| Trading Metrics calculated at close of trading on 19-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2007 |
19-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
7,980.0 |
8,045.0 |
65.0 |
0.8% |
8,154.5 |
| High |
8,126.0 |
8,058.5 |
-67.5 |
-0.8% |
8,300.0 |
| Low |
7,967.5 |
7,964.5 |
-3.0 |
0.0% |
8,057.0 |
| Close |
8,045.5 |
8,022.0 |
-23.5 |
-0.3% |
8,140.5 |
| Range |
158.5 |
94.0 |
-64.5 |
-40.7% |
243.0 |
| ATR |
122.2 |
120.2 |
-2.0 |
-1.6% |
0.0 |
| Volume |
6,108 |
7,752 |
1,644 |
26.9% |
17,306 |
|
| Daily Pivots for day following 19-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,297.0 |
8,253.5 |
8,073.7 |
|
| R3 |
8,203.0 |
8,159.5 |
8,047.9 |
|
| R2 |
8,109.0 |
8,109.0 |
8,039.2 |
|
| R1 |
8,065.5 |
8,065.5 |
8,030.6 |
8,040.3 |
| PP |
8,015.0 |
8,015.0 |
8,015.0 |
8,002.4 |
| S1 |
7,971.5 |
7,971.5 |
8,013.4 |
7,946.3 |
| S2 |
7,921.0 |
7,921.0 |
8,004.8 |
|
| S3 |
7,827.0 |
7,877.5 |
7,996.2 |
|
| S4 |
7,733.0 |
7,783.5 |
7,970.3 |
|
|
| Weekly Pivots for week ending 14-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,894.8 |
8,760.7 |
8,274.2 |
|
| R3 |
8,651.8 |
8,517.7 |
8,207.3 |
|
| R2 |
8,408.8 |
8,408.8 |
8,185.1 |
|
| R1 |
8,274.7 |
8,274.7 |
8,162.8 |
8,220.3 |
| PP |
8,165.8 |
8,165.8 |
8,165.8 |
8,138.6 |
| S1 |
8,031.7 |
8,031.7 |
8,118.2 |
7,977.3 |
| S2 |
7,922.8 |
7,922.8 |
8,096.0 |
|
| S3 |
7,679.8 |
7,788.7 |
8,073.7 |
|
| S4 |
7,436.8 |
7,545.7 |
8,006.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,223.5 |
7,950.0 |
273.5 |
3.4% |
116.6 |
1.5% |
26% |
False |
False |
5,306 |
| 10 |
8,300.0 |
7,950.0 |
350.0 |
4.4% |
121.6 |
1.5% |
21% |
False |
False |
3,722 |
| 20 |
8,300.0 |
7,645.5 |
654.5 |
8.2% |
109.8 |
1.4% |
58% |
False |
False |
2,096 |
| 40 |
8,300.0 |
7,645.5 |
654.5 |
8.2% |
91.2 |
1.1% |
58% |
False |
False |
1,261 |
| 60 |
8,300.0 |
7,645.5 |
654.5 |
8.2% |
76.3 |
1.0% |
58% |
False |
False |
1,027 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,458.0 |
|
2.618 |
8,304.6 |
|
1.618 |
8,210.6 |
|
1.000 |
8,152.5 |
|
0.618 |
8,116.6 |
|
HIGH |
8,058.5 |
|
0.618 |
8,022.6 |
|
0.500 |
8,011.5 |
|
0.382 |
8,000.4 |
|
LOW |
7,964.5 |
|
0.618 |
7,906.4 |
|
1.000 |
7,870.5 |
|
1.618 |
7,812.4 |
|
2.618 |
7,718.4 |
|
4.250 |
7,565.0 |
|
|
| Fisher Pivots for day following 19-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
8,018.5 |
8,038.0 |
| PP |
8,015.0 |
8,032.7 |
| S1 |
8,011.5 |
8,027.3 |
|