| Trading Metrics calculated at close of trading on 31-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2007 |
31-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
2,131.00 |
2,125.00 |
-6.00 |
-0.3% |
2,131.00 |
| High |
2,146.25 |
2,127.50 |
-18.75 |
-0.9% |
2,165.00 |
| Low |
2,112.50 |
2,101.00 |
-11.50 |
-0.5% |
2,112.50 |
| Close |
2,125.00 |
2,104.75 |
-20.25 |
-1.0% |
2,125.00 |
| Range |
33.75 |
26.50 |
-7.25 |
-21.5% |
52.50 |
| ATR |
39.38 |
38.46 |
-0.92 |
-2.3% |
0.00 |
| Volume |
197,716 |
161,664 |
-36,052 |
-18.2% |
650,733 |
|
| Daily Pivots for day following 31-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,190.50 |
2,174.25 |
2,119.25 |
|
| R3 |
2,164.00 |
2,147.75 |
2,112.00 |
|
| R2 |
2,137.50 |
2,137.50 |
2,109.50 |
|
| R1 |
2,121.25 |
2,121.25 |
2,107.25 |
2,116.00 |
| PP |
2,111.00 |
2,111.00 |
2,111.00 |
2,108.50 |
| S1 |
2,094.75 |
2,094.75 |
2,102.25 |
2,089.50 |
| S2 |
2,084.50 |
2,084.50 |
2,100.00 |
|
| S3 |
2,058.00 |
2,068.25 |
2,097.50 |
|
| S4 |
2,031.50 |
2,041.75 |
2,090.25 |
|
|
| 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 |
2,101.00 |
64.00 |
3.0% |
30.25 |
1.4% |
6% |
False |
True |
162,479 |
| 10 |
2,165.00 |
2,021.00 |
144.00 |
6.8% |
36.00 |
1.7% |
58% |
False |
False |
281,979 |
| 20 |
2,174.00 |
2,021.00 |
153.00 |
7.3% |
36.75 |
1.7% |
55% |
False |
False |
160,193 |
| 40 |
2,258.25 |
2,004.75 |
253.50 |
12.0% |
44.25 |
2.1% |
39% |
False |
False |
80,348 |
| 60 |
2,276.25 |
2,004.75 |
271.50 |
12.9% |
42.75 |
2.0% |
37% |
False |
False |
53,584 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,240.00 |
|
2.618 |
2,197.00 |
|
1.618 |
2,170.50 |
|
1.000 |
2,154.00 |
|
0.618 |
2,144.00 |
|
HIGH |
2,127.50 |
|
0.618 |
2,117.50 |
|
0.500 |
2,114.25 |
|
0.382 |
2,111.00 |
|
LOW |
2,101.00 |
|
0.618 |
2,084.50 |
|
1.000 |
2,074.50 |
|
1.618 |
2,058.00 |
|
2.618 |
2,031.50 |
|
4.250 |
1,988.50 |
|
|
| Fisher Pivots for day following 31-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2,114.25 |
2,133.00 |
| PP |
2,111.00 |
2,123.50 |
| S1 |
2,108.00 |
2,114.25 |
|