| Trading Metrics calculated at close of trading on 18-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2007 |
18-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
2,093.75 |
2,050.25 |
-43.50 |
-2.1% |
2,150.25 |
| High |
2,096.25 |
2,070.00 |
-26.25 |
-1.3% |
2,174.00 |
| Low |
2,042.50 |
2,021.00 |
-21.50 |
-1.1% |
2,092.25 |
| Close |
2,049.50 |
2,050.25 |
0.75 |
0.0% |
2,093.75 |
| Range |
53.75 |
49.00 |
-4.75 |
-8.8% |
81.75 |
| ATR |
43.18 |
43.60 |
0.42 |
1.0% |
0.00 |
| Volume |
319,349 |
423,634 |
104,285 |
32.7% |
377,108 |
|
| Daily Pivots for day following 18-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,194.00 |
2,171.25 |
2,077.25 |
|
| R3 |
2,145.00 |
2,122.25 |
2,063.75 |
|
| R2 |
2,096.00 |
2,096.00 |
2,059.25 |
|
| R1 |
2,073.25 |
2,073.25 |
2,054.75 |
2,074.75 |
| PP |
2,047.00 |
2,047.00 |
2,047.00 |
2,048.00 |
| S1 |
2,024.25 |
2,024.25 |
2,045.75 |
2,025.75 |
| S2 |
1,998.00 |
1,998.00 |
2,041.25 |
|
| S3 |
1,949.00 |
1,975.25 |
2,036.75 |
|
| S4 |
1,900.00 |
1,926.25 |
2,023.25 |
|
|
| 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 |
2,154.50 |
2,021.00 |
133.50 |
6.5% |
45.50 |
2.2% |
22% |
False |
True |
221,618 |
| 10 |
2,174.00 |
2,021.00 |
153.00 |
7.5% |
41.50 |
2.0% |
19% |
False |
True |
112,565 |
| 20 |
2,174.00 |
2,013.00 |
161.00 |
7.9% |
40.25 |
2.0% |
23% |
False |
False |
56,629 |
| 40 |
2,276.25 |
2,004.75 |
271.50 |
13.2% |
46.00 |
2.2% |
17% |
False |
False |
28,444 |
| 60 |
2,276.25 |
2,004.75 |
271.50 |
13.2% |
41.25 |
2.0% |
17% |
False |
False |
18,973 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,278.25 |
|
2.618 |
2,198.25 |
|
1.618 |
2,149.25 |
|
1.000 |
2,119.00 |
|
0.618 |
2,100.25 |
|
HIGH |
2,070.00 |
|
0.618 |
2,051.25 |
|
0.500 |
2,045.50 |
|
0.382 |
2,039.75 |
|
LOW |
2,021.00 |
|
0.618 |
1,990.75 |
|
1.000 |
1,972.00 |
|
1.618 |
1,941.75 |
|
2.618 |
1,892.75 |
|
4.250 |
1,812.75 |
|
|
| Fisher Pivots for day following 18-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2,048.75 |
2,071.00 |
| PP |
2,047.00 |
2,064.25 |
| S1 |
2,045.50 |
2,057.25 |
|