| Trading Metrics calculated at close of trading on 21-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2007 |
21-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
6,332.0 |
6,425.0 |
93.0 |
1.5% |
6,352.5 |
| High |
6,397.0 |
6,481.0 |
84.0 |
1.3% |
6,481.0 |
| Low |
6,318.0 |
6,425.0 |
107.0 |
1.7% |
6,261.0 |
| Close |
6,368.0 |
6,464.0 |
96.0 |
1.5% |
6,464.0 |
| Range |
79.0 |
56.0 |
-23.0 |
-29.1% |
220.0 |
| ATR |
113.2 |
113.2 |
0.0 |
0.0% |
0.0 |
| Volume |
175,019 |
79,367 |
-95,652 |
-54.7% |
615,121 |
|
| Daily Pivots for day following 21-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,624.5 |
6,600.5 |
6,495.0 |
|
| R3 |
6,568.5 |
6,544.5 |
6,479.5 |
|
| R2 |
6,512.5 |
6,512.5 |
6,474.5 |
|
| R1 |
6,488.5 |
6,488.5 |
6,469.0 |
6,500.5 |
| PP |
6,456.5 |
6,456.5 |
6,456.5 |
6,463.0 |
| S1 |
6,432.5 |
6,432.5 |
6,459.0 |
6,444.5 |
| S2 |
6,400.5 |
6,400.5 |
6,453.5 |
|
| S3 |
6,344.5 |
6,376.5 |
6,448.5 |
|
| S4 |
6,288.5 |
6,320.5 |
6,433.0 |
|
|
| Weekly Pivots for week ending 21-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,062.0 |
6,983.0 |
6,585.0 |
|
| R3 |
6,842.0 |
6,763.0 |
6,524.5 |
|
| R2 |
6,622.0 |
6,622.0 |
6,504.5 |
|
| R1 |
6,543.0 |
6,543.0 |
6,484.0 |
6,582.5 |
| PP |
6,402.0 |
6,402.0 |
6,402.0 |
6,422.0 |
| S1 |
6,323.0 |
6,323.0 |
6,444.0 |
6,362.5 |
| S2 |
6,182.0 |
6,182.0 |
6,423.5 |
|
| S3 |
5,962.0 |
6,103.0 |
6,403.5 |
|
| S4 |
5,742.0 |
5,883.0 |
6,343.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,481.0 |
6,261.0 |
220.0 |
3.4% |
79.5 |
1.2% |
92% |
True |
False |
123,024 |
| 10 |
6,640.0 |
6,261.0 |
379.0 |
5.9% |
94.0 |
1.5% |
54% |
False |
False |
70,069 |
| 20 |
6,640.0 |
6,107.5 |
532.5 |
8.2% |
102.5 |
1.6% |
67% |
False |
False |
36,059 |
| 40 |
6,776.0 |
6,069.0 |
707.0 |
10.9% |
99.0 |
1.5% |
56% |
False |
False |
18,175 |
| 60 |
6,821.5 |
6,069.0 |
752.5 |
11.6% |
87.5 |
1.4% |
52% |
False |
False |
12,154 |
| 80 |
6,821.5 |
6,069.0 |
752.5 |
11.6% |
71.5 |
1.1% |
52% |
False |
False |
9,141 |
| 100 |
6,821.5 |
5,903.0 |
918.5 |
14.2% |
64.0 |
1.0% |
61% |
False |
False |
7,316 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,719.0 |
|
2.618 |
6,627.5 |
|
1.618 |
6,571.5 |
|
1.000 |
6,537.0 |
|
0.618 |
6,515.5 |
|
HIGH |
6,481.0 |
|
0.618 |
6,459.5 |
|
0.500 |
6,453.0 |
|
0.382 |
6,446.5 |
|
LOW |
6,425.0 |
|
0.618 |
6,390.5 |
|
1.000 |
6,369.0 |
|
1.618 |
6,334.5 |
|
2.618 |
6,278.5 |
|
4.250 |
6,187.0 |
|
|
| Fisher Pivots for day following 21-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,460.5 |
6,435.0 |
| PP |
6,456.5 |
6,406.0 |
| S1 |
6,453.0 |
6,377.0 |
|