| Trading Metrics calculated at close of trading on 21-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2007 |
21-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
2,057.25 |
2,098.50 |
41.25 |
2.0% |
2,093.75 |
| High |
2,099.50 |
2,137.25 |
37.75 |
1.8% |
2,137.25 |
| Low |
2,054.75 |
2,098.50 |
43.75 |
2.1% |
2,021.00 |
| Close |
2,098.50 |
2,137.25 |
38.75 |
1.8% |
2,137.25 |
| Range |
44.75 |
38.75 |
-6.00 |
-13.4% |
116.25 |
| ATR |
42.35 |
42.09 |
-0.26 |
-0.6% |
0.00 |
| Volume |
363,950 |
413,265 |
49,315 |
13.5% |
2,007,402 |
|
| Daily Pivots for day following 21-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,240.50 |
2,227.75 |
2,158.50 |
|
| R3 |
2,201.75 |
2,189.00 |
2,148.00 |
|
| R2 |
2,163.00 |
2,163.00 |
2,144.25 |
|
| R1 |
2,150.25 |
2,150.25 |
2,140.75 |
2,156.50 |
| PP |
2,124.25 |
2,124.25 |
2,124.25 |
2,127.50 |
| S1 |
2,111.50 |
2,111.50 |
2,133.75 |
2,118.00 |
| S2 |
2,085.50 |
2,085.50 |
2,130.25 |
|
| S3 |
2,046.75 |
2,072.75 |
2,126.50 |
|
| S4 |
2,008.00 |
2,034.00 |
2,116.00 |
|
|
| Weekly Pivots for week ending 21-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,447.25 |
2,408.50 |
2,201.25 |
|
| R3 |
2,331.00 |
2,292.25 |
2,169.25 |
|
| R2 |
2,214.75 |
2,214.75 |
2,158.50 |
|
| R1 |
2,176.00 |
2,176.00 |
2,148.00 |
2,195.50 |
| PP |
2,098.50 |
2,098.50 |
2,098.50 |
2,108.25 |
| S1 |
2,059.75 |
2,059.75 |
2,126.50 |
2,079.00 |
| S2 |
1,982.25 |
1,982.25 |
2,116.00 |
|
| S3 |
1,866.00 |
1,943.50 |
2,105.25 |
|
| S4 |
1,749.75 |
1,827.25 |
2,073.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,137.25 |
2,021.00 |
116.25 |
5.4% |
42.00 |
2.0% |
100% |
True |
False |
401,480 |
| 10 |
2,174.00 |
2,021.00 |
153.00 |
7.2% |
42.25 |
2.0% |
76% |
False |
False |
238,451 |
| 20 |
2,174.00 |
2,013.00 |
161.00 |
7.5% |
42.25 |
2.0% |
77% |
False |
False |
119,706 |
| 40 |
2,276.25 |
2,004.75 |
271.50 |
12.7% |
45.00 |
2.1% |
49% |
False |
False |
60,048 |
| 60 |
2,276.25 |
2,004.75 |
271.50 |
12.7% |
42.50 |
2.0% |
49% |
False |
False |
40,045 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,302.00 |
|
2.618 |
2,238.75 |
|
1.618 |
2,200.00 |
|
1.000 |
2,176.00 |
|
0.618 |
2,161.25 |
|
HIGH |
2,137.25 |
|
0.618 |
2,122.50 |
|
0.500 |
2,118.00 |
|
0.382 |
2,113.25 |
|
LOW |
2,098.50 |
|
0.618 |
2,074.50 |
|
1.000 |
2,059.75 |
|
1.618 |
2,035.75 |
|
2.618 |
1,997.00 |
|
4.250 |
1,933.75 |
|
|
| Fisher Pivots for day following 21-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2,130.75 |
2,120.75 |
| PP |
2,124.25 |
2,104.25 |
| S1 |
2,118.00 |
2,087.50 |
|