| Trading Metrics calculated at close of trading on 11-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2007 |
11-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
2,130.75 |
2,138.50 |
7.75 |
0.4% |
2,092.75 |
| High |
2,144.75 |
2,151.25 |
6.50 |
0.3% |
2,139.25 |
| Low |
2,125.75 |
2,084.25 |
-41.50 |
-2.0% |
2,052.00 |
| Close |
2,138.50 |
2,090.00 |
-48.50 |
-2.3% |
2,132.00 |
| Range |
19.00 |
67.00 |
48.00 |
252.6% |
87.25 |
| ATR |
44.25 |
45.88 |
1.62 |
3.7% |
0.00 |
| Volume |
268,677 |
220,926 |
-47,751 |
-17.8% |
1,847,760 |
|
| Daily Pivots for day following 11-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,309.50 |
2,266.75 |
2,126.75 |
|
| R3 |
2,242.50 |
2,199.75 |
2,108.50 |
|
| R2 |
2,175.50 |
2,175.50 |
2,102.25 |
|
| R1 |
2,132.75 |
2,132.75 |
2,096.25 |
2,120.50 |
| PP |
2,108.50 |
2,108.50 |
2,108.50 |
2,102.50 |
| S1 |
2,065.75 |
2,065.75 |
2,083.75 |
2,053.50 |
| S2 |
2,041.50 |
2,041.50 |
2,077.75 |
|
| S3 |
1,974.50 |
1,998.75 |
2,071.50 |
|
| S4 |
1,907.50 |
1,931.75 |
2,053.25 |
|
|
| Weekly Pivots for week ending 07-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,369.50 |
2,338.00 |
2,180.00 |
|
| R3 |
2,282.25 |
2,250.75 |
2,156.00 |
|
| R2 |
2,195.00 |
2,195.00 |
2,148.00 |
|
| R1 |
2,163.50 |
2,163.50 |
2,140.00 |
2,179.25 |
| PP |
2,107.75 |
2,107.75 |
2,107.75 |
2,115.50 |
| S1 |
2,076.25 |
2,076.25 |
2,124.00 |
2,092.00 |
| S2 |
2,020.50 |
2,020.50 |
2,116.00 |
|
| S3 |
1,933.25 |
1,989.00 |
2,108.00 |
|
| S4 |
1,846.00 |
1,901.75 |
2,084.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,151.25 |
2,061.75 |
89.50 |
4.3% |
37.50 |
1.8% |
32% |
True |
False |
303,350 |
| 10 |
2,151.25 |
2,024.00 |
127.25 |
6.1% |
41.75 |
2.0% |
52% |
True |
False |
384,931 |
| 20 |
2,151.25 |
1,982.25 |
169.00 |
8.1% |
49.25 |
2.4% |
64% |
True |
False |
451,564 |
| 40 |
2,256.25 |
1,982.25 |
274.00 |
13.1% |
48.75 |
2.3% |
39% |
False |
False |
469,526 |
| 60 |
2,256.25 |
1,982.25 |
274.00 |
13.1% |
42.25 |
2.0% |
39% |
False |
False |
416,746 |
| 80 |
2,256.25 |
1,909.75 |
346.50 |
16.6% |
39.75 |
1.9% |
52% |
False |
False |
319,694 |
| 100 |
2,256.25 |
1,835.25 |
421.00 |
20.1% |
41.00 |
2.0% |
61% |
False |
False |
255,780 |
| 120 |
2,256.25 |
1,835.25 |
421.00 |
20.1% |
37.50 |
1.8% |
61% |
False |
False |
213,160 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,436.00 |
|
2.618 |
2,326.75 |
|
1.618 |
2,259.75 |
|
1.000 |
2,218.25 |
|
0.618 |
2,192.75 |
|
HIGH |
2,151.25 |
|
0.618 |
2,125.75 |
|
0.500 |
2,117.75 |
|
0.382 |
2,109.75 |
|
LOW |
2,084.25 |
|
0.618 |
2,042.75 |
|
1.000 |
2,017.25 |
|
1.618 |
1,975.75 |
|
2.618 |
1,908.75 |
|
4.250 |
1,799.50 |
|
|
| Fisher Pivots for day following 11-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2,117.75 |
2,117.75 |
| PP |
2,108.50 |
2,108.50 |
| S1 |
2,099.25 |
2,099.25 |
|