| Trading Metrics calculated at close of trading on 26-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2007 |
26-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
2,131.00 |
2,148.75 |
17.75 |
0.8% |
2,093.75 |
| High |
2,155.50 |
2,164.25 |
8.75 |
0.4% |
2,137.25 |
| Low |
2,131.00 |
2,138.25 |
7.25 |
0.3% |
2,021.00 |
| Close |
2,148.00 |
2,159.50 |
11.50 |
0.5% |
2,137.25 |
| Range |
24.50 |
26.00 |
1.50 |
6.1% |
116.25 |
| ATR |
40.84 |
39.78 |
-1.06 |
-2.6% |
0.00 |
| Volume |
265,630 |
70,310 |
-195,320 |
-73.5% |
2,007,402 |
|
| Daily Pivots for day following 26-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,232.00 |
2,221.75 |
2,173.75 |
|
| R3 |
2,206.00 |
2,195.75 |
2,166.75 |
|
| R2 |
2,180.00 |
2,180.00 |
2,164.25 |
|
| R1 |
2,169.75 |
2,169.75 |
2,162.00 |
2,175.00 |
| PP |
2,154.00 |
2,154.00 |
2,154.00 |
2,156.50 |
| S1 |
2,143.75 |
2,143.75 |
2,157.00 |
2,149.00 |
| S2 |
2,128.00 |
2,128.00 |
2,154.75 |
|
| S3 |
2,102.00 |
2,117.75 |
2,152.25 |
|
| S4 |
2,076.00 |
2,091.75 |
2,145.25 |
|
|
| 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 |
2,164.25 |
2,038.00 |
126.25 |
5.8% |
31.50 |
1.5% |
96% |
True |
False |
320,071 |
| 10 |
2,164.25 |
2,021.00 |
143.25 |
6.6% |
38.50 |
1.8% |
97% |
True |
False |
270,845 |
| 20 |
2,174.00 |
2,021.00 |
153.00 |
7.1% |
39.50 |
1.8% |
91% |
False |
False |
136,466 |
| 40 |
2,276.25 |
2,004.75 |
271.50 |
12.6% |
45.00 |
2.1% |
57% |
False |
False |
68,444 |
| 60 |
2,276.25 |
2,004.75 |
271.50 |
12.6% |
42.50 |
2.0% |
57% |
False |
False |
45,644 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,274.75 |
|
2.618 |
2,232.25 |
|
1.618 |
2,206.25 |
|
1.000 |
2,190.25 |
|
0.618 |
2,180.25 |
|
HIGH |
2,164.25 |
|
0.618 |
2,154.25 |
|
0.500 |
2,151.25 |
|
0.382 |
2,148.25 |
|
LOW |
2,138.25 |
|
0.618 |
2,122.25 |
|
1.000 |
2,112.25 |
|
1.618 |
2,096.25 |
|
2.618 |
2,070.25 |
|
4.250 |
2,027.75 |
|
|
| Fisher Pivots for day following 26-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2,156.75 |
2,150.00 |
| PP |
2,154.00 |
2,140.75 |
| S1 |
2,151.25 |
2,131.50 |
|