |
40% |
False |
False |
8,149 |
| 100 |
6,821.5 |
5,903.0 |
918.5 |
14.4% |
63.0 |
1.0% |
51% |
False |
False |
6,523 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,733.0 |
|
2.618 |
6,604.0 |
|
1.618 |
6,525.0 |
|
1.000 |
6,476.0 |
|
0.618 |
6,446.0 |
|
HIGH |
6,397.0 |
|
0.618 |
6,367.0 |
|
0.500 |
6,357.5 |
|
0.382 |
6,348.0 |
|
LOW |
6,318.0 |
|
0.618 |
6,269.0 |
|
1.000 |
6,239.0 |
|
1.618 |
6,190.0 |
|
2.618 |
6,111.0 |
|
4.250 |
5,982.0 |
|
|
| Fisher Pivots for day following 20-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,364.5 |
6,355.0 |
| PP |
6,361.0 |
6,342.0 |
| S1 |
6,357.5 |
6,329.0 |
|