| Trading Metrics calculated at close of trading on 05-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2007 |
05-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
6,540.0 |
6,521.0 |
-19.0 |
-0.3% |
6,461.0 |
| High |
6,560.0 |
6,547.0 |
-13.0 |
-0.2% |
6,520.0 |
| Low |
6,520.0 |
6,496.0 |
-24.0 |
-0.4% |
6,362.0 |
| Close |
6,545.0 |
6,536.0 |
-9.0 |
-0.1% |
6,476.0 |
| Range |
40.0 |
51.0 |
11.0 |
27.5% |
158.0 |
| ATR |
103.1 |
99.4 |
-3.7 |
-3.6% |
0.0 |
| Volume |
22,087 |
21,099 |
-988 |
-4.5% |
104,613 |
|
| Daily Pivots for day following 05-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,679.3 |
6,658.7 |
6,564.1 |
|
| R3 |
6,628.3 |
6,607.7 |
6,550.0 |
|
| R2 |
6,577.3 |
6,577.3 |
6,545.4 |
|
| R1 |
6,556.7 |
6,556.7 |
6,540.7 |
6,567.0 |
| PP |
6,526.3 |
6,526.3 |
6,526.3 |
6,531.5 |
| S1 |
6,505.7 |
6,505.7 |
6,531.3 |
6,516.0 |
| S2 |
6,475.3 |
6,475.3 |
6,526.7 |
|
| S3 |
6,424.3 |
6,454.7 |
6,522.0 |
|
| S4 |
6,373.3 |
6,403.7 |
6,508.0 |
|
|
| Weekly Pivots for week ending 30-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,926.7 |
6,859.3 |
6,562.9 |
|
| R3 |
6,768.7 |
6,701.3 |
6,519.5 |
|
| R2 |
6,610.7 |
6,610.7 |
6,505.0 |
|
| R1 |
6,543.3 |
6,543.3 |
6,490.5 |
6,577.0 |
| PP |
6,452.7 |
6,452.7 |
6,452.7 |
6,469.5 |
| S1 |
6,385.3 |
6,385.3 |
6,461.5 |
6,419.0 |
| S2 |
6,294.7 |
6,294.7 |
6,447.0 |
|
| S3 |
6,136.7 |
6,227.3 |
6,432.6 |
|
| S4 |
5,978.7 |
6,069.3 |
6,389.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,587.0 |
6,362.0 |
225.0 |
3.4% |
56.2 |
0.9% |
77% |
False |
False |
23,489 |
| 10 |
6,587.0 |
6,335.0 |
252.0 |
3.9% |
69.9 |
1.1% |
80% |
False |
False |
23,515 |
| 20 |
6,728.0 |
6,335.0 |
393.0 |
6.0% |
71.5 |
1.1% |
51% |
False |
False |
24,732 |
| 40 |
6,880.0 |
6,335.0 |
545.0 |
8.3% |
74.4 |
1.1% |
37% |
False |
False |
23,148 |
| 60 |
6,880.0 |
6,214.0 |
666.0 |
10.2% |
71.9 |
1.1% |
48% |
False |
False |
23,986 |
| 80 |
6,880.0 |
5,603.0 |
1,277.0 |
19.5% |
72.7 |
1.1% |
73% |
False |
False |
18,076 |
| 100 |
6,880.0 |
5,603.0 |
1,277.0 |
19.5% |
68.4 |
1.0% |
73% |
False |
False |
14,472 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,763.8 |
|
2.618 |
6,680.5 |
|
1.618 |
6,629.5 |
|
1.000 |
6,598.0 |
|
0.618 |
6,578.5 |
|
HIGH |
6,547.0 |
|
0.618 |
6,527.5 |
|
0.500 |
6,521.5 |
|
0.382 |
6,515.5 |
|
LOW |
6,496.0 |
|
0.618 |
6,464.5 |
|
1.000 |
6,445.0 |
|
1.618 |
6,413.5 |
|
2.618 |
6,362.5 |
|
4.250 |
6,279.3 |
|
|
| Fisher Pivots for day following 05-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,531.2 |
6,541.5 |
| PP |
6,526.3 |
6,539.7 |
| S1 |
6,521.5 |
6,537.8 |
|