| Trading Metrics calculated at close of trading on 24-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2007 |
24-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
6,425.0 |
6,482.0 |
57.0 |
0.9% |
6,352.5 |
| High |
6,481.0 |
6,512.5 |
31.5 |
0.5% |
6,481.0 |
| Low |
6,425.0 |
6,468.5 |
43.5 |
0.7% |
6,261.0 |
| Close |
6,464.0 |
6,500.0 |
36.0 |
0.6% |
6,464.0 |
| Range |
56.0 |
44.0 |
-12.0 |
-21.4% |
220.0 |
| ATR |
113.2 |
108.5 |
-4.6 |
-4.1% |
0.0 |
| Volume |
79,367 |
95,034 |
15,667 |
19.7% |
615,121 |
|
| Daily Pivots for day following 24-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,625.5 |
6,607.0 |
6,524.0 |
|
| R3 |
6,581.5 |
6,563.0 |
6,512.0 |
|
| R2 |
6,537.5 |
6,537.5 |
6,508.0 |
|
| R1 |
6,519.0 |
6,519.0 |
6,504.0 |
6,528.0 |
| PP |
6,493.5 |
6,493.5 |
6,493.5 |
6,498.5 |
| S1 |
6,475.0 |
6,475.0 |
6,496.0 |
6,484.0 |
| S2 |
6,449.5 |
6,449.5 |
6,492.0 |
|
| S3 |
6,405.5 |
6,431.0 |
6,488.0 |
|
| S4 |
6,361.5 |
6,387.0 |
6,476.0 |
|
|
| 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 |
6,512.5 |
6,261.0 |
251.5 |
3.9% |
73.5 |
1.1% |
95% |
True |
False |
133,453 |
| 10 |
6,640.0 |
6,261.0 |
379.0 |
5.8% |
92.0 |
1.4% |
63% |
False |
False |
78,673 |
| 20 |
6,640.0 |
6,107.5 |
532.5 |
8.2% |
98.5 |
1.5% |
74% |
False |
False |
40,745 |
| 40 |
6,776.0 |
6,069.0 |
707.0 |
10.9% |
99.5 |
1.5% |
61% |
False |
False |
20,550 |
| 60 |
6,821.5 |
6,069.0 |
752.5 |
11.6% |
86.5 |
1.3% |
57% |
False |
False |
13,737 |
| 80 |
6,821.5 |
6,069.0 |
752.5 |
11.6% |
72.0 |
1.1% |
57% |
False |
False |
10,329 |
| 100 |
6,821.5 |
5,903.0 |
918.5 |
14.1% |
64.0 |
1.0% |
65% |
False |
False |
8,267 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,699.5 |
|
2.618 |
6,627.5 |
|
1.618 |
6,583.5 |
|
1.000 |
6,556.5 |
|
0.618 |
6,539.5 |
|
HIGH |
6,512.5 |
|
0.618 |
6,495.5 |
|
0.500 |
6,490.5 |
|
0.382 |
6,485.5 |
|
LOW |
6,468.5 |
|
0.618 |
6,441.5 |
|
1.000 |
6,424.5 |
|
1.618 |
6,397.5 |
|
2.618 |
6,353.5 |
|
4.250 |
6,281.5 |
|
|
| Fisher Pivots for day following 24-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,497.0 |
6,472.0 |
| PP |
6,493.5 |
6,443.5 |
| S1 |
6,490.5 |
6,415.0 |
|