| Trading Metrics calculated at close of trading on 31-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2007 |
31-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
6,475.5 |
6,485.0 |
9.5 |
0.1% |
6,482.0 |
| High |
6,517.5 |
6,487.5 |
-30.0 |
-0.5% |
6,532.5 |
| Low |
6,451.5 |
6,447.5 |
-4.0 |
-0.1% |
6,451.5 |
| Close |
6,505.5 |
6,455.0 |
-50.5 |
-0.8% |
6,505.5 |
| Range |
66.0 |
40.0 |
-26.0 |
-39.4% |
81.0 |
| ATR |
101.7 |
98.6 |
-3.1 |
-3.1% |
0.0 |
| Volume |
38,411 |
42,151 |
3,740 |
9.7% |
142,133 |
|
| Daily Pivots for day following 31-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,583.5 |
6,559.0 |
6,477.0 |
|
| R3 |
6,543.5 |
6,519.0 |
6,466.0 |
|
| R2 |
6,503.5 |
6,503.5 |
6,462.5 |
|
| R1 |
6,479.0 |
6,479.0 |
6,458.5 |
6,471.0 |
| PP |
6,463.5 |
6,463.5 |
6,463.5 |
6,459.5 |
| S1 |
6,439.0 |
6,439.0 |
6,451.5 |
6,431.0 |
| S2 |
6,423.5 |
6,423.5 |
6,447.5 |
|
| S3 |
6,383.5 |
6,399.0 |
6,444.0 |
|
| S4 |
6,343.5 |
6,359.0 |
6,433.0 |
|
|
| 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 |
6,425.0 |
107.5 |
1.7% |
49.0 |
0.8% |
28% |
False |
False |
52,730 |
| 10 |
6,532.5 |
6,261.0 |
271.5 |
4.2% |
67.5 |
1.0% |
71% |
False |
False |
82,374 |
| 20 |
6,640.0 |
6,261.0 |
379.0 |
5.9% |
88.0 |
1.4% |
51% |
False |
False |
45,112 |
| 40 |
6,640.0 |
6,069.0 |
571.0 |
8.8% |
97.0 |
1.5% |
68% |
False |
False |
22,778 |
| 60 |
6,821.5 |
6,069.0 |
752.5 |
11.7% |
86.5 |
1.3% |
51% |
False |
False |
15,221 |
| 80 |
6,821.5 |
6,069.0 |
752.5 |
11.7% |
73.0 |
1.1% |
51% |
False |
False |
11,431 |
| 100 |
6,821.5 |
5,903.0 |
918.5 |
14.2% |
65.0 |
1.0% |
60% |
False |
False |
9,159 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,657.5 |
|
2.618 |
6,592.0 |
|
1.618 |
6,552.0 |
|
1.000 |
6,527.5 |
|
0.618 |
6,512.0 |
|
HIGH |
6,487.5 |
|
0.618 |
6,472.0 |
|
0.500 |
6,467.5 |
|
0.382 |
6,463.0 |
|
LOW |
6,447.5 |
|
0.618 |
6,423.0 |
|
1.000 |
6,407.5 |
|
1.618 |
6,383.0 |
|
2.618 |
6,343.0 |
|
4.250 |
6,277.5 |
|
|
| Fisher Pivots for day following 31-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,467.5 |
6,490.0 |
| PP |
6,463.5 |
6,478.5 |
| S1 |
6,459.0 |
6,466.5 |
|