| Trading Metrics calculated at close of trading on 19-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2007 |
19-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
2,050.25 |
2,049.75 |
-0.50 |
0.0% |
2,150.25 |
| High |
2,070.00 |
2,061.50 |
-8.50 |
-0.4% |
2,174.00 |
| Low |
2,021.00 |
2,038.00 |
17.00 |
0.8% |
2,092.25 |
| Close |
2,050.25 |
2,057.25 |
7.00 |
0.3% |
2,093.75 |
| Range |
49.00 |
23.50 |
-25.50 |
-52.0% |
81.75 |
| ATR |
43.60 |
42.16 |
-1.44 |
-3.3% |
0.00 |
| Volume |
423,634 |
487,204 |
63,570 |
15.0% |
377,108 |
|
| Daily Pivots for day following 19-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,122.75 |
2,113.50 |
2,070.25 |
|
| R3 |
2,099.25 |
2,090.00 |
2,063.75 |
|
| R2 |
2,075.75 |
2,075.75 |
2,061.50 |
|
| R1 |
2,066.50 |
2,066.50 |
2,059.50 |
2,071.00 |
| PP |
2,052.25 |
2,052.25 |
2,052.25 |
2,054.50 |
| S1 |
2,043.00 |
2,043.00 |
2,055.00 |
2,047.50 |
| S2 |
2,028.75 |
2,028.75 |
2,053.00 |
|
| S3 |
2,005.25 |
2,019.50 |
2,050.75 |
|
| S4 |
1,981.75 |
1,996.00 |
2,044.25 |
|
|
| 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 |
2,129.00 |
2,021.00 |
108.00 |
5.2% |
37.75 |
1.8% |
34% |
False |
False |
316,773 |
| 10 |
2,174.00 |
2,021.00 |
153.00 |
7.4% |
39.25 |
1.9% |
24% |
False |
False |
161,177 |
| 20 |
2,174.00 |
2,013.00 |
161.00 |
7.8% |
38.75 |
1.9% |
27% |
False |
False |
80,945 |
| 40 |
2,276.25 |
2,004.75 |
271.50 |
13.2% |
45.25 |
2.2% |
19% |
False |
False |
40,623 |
| 60 |
2,276.25 |
2,004.75 |
271.50 |
13.2% |
41.50 |
2.0% |
19% |
False |
False |
27,093 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,161.50 |
|
2.618 |
2,123.00 |
|
1.618 |
2,099.50 |
|
1.000 |
2,085.00 |
|
0.618 |
2,076.00 |
|
HIGH |
2,061.50 |
|
0.618 |
2,052.50 |
|
0.500 |
2,049.75 |
|
0.382 |
2,047.00 |
|
LOW |
2,038.00 |
|
0.618 |
2,023.50 |
|
1.000 |
2,014.50 |
|
1.618 |
2,000.00 |
|
2.618 |
1,976.50 |
|
4.250 |
1,938.00 |
|
|
| Fisher Pivots for day following 19-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2,054.75 |
2,058.50 |
| PP |
2,052.25 |
2,058.25 |
| S1 |
2,049.75 |
2,057.75 |
|