| Trading Metrics calculated at close of trading on 28-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2007 |
28-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
6,500.0 |
6,475.5 |
-24.5 |
-0.4% |
6,482.0 |
| High |
6,532.5 |
6,517.5 |
-15.0 |
-0.2% |
6,532.5 |
| Low |
6,494.0 |
6,451.5 |
-42.5 |
-0.7% |
6,451.5 |
| Close |
6,529.0 |
6,505.5 |
-23.5 |
-0.4% |
6,505.5 |
| Range |
38.5 |
66.0 |
27.5 |
71.4% |
81.0 |
| ATR |
103.5 |
101.7 |
-1.9 |
-1.8% |
0.0 |
| Volume |
8,688 |
38,411 |
29,723 |
342.1% |
142,133 |
|
| Daily Pivots for day following 28-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,689.5 |
6,663.5 |
6,542.0 |
|
| R3 |
6,623.5 |
6,597.5 |
6,523.5 |
|
| R2 |
6,557.5 |
6,557.5 |
6,517.5 |
|
| R1 |
6,531.5 |
6,531.5 |
6,511.5 |
6,544.5 |
| PP |
6,491.5 |
6,491.5 |
6,491.5 |
6,498.0 |
| S1 |
6,465.5 |
6,465.5 |
6,499.5 |
6,478.5 |
| S2 |
6,425.5 |
6,425.5 |
6,493.5 |
|
| S3 |
6,359.5 |
6,399.5 |
6,487.5 |
|
| S4 |
6,293.5 |
6,333.5 |
6,469.0 |
|
|
| Weekly Pivots for week ending 28-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,739.5 |
6,703.5 |
6,550.0 |
|
| R3 |
6,658.5 |
6,622.5 |
6,528.0 |
|
| R2 |
6,577.5 |
6,577.5 |
6,520.5 |
|
| R1 |
6,541.5 |
6,541.5 |
6,513.0 |
6,559.5 |
| PP |
6,496.5 |
6,496.5 |
6,496.5 |
6,505.5 |
| S1 |
6,460.5 |
6,460.5 |
6,498.0 |
6,478.5 |
| S2 |
6,415.5 |
6,415.5 |
6,490.5 |
|
| S3 |
6,334.5 |
6,379.5 |
6,483.0 |
|
| S4 |
6,253.5 |
6,298.5 |
6,461.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,532.5 |
6,318.0 |
214.5 |
3.3% |
56.5 |
0.9% |
87% |
False |
False |
79,303 |
| 10 |
6,538.0 |
6,261.0 |
277.0 |
4.3% |
78.0 |
1.2% |
88% |
False |
False |
80,278 |
| 20 |
6,640.0 |
6,261.0 |
379.0 |
5.8% |
90.0 |
1.4% |
65% |
False |
False |
43,033 |
| 40 |
6,775.5 |
6,069.0 |
706.5 |
10.9% |
100.0 |
1.5% |
62% |
False |
False |
21,726 |
| 60 |
6,821.5 |
6,069.0 |
752.5 |
11.6% |
87.0 |
1.3% |
58% |
False |
False |
14,520 |
| 80 |
6,821.5 |
6,069.0 |
752.5 |
11.6% |
73.0 |
1.1% |
58% |
False |
False |
10,905 |
| 100 |
6,821.5 |
5,903.0 |
918.5 |
14.1% |
65.5 |
1.0% |
66% |
False |
False |
8,738 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,798.0 |
|
2.618 |
6,690.5 |
|
1.618 |
6,624.5 |
|
1.000 |
6,583.5 |
|
0.618 |
6,558.5 |
|
HIGH |
6,517.5 |
|
0.618 |
6,492.5 |
|
0.500 |
6,484.5 |
|
0.382 |
6,476.5 |
|
LOW |
6,451.5 |
|
0.618 |
6,410.5 |
|
1.000 |
6,385.5 |
|
1.618 |
6,344.5 |
|
2.618 |
6,278.5 |
|
4.250 |
6,171.0 |
|
|
| Fisher Pivots for day following 28-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,498.5 |
6,501.0 |
| PP |
6,491.5 |
6,496.5 |
| S1 |
6,484.5 |
6,492.0 |
|