| Trading Metrics calculated at close of trading on 14-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2007 |
14-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
6,644.0 |
6,600.0 |
-44.0 |
-0.7% |
6,654.0 |
| High |
6,662.0 |
6,616.0 |
-46.0 |
-0.7% |
6,705.0 |
| Low |
6,597.0 |
6,468.0 |
-129.0 |
-2.0% |
6,468.0 |
| Close |
6,600.0 |
6,503.0 |
-97.0 |
-1.5% |
6,503.0 |
| Range |
65.0 |
148.0 |
83.0 |
127.7% |
237.0 |
| ATR |
90.6 |
94.7 |
4.1 |
4.5% |
0.0 |
| Volume |
18,299 |
42,981 |
24,682 |
134.9% |
115,059 |
|
| Daily Pivots for day following 14-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,973.0 |
6,886.0 |
6,584.4 |
|
| R3 |
6,825.0 |
6,738.0 |
6,543.7 |
|
| R2 |
6,677.0 |
6,677.0 |
6,530.1 |
|
| R1 |
6,590.0 |
6,590.0 |
6,516.6 |
6,559.5 |
| PP |
6,529.0 |
6,529.0 |
6,529.0 |
6,513.8 |
| S1 |
6,442.0 |
6,442.0 |
6,489.4 |
6,411.5 |
| S2 |
6,381.0 |
6,381.0 |
6,475.9 |
|
| S3 |
6,233.0 |
6,294.0 |
6,462.3 |
|
| S4 |
6,085.0 |
6,146.0 |
6,421.6 |
|
|
| Weekly Pivots for week ending 14-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,269.7 |
7,123.3 |
6,633.4 |
|
| R3 |
7,032.7 |
6,886.3 |
6,568.2 |
|
| R2 |
6,795.7 |
6,795.7 |
6,546.5 |
|
| R1 |
6,649.3 |
6,649.3 |
6,524.7 |
6,604.0 |
| PP |
6,558.7 |
6,558.7 |
6,558.7 |
6,536.0 |
| S1 |
6,412.3 |
6,412.3 |
6,481.3 |
6,367.0 |
| S2 |
6,321.7 |
6,321.7 |
6,459.6 |
|
| S3 |
6,084.7 |
6,175.3 |
6,437.8 |
|
| S4 |
5,847.7 |
5,938.3 |
6,372.7 |
|
|
| 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 |
6,468.0 |
237.0 |
3.6% |
71.4 |
1.1% |
15% |
False |
True |
23,011 |
| 10 |
6,705.0 |
6,468.0 |
237.0 |
3.6% |
58.9 |
0.9% |
15% |
False |
True |
21,818 |
| 20 |
6,705.0 |
6,335.0 |
370.0 |
5.7% |
65.7 |
1.0% |
45% |
False |
False |
22,853 |
| 40 |
6,880.0 |
6,335.0 |
545.0 |
8.4% |
72.3 |
1.1% |
31% |
False |
False |
23,804 |
| 60 |
6,880.0 |
6,335.0 |
545.0 |
8.4% |
70.7 |
1.1% |
31% |
False |
False |
22,072 |
| 80 |
6,880.0 |
6,080.0 |
800.0 |
12.3% |
67.7 |
1.0% |
53% |
False |
False |
19,991 |
| 100 |
6,880.0 |
5,603.0 |
1,277.0 |
19.6% |
71.3 |
1.1% |
70% |
False |
False |
16,012 |
| 120 |
6,880.0 |
5,603.0 |
1,277.0 |
19.6% |
63.6 |
1.0% |
70% |
False |
False |
13,352 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,245.0 |
|
2.618 |
7,003.5 |
|
1.618 |
6,855.5 |
|
1.000 |
6,764.0 |
|
0.618 |
6,707.5 |
|
HIGH |
6,616.0 |
|
0.618 |
6,559.5 |
|
0.500 |
6,542.0 |
|
0.382 |
6,524.5 |
|
LOW |
6,468.0 |
|
0.618 |
6,376.5 |
|
1.000 |
6,320.0 |
|
1.618 |
6,228.5 |
|
2.618 |
6,080.5 |
|
4.250 |
5,839.0 |
|
|
| Fisher Pivots for day following 14-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,542.0 |
6,565.0 |
| PP |
6,529.0 |
6,544.3 |
| S1 |
6,516.0 |
6,523.7 |
|