| Trading Metrics calculated at close of trading on 17-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2007 |
17-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
2,113.50 |
2,093.75 |
-19.75 |
-0.9% |
2,150.25 |
| High |
2,121.25 |
2,096.25 |
-25.00 |
-1.2% |
2,174.00 |
| Low |
2,092.25 |
2,042.50 |
-49.75 |
-2.4% |
2,092.25 |
| Close |
2,093.75 |
2,049.50 |
-44.25 |
-2.1% |
2,093.75 |
| Range |
29.00 |
53.75 |
24.75 |
85.3% |
81.75 |
| ATR |
42.37 |
43.18 |
0.81 |
1.9% |
0.00 |
| Volume |
322,982 |
319,349 |
-3,633 |
-1.1% |
377,108 |
|
| Daily Pivots for day following 17-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,224.00 |
2,190.50 |
2,079.00 |
|
| R3 |
2,170.25 |
2,136.75 |
2,064.25 |
|
| R2 |
2,116.50 |
2,116.50 |
2,059.25 |
|
| R1 |
2,083.00 |
2,083.00 |
2,054.50 |
2,073.00 |
| PP |
2,062.75 |
2,062.75 |
2,062.75 |
2,057.75 |
| S1 |
2,029.25 |
2,029.25 |
2,044.50 |
2,019.00 |
| S2 |
2,009.00 |
2,009.00 |
2,039.75 |
|
| S3 |
1,955.25 |
1,975.50 |
2,034.75 |
|
| S4 |
1,901.50 |
1,921.75 |
2,020.00 |
|
|
| Weekly Pivots for week ending 14-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,365.25 |
2,311.25 |
2,138.75 |
|
| R3 |
2,283.50 |
2,229.50 |
2,116.25 |
|
| R2 |
2,201.75 |
2,201.75 |
2,108.75 |
|
| R1 |
2,147.75 |
2,147.75 |
2,101.25 |
2,134.00 |
| PP |
2,120.00 |
2,120.00 |
2,120.00 |
2,113.00 |
| S1 |
2,066.00 |
2,066.00 |
2,086.25 |
2,052.00 |
| S2 |
2,038.25 |
2,038.25 |
2,078.75 |
|
| S3 |
1,956.50 |
1,984.25 |
2,071.25 |
|
| S4 |
1,874.75 |
1,902.50 |
2,048.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,174.00 |
2,042.50 |
131.50 |
6.4% |
49.25 |
2.4% |
5% |
False |
True |
138,124 |
| 10 |
2,174.00 |
2,042.50 |
131.50 |
6.4% |
39.25 |
1.9% |
5% |
False |
True |
70,263 |
| 20 |
2,174.00 |
2,013.00 |
161.00 |
7.9% |
41.50 |
2.0% |
23% |
False |
False |
35,474 |
| 40 |
2,276.25 |
2,004.75 |
271.50 |
13.2% |
45.75 |
2.2% |
16% |
False |
False |
17,855 |
| 60 |
2,276.25 |
2,004.75 |
271.50 |
13.2% |
41.00 |
2.0% |
16% |
False |
False |
11,913 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,324.75 |
|
2.618 |
2,237.00 |
|
1.618 |
2,183.25 |
|
1.000 |
2,150.00 |
|
0.618 |
2,129.50 |
|
HIGH |
2,096.25 |
|
0.618 |
2,075.75 |
|
0.500 |
2,069.50 |
|
0.382 |
2,063.00 |
|
LOW |
2,042.50 |
|
0.618 |
2,009.25 |
|
1.000 |
1,988.75 |
|
1.618 |
1,955.50 |
|
2.618 |
1,901.75 |
|
4.250 |
1,814.00 |
|
|
| Fisher Pivots for day following 17-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2,069.50 |
2,085.75 |
| PP |
2,062.75 |
2,073.75 |
| S1 |
2,056.00 |
2,061.50 |
|