| Trading Metrics calculated at close of trading on 27-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2007 |
27-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
2,148.75 |
2,159.75 |
11.00 |
0.5% |
2,093.75 |
| High |
2,164.25 |
2,165.00 |
0.75 |
0.0% |
2,137.25 |
| Low |
2,138.25 |
2,124.75 |
-13.50 |
-0.6% |
2,021.00 |
| Close |
2,159.50 |
2,131.50 |
-28.00 |
-1.3% |
2,137.25 |
| Range |
26.00 |
40.25 |
14.25 |
54.8% |
116.25 |
| ATR |
39.78 |
39.81 |
0.03 |
0.1% |
0.00 |
| Volume |
70,310 |
117,077 |
46,767 |
66.5% |
2,007,402 |
|
| Daily Pivots for day following 27-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,261.25 |
2,236.50 |
2,153.75 |
|
| R3 |
2,221.00 |
2,196.25 |
2,142.50 |
|
| R2 |
2,180.75 |
2,180.75 |
2,139.00 |
|
| R1 |
2,156.00 |
2,156.00 |
2,135.25 |
2,148.25 |
| PP |
2,140.50 |
2,140.50 |
2,140.50 |
2,136.50 |
| S1 |
2,115.75 |
2,115.75 |
2,127.75 |
2,108.00 |
| S2 |
2,100.25 |
2,100.25 |
2,124.00 |
|
| S3 |
2,060.00 |
2,075.50 |
2,120.50 |
|
| S4 |
2,019.75 |
2,035.25 |
2,109.25 |
|
|
| 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 |
2,165.00 |
2,054.75 |
110.25 |
5.2% |
34.75 |
1.6% |
70% |
True |
False |
246,046 |
| 10 |
2,165.00 |
2,021.00 |
144.00 |
6.8% |
36.25 |
1.7% |
77% |
True |
False |
281,410 |
| 20 |
2,174.00 |
2,021.00 |
153.00 |
7.2% |
37.50 |
1.8% |
72% |
False |
False |
142,305 |
| 40 |
2,276.25 |
2,004.75 |
271.50 |
12.7% |
45.00 |
2.1% |
47% |
False |
False |
71,369 |
| 60 |
2,276.25 |
2,004.75 |
271.50 |
12.7% |
42.75 |
2.0% |
47% |
False |
False |
47,595 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,336.00 |
|
2.618 |
2,270.25 |
|
1.618 |
2,230.00 |
|
1.000 |
2,205.25 |
|
0.618 |
2,189.75 |
|
HIGH |
2,165.00 |
|
0.618 |
2,149.50 |
|
0.500 |
2,145.00 |
|
0.382 |
2,140.25 |
|
LOW |
2,124.75 |
|
0.618 |
2,100.00 |
|
1.000 |
2,084.50 |
|
1.618 |
2,059.75 |
|
2.618 |
2,019.50 |
|
4.250 |
1,953.75 |
|
|
| Fisher Pivots for day following 27-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2,145.00 |
2,145.00 |
| PP |
2,140.50 |
2,140.50 |
| S1 |
2,136.00 |
2,136.00 |
|