| Trading Metrics calculated at close of trading on 24-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2007 |
24-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
2,098.50 |
2,131.00 |
32.50 |
1.5% |
2,093.75 |
| High |
2,137.25 |
2,155.50 |
18.25 |
0.9% |
2,137.25 |
| Low |
2,098.50 |
2,131.00 |
32.50 |
1.5% |
2,021.00 |
| Close |
2,137.25 |
2,148.00 |
10.75 |
0.5% |
2,137.25 |
| Range |
38.75 |
24.50 |
-14.25 |
-36.8% |
116.25 |
| ATR |
42.09 |
40.84 |
-1.26 |
-3.0% |
0.00 |
| Volume |
413,265 |
265,630 |
-147,635 |
-35.7% |
2,007,402 |
|
| Daily Pivots for day following 24-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,218.25 |
2,207.75 |
2,161.50 |
|
| R3 |
2,193.75 |
2,183.25 |
2,154.75 |
|
| R2 |
2,169.25 |
2,169.25 |
2,152.50 |
|
| R1 |
2,158.75 |
2,158.75 |
2,150.25 |
2,164.00 |
| PP |
2,144.75 |
2,144.75 |
2,144.75 |
2,147.50 |
| S1 |
2,134.25 |
2,134.25 |
2,145.75 |
2,139.50 |
| S2 |
2,120.25 |
2,120.25 |
2,143.50 |
|
| S3 |
2,095.75 |
2,109.75 |
2,141.25 |
|
| S4 |
2,071.25 |
2,085.25 |
2,134.50 |
|
|
| 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 |
2,155.50 |
2,021.00 |
134.50 |
6.3% |
36.00 |
1.7% |
94% |
True |
False |
390,736 |
| 10 |
2,174.00 |
2,021.00 |
153.00 |
7.1% |
42.75 |
2.0% |
83% |
False |
False |
264,430 |
| 20 |
2,174.00 |
2,016.25 |
157.75 |
7.3% |
40.50 |
1.9% |
84% |
False |
False |
132,980 |
| 40 |
2,276.25 |
2,004.75 |
271.50 |
12.6% |
45.00 |
2.1% |
53% |
False |
False |
66,687 |
| 60 |
2,276.25 |
2,004.75 |
271.50 |
12.6% |
42.25 |
2.0% |
53% |
False |
False |
44,472 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,259.50 |
|
2.618 |
2,219.75 |
|
1.618 |
2,195.25 |
|
1.000 |
2,180.00 |
|
0.618 |
2,170.75 |
|
HIGH |
2,155.50 |
|
0.618 |
2,146.25 |
|
0.500 |
2,143.25 |
|
0.382 |
2,140.25 |
|
LOW |
2,131.00 |
|
0.618 |
2,115.75 |
|
1.000 |
2,106.50 |
|
1.618 |
2,091.25 |
|
2.618 |
2,066.75 |
|
4.250 |
2,027.00 |
|
|
| Fisher Pivots for day following 24-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2,146.50 |
2,133.75 |
| PP |
2,144.75 |
2,119.50 |
| S1 |
2,143.25 |
2,105.00 |
|