| Trading Metrics calculated at close of trading on 12-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2007 |
12-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
6,676.0 |
6,602.0 |
-74.0 |
-1.1% |
6,566.0 |
| High |
6,705.0 |
6,646.0 |
-59.0 |
-0.9% |
6,691.0 |
| Low |
6,665.0 |
6,590.0 |
-75.0 |
-1.1% |
6,496.0 |
| Close |
6,700.0 |
6,643.0 |
-57.0 |
-0.9% |
6,646.0 |
| Range |
40.0 |
56.0 |
16.0 |
40.0% |
195.0 |
| ATR |
91.3 |
92.6 |
1.3 |
1.5% |
0.0 |
| Volume |
15,944 |
19,462 |
3,518 |
22.1% |
103,124 |
|
| Daily Pivots for day following 12-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,794.3 |
6,774.7 |
6,673.8 |
|
| R3 |
6,738.3 |
6,718.7 |
6,658.4 |
|
| R2 |
6,682.3 |
6,682.3 |
6,653.3 |
|
| R1 |
6,662.7 |
6,662.7 |
6,648.1 |
6,672.5 |
| PP |
6,626.3 |
6,626.3 |
6,626.3 |
6,631.3 |
| S1 |
6,606.7 |
6,606.7 |
6,637.9 |
6,616.5 |
| S2 |
6,570.3 |
6,570.3 |
6,632.7 |
|
| S3 |
6,514.3 |
6,550.7 |
6,627.6 |
|
| S4 |
6,458.3 |
6,494.7 |
6,612.2 |
|
|
| Weekly Pivots for week ending 07-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,196.0 |
7,116.0 |
6,753.3 |
|
| R3 |
7,001.0 |
6,921.0 |
6,699.6 |
|
| R2 |
6,806.0 |
6,806.0 |
6,681.8 |
|
| R1 |
6,726.0 |
6,726.0 |
6,663.9 |
6,766.0 |
| PP |
6,611.0 |
6,611.0 |
6,611.0 |
6,631.0 |
| S1 |
6,531.0 |
6,531.0 |
6,628.1 |
6,571.0 |
| S2 |
6,416.0 |
6,416.0 |
6,610.3 |
|
| S3 |
6,221.0 |
6,336.0 |
6,592.4 |
|
| S4 |
6,026.0 |
6,141.0 |
6,538.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,705.0 |
6,590.0 |
115.0 |
1.7% |
47.8 |
0.7% |
46% |
False |
True |
18,590 |
| 10 |
6,705.0 |
6,362.0 |
343.0 |
5.2% |
52.0 |
0.8% |
82% |
False |
False |
21,040 |
| 20 |
6,705.0 |
6,335.0 |
370.0 |
5.6% |
62.4 |
0.9% |
83% |
False |
False |
22,106 |
| 40 |
6,880.0 |
6,335.0 |
545.0 |
8.2% |
71.6 |
1.1% |
57% |
False |
False |
23,378 |
| 60 |
6,880.0 |
6,335.0 |
545.0 |
8.2% |
69.8 |
1.1% |
57% |
False |
False |
22,515 |
| 80 |
6,880.0 |
5,949.0 |
931.0 |
14.0% |
67.5 |
1.0% |
75% |
False |
False |
19,229 |
| 100 |
6,880.0 |
5,603.0 |
1,277.0 |
19.2% |
69.5 |
1.0% |
81% |
False |
False |
15,399 |
| 120 |
6,880.0 |
5,603.0 |
1,277.0 |
19.2% |
63.0 |
0.9% |
81% |
False |
False |
12,845 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,884.0 |
|
2.618 |
6,792.6 |
|
1.618 |
6,736.6 |
|
1.000 |
6,702.0 |
|
0.618 |
6,680.6 |
|
HIGH |
6,646.0 |
|
0.618 |
6,624.6 |
|
0.500 |
6,618.0 |
|
0.382 |
6,611.4 |
|
LOW |
6,590.0 |
|
0.618 |
6,555.4 |
|
1.000 |
6,534.0 |
|
1.618 |
6,499.4 |
|
2.618 |
6,443.4 |
|
4.250 |
6,352.0 |
|
|
| Fisher Pivots for day following 12-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,634.7 |
6,647.5 |
| PP |
6,626.3 |
6,646.0 |
| S1 |
6,618.0 |
6,644.5 |
|