| Trading Metrics calculated at close of trading on 28-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2007 |
28-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
2,159.75 |
2,131.00 |
-28.75 |
-1.3% |
2,131.00 |
| High |
2,165.00 |
2,146.25 |
-18.75 |
-0.9% |
2,165.00 |
| Low |
2,124.75 |
2,112.50 |
-12.25 |
-0.6% |
2,112.50 |
| Close |
2,131.50 |
2,125.00 |
-6.50 |
-0.3% |
2,125.00 |
| Range |
40.25 |
33.75 |
-6.50 |
-16.1% |
52.50 |
| ATR |
39.81 |
39.38 |
-0.43 |
-1.1% |
0.00 |
| Volume |
117,077 |
197,716 |
80,639 |
68.9% |
650,733 |
|
| Daily Pivots for day following 28-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,229.25 |
2,210.75 |
2,143.50 |
|
| R3 |
2,195.50 |
2,177.00 |
2,134.25 |
|
| R2 |
2,161.75 |
2,161.75 |
2,131.25 |
|
| R1 |
2,143.25 |
2,143.25 |
2,128.00 |
2,135.50 |
| PP |
2,128.00 |
2,128.00 |
2,128.00 |
2,124.00 |
| S1 |
2,109.50 |
2,109.50 |
2,122.00 |
2,102.00 |
| S2 |
2,094.25 |
2,094.25 |
2,118.75 |
|
| S3 |
2,060.50 |
2,075.75 |
2,115.75 |
|
| S4 |
2,026.75 |
2,042.00 |
2,106.50 |
|
|
| Weekly Pivots for week ending 28-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,291.75 |
2,260.75 |
2,154.00 |
|
| R3 |
2,239.25 |
2,208.25 |
2,139.50 |
|
| R2 |
2,186.75 |
2,186.75 |
2,134.50 |
|
| R1 |
2,155.75 |
2,155.75 |
2,129.75 |
2,145.00 |
| PP |
2,134.25 |
2,134.25 |
2,134.25 |
2,128.75 |
| S1 |
2,103.25 |
2,103.25 |
2,120.25 |
2,092.50 |
| S2 |
2,081.75 |
2,081.75 |
2,115.50 |
|
| S3 |
2,029.25 |
2,050.75 |
2,110.50 |
|
| S4 |
1,976.75 |
1,998.25 |
2,096.00 |
|
|
| 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 |
2,098.50 |
66.50 |
3.1% |
32.75 |
1.5% |
40% |
False |
False |
212,799 |
| 10 |
2,165.00 |
2,021.00 |
144.00 |
6.8% |
36.25 |
1.7% |
72% |
False |
False |
298,111 |
| 20 |
2,174.00 |
2,021.00 |
153.00 |
7.2% |
37.75 |
1.8% |
68% |
False |
False |
152,167 |
| 40 |
2,258.25 |
2,004.75 |
253.50 |
11.9% |
44.75 |
2.1% |
47% |
False |
False |
76,311 |
| 60 |
2,276.25 |
2,004.75 |
271.50 |
12.8% |
43.00 |
2.0% |
44% |
False |
False |
50,890 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,289.75 |
|
2.618 |
2,234.50 |
|
1.618 |
2,200.75 |
|
1.000 |
2,180.00 |
|
0.618 |
2,167.00 |
|
HIGH |
2,146.25 |
|
0.618 |
2,133.25 |
|
0.500 |
2,129.50 |
|
0.382 |
2,125.50 |
|
LOW |
2,112.50 |
|
0.618 |
2,091.75 |
|
1.000 |
2,078.75 |
|
1.618 |
2,058.00 |
|
2.618 |
2,024.25 |
|
4.250 |
1,969.00 |
|
|
| Fisher Pivots for day following 28-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2,129.50 |
2,138.75 |
| PP |
2,128.00 |
2,134.25 |
| S1 |
2,126.50 |
2,129.50 |
|