| Trading Metrics calculated at close of trading on 20-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2007 |
20-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
2,049.75 |
2,057.25 |
7.50 |
0.4% |
2,150.25 |
| High |
2,061.50 |
2,099.50 |
38.00 |
1.8% |
2,174.00 |
| Low |
2,038.00 |
2,054.75 |
16.75 |
0.8% |
2,092.25 |
| Close |
2,057.25 |
2,098.50 |
41.25 |
2.0% |
2,093.75 |
| Range |
23.50 |
44.75 |
21.25 |
90.4% |
81.75 |
| ATR |
42.16 |
42.35 |
0.18 |
0.4% |
0.00 |
| Volume |
487,204 |
363,950 |
-123,254 |
-25.3% |
377,108 |
|
| Daily Pivots for day following 20-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,218.50 |
2,203.25 |
2,123.00 |
|
| R3 |
2,173.75 |
2,158.50 |
2,110.75 |
|
| R2 |
2,129.00 |
2,129.00 |
2,106.75 |
|
| R1 |
2,113.75 |
2,113.75 |
2,102.50 |
2,121.50 |
| PP |
2,084.25 |
2,084.25 |
2,084.25 |
2,088.00 |
| S1 |
2,069.00 |
2,069.00 |
2,094.50 |
2,076.50 |
| S2 |
2,039.50 |
2,039.50 |
2,090.25 |
|
| S3 |
1,994.75 |
2,024.25 |
2,086.25 |
|
| S4 |
1,950.00 |
1,979.50 |
2,074.00 |
|
|
| 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 |
2,121.25 |
2,021.00 |
100.25 |
4.8% |
40.00 |
1.9% |
77% |
False |
False |
383,423 |
| 10 |
2,174.00 |
2,021.00 |
153.00 |
7.3% |
40.50 |
1.9% |
51% |
False |
False |
197,421 |
| 20 |
2,174.00 |
2,013.00 |
161.00 |
7.7% |
40.75 |
1.9% |
53% |
False |
False |
99,098 |
| 40 |
2,276.25 |
2,004.75 |
271.50 |
12.9% |
44.75 |
2.1% |
35% |
False |
False |
49,719 |
| 60 |
2,276.25 |
2,004.75 |
271.50 |
12.9% |
42.00 |
2.0% |
35% |
False |
False |
33,158 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,289.75 |
|
2.618 |
2,216.75 |
|
1.618 |
2,172.00 |
|
1.000 |
2,144.25 |
|
0.618 |
2,127.25 |
|
HIGH |
2,099.50 |
|
0.618 |
2,082.50 |
|
0.500 |
2,077.00 |
|
0.382 |
2,071.75 |
|
LOW |
2,054.75 |
|
0.618 |
2,027.00 |
|
1.000 |
2,010.00 |
|
1.618 |
1,982.25 |
|
2.618 |
1,937.50 |
|
4.250 |
1,864.50 |
|
|
| Fisher Pivots for day following 20-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2,091.50 |
2,085.75 |
| PP |
2,084.25 |
2,073.00 |
| S1 |
2,077.00 |
2,060.25 |
|