| Trading Metrics calculated at close of trading on 21-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2007 |
21-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
8,012.5 |
8,110.0 |
97.5 |
1.2% |
8,048.5 |
| High |
8,095.5 |
8,200.0 |
104.5 |
1.3% |
8,200.0 |
| Low |
8,012.5 |
8,103.0 |
90.5 |
1.1% |
7,950.0 |
| Close |
8,040.5 |
8,176.0 |
135.5 |
1.7% |
8,176.0 |
| Range |
83.0 |
97.0 |
14.0 |
16.9% |
250.0 |
| ATR |
117.5 |
120.5 |
3.0 |
2.6% |
0.0 |
| Volume |
8,079 |
5,274 |
-2,805 |
-34.7% |
32,195 |
|
| Daily Pivots for day following 21-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,450.7 |
8,410.3 |
8,229.4 |
|
| R3 |
8,353.7 |
8,313.3 |
8,202.7 |
|
| R2 |
8,256.7 |
8,256.7 |
8,193.8 |
|
| R1 |
8,216.3 |
8,216.3 |
8,184.9 |
8,236.5 |
| PP |
8,159.7 |
8,159.7 |
8,159.7 |
8,169.8 |
| S1 |
8,119.3 |
8,119.3 |
8,167.1 |
8,139.5 |
| S2 |
8,062.7 |
8,062.7 |
8,158.2 |
|
| S3 |
7,965.7 |
8,022.3 |
8,149.3 |
|
| S4 |
7,868.7 |
7,925.3 |
8,122.7 |
|
|
| Weekly Pivots for week ending 21-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,858.7 |
8,767.3 |
8,313.5 |
|
| R3 |
8,608.7 |
8,517.3 |
8,244.8 |
|
| R2 |
8,358.7 |
8,358.7 |
8,221.8 |
|
| R1 |
8,267.3 |
8,267.3 |
8,198.9 |
8,313.0 |
| PP |
8,108.7 |
8,108.7 |
8,108.7 |
8,131.5 |
| S1 |
8,017.3 |
8,017.3 |
8,153.1 |
8,063.0 |
| S2 |
7,858.7 |
7,858.7 |
8,130.2 |
|
| S3 |
7,608.7 |
7,767.3 |
8,107.3 |
|
| S4 |
7,358.7 |
7,517.3 |
8,038.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,200.0 |
7,950.0 |
250.0 |
3.1% |
108.0 |
1.3% |
90% |
True |
False |
6,439 |
| 10 |
8,300.0 |
7,950.0 |
350.0 |
4.3% |
125.2 |
1.5% |
65% |
False |
False |
4,950 |
| 20 |
8,300.0 |
7,645.5 |
654.5 |
8.0% |
111.9 |
1.4% |
81% |
False |
False |
2,735 |
| 40 |
8,300.0 |
7,645.5 |
654.5 |
8.0% |
92.5 |
1.1% |
81% |
False |
False |
1,582 |
| 60 |
8,300.0 |
7,645.5 |
654.5 |
8.0% |
78.4 |
1.0% |
81% |
False |
False |
1,243 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,612.3 |
|
2.618 |
8,453.9 |
|
1.618 |
8,356.9 |
|
1.000 |
8,297.0 |
|
0.618 |
8,259.9 |
|
HIGH |
8,200.0 |
|
0.618 |
8,162.9 |
|
0.500 |
8,151.5 |
|
0.382 |
8,140.1 |
|
LOW |
8,103.0 |
|
0.618 |
8,043.1 |
|
1.000 |
8,006.0 |
|
1.618 |
7,946.1 |
|
2.618 |
7,849.1 |
|
4.250 |
7,690.8 |
|
|
| Fisher Pivots for day following 21-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
8,167.8 |
8,144.8 |
| PP |
8,159.7 |
8,113.5 |
| S1 |
8,151.5 |
8,082.3 |
|