| Trading Metrics calculated at close of trading on 17-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2007 |
17-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
6,600.0 |
6,428.0 |
-172.0 |
-2.6% |
6,654.0 |
| High |
6,616.0 |
6,436.0 |
-180.0 |
-2.7% |
6,705.0 |
| Low |
6,468.0 |
6,262.0 |
-206.0 |
-3.2% |
6,468.0 |
| Close |
6,503.0 |
6,289.0 |
-214.0 |
-3.3% |
6,503.0 |
| Range |
148.0 |
174.0 |
26.0 |
17.6% |
237.0 |
| ATR |
94.7 |
105.2 |
10.4 |
11.0% |
0.0 |
| Volume |
42,981 |
77,666 |
34,685 |
80.7% |
115,059 |
|
| Daily Pivots for day following 17-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,851.0 |
6,744.0 |
6,384.7 |
|
| R3 |
6,677.0 |
6,570.0 |
6,336.9 |
|
| R2 |
6,503.0 |
6,503.0 |
6,320.9 |
|
| R1 |
6,396.0 |
6,396.0 |
6,305.0 |
6,362.5 |
| PP |
6,329.0 |
6,329.0 |
6,329.0 |
6,312.3 |
| S1 |
6,222.0 |
6,222.0 |
6,273.1 |
6,188.5 |
| S2 |
6,155.0 |
6,155.0 |
6,257.1 |
|
| S3 |
5,981.0 |
6,048.0 |
6,241.2 |
|
| S4 |
5,807.0 |
5,874.0 |
6,193.3 |
|
|
| 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 |
6,262.0 |
443.0 |
7.0% |
96.6 |
1.5% |
6% |
False |
True |
34,870 |
| 10 |
6,705.0 |
6,262.0 |
443.0 |
7.0% |
71.7 |
1.1% |
6% |
False |
True |
27,508 |
| 20 |
6,705.0 |
6,262.0 |
443.0 |
7.0% |
71.6 |
1.1% |
6% |
False |
True |
25,624 |
| 40 |
6,880.0 |
6,262.0 |
618.0 |
9.8% |
74.4 |
1.2% |
4% |
False |
True |
25,178 |
| 60 |
6,880.0 |
6,262.0 |
618.0 |
9.8% |
73.0 |
1.2% |
4% |
False |
True |
23,097 |
| 80 |
6,880.0 |
6,080.0 |
800.0 |
12.7% |
69.5 |
1.1% |
26% |
False |
False |
20,960 |
| 100 |
6,880.0 |
5,603.0 |
1,277.0 |
20.3% |
72.5 |
1.2% |
54% |
False |
False |
16,788 |
| 120 |
6,880.0 |
5,603.0 |
1,277.0 |
20.3% |
65.0 |
1.0% |
54% |
False |
False |
14,000 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,175.5 |
|
2.618 |
6,891.5 |
|
1.618 |
6,717.5 |
|
1.000 |
6,610.0 |
|
0.618 |
6,543.5 |
|
HIGH |
6,436.0 |
|
0.618 |
6,369.5 |
|
0.500 |
6,349.0 |
|
0.382 |
6,328.5 |
|
LOW |
6,262.0 |
|
0.618 |
6,154.5 |
|
1.000 |
6,088.0 |
|
1.618 |
5,980.5 |
|
2.618 |
5,806.5 |
|
4.250 |
5,522.5 |
|
|
| Fisher Pivots for day following 17-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,349.0 |
6,462.0 |
| PP |
6,329.0 |
6,404.3 |
| S1 |
6,309.0 |
6,346.7 |
|