| 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 |
13,168.66 |
13,231.98 |
63.32 |
0.5% |
13,623.55 |
| High |
13,279.46 |
13,300.43 |
20.97 |
0.2% |
13,780.11 |
| Low |
13,092.00 |
13,146.79 |
54.79 |
0.4% |
13,321.64 |
| Close |
13,232.47 |
13,207.27 |
-25.20 |
-0.2% |
13,339.69 |
| Range |
187.46 |
153.64 |
-33.82 |
-18.0% |
458.47 |
| ATR |
206.41 |
202.64 |
-3.77 |
-1.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 19-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,679.08 |
13,596.82 |
13,291.77 |
|
| R3 |
13,525.44 |
13,443.18 |
13,249.52 |
|
| R2 |
13,371.80 |
13,371.80 |
13,235.44 |
|
| R1 |
13,289.54 |
13,289.54 |
13,221.35 |
13,253.85 |
| PP |
13,218.16 |
13,218.16 |
13,218.16 |
13,200.32 |
| S1 |
13,135.90 |
13,135.90 |
13,193.19 |
13,100.21 |
| S2 |
13,064.52 |
13,064.52 |
13,179.10 |
|
| S3 |
12,910.88 |
12,982.26 |
13,165.02 |
|
| S4 |
12,757.24 |
12,828.62 |
13,122.77 |
|
|
| Weekly Pivots for week ending 14-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,855.89 |
14,556.26 |
13,591.85 |
|
| R3 |
14,397.42 |
14,097.79 |
13,465.77 |
|
| R2 |
13,938.95 |
13,938.95 |
13,423.74 |
|
| R1 |
13,639.32 |
13,639.32 |
13,381.72 |
13,559.90 |
| PP |
13,480.48 |
13,480.48 |
13,480.48 |
13,440.77 |
| S1 |
13,180.85 |
13,180.85 |
13,297.66 |
13,101.43 |
| S2 |
13,022.01 |
13,022.01 |
13,255.64 |
|
| S3 |
12,563.54 |
12,722.38 |
13,213.61 |
|
| S4 |
12,105.07 |
12,263.91 |
13,087.53 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,527.63 |
13,092.00 |
435.63 |
3.3% |
175.81 |
1.3% |
26% |
False |
False |
|
| 10 |
13,780.11 |
13,092.00 |
688.11 |
5.2% |
203.23 |
1.5% |
17% |
False |
False |
|
| 20 |
13,780.11 |
12,724.09 |
1,056.02 |
8.0% |
204.48 |
1.5% |
46% |
False |
False |
|
| 40 |
13,962.53 |
12,724.09 |
1,238.44 |
9.4% |
209.06 |
1.6% |
39% |
False |
False |
|
| 60 |
14,198.10 |
12,724.09 |
1,474.01 |
11.2% |
188.18 |
1.4% |
33% |
False |
False |
|
| 80 |
14,198.10 |
12,724.09 |
1,474.01 |
11.2% |
183.34 |
1.4% |
33% |
False |
False |
|
| 100 |
14,198.10 |
12,517.94 |
1,680.16 |
12.7% |
193.02 |
1.5% |
41% |
False |
False |
|
| 120 |
14,198.10 |
12,517.94 |
1,680.16 |
12.7% |
186.47 |
1.4% |
41% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,953.40 |
|
2.618 |
13,702.66 |
|
1.618 |
13,549.02 |
|
1.000 |
13,454.07 |
|
0.618 |
13,395.38 |
|
HIGH |
13,300.43 |
|
0.618 |
13,241.74 |
|
0.500 |
13,223.61 |
|
0.382 |
13,205.48 |
|
LOW |
13,146.79 |
|
0.618 |
13,051.84 |
|
1.000 |
12,993.15 |
|
1.618 |
12,898.20 |
|
2.618 |
12,744.56 |
|
4.250 |
12,493.82 |
|
|
| Fisher Pivots for day following 19-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
13,223.61 |
13,215.73 |
| PP |
13,218.16 |
13,212.91 |
| S1 |
13,212.72 |
13,210.09 |
|