| 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 |
6,217.0 |
6,234.0 |
17.0 |
0.3% |
6,654.0 |
| High |
6,258.0 |
6,269.0 |
11.0 |
0.2% |
6,705.0 |
| Low |
6,102.0 |
6,189.0 |
87.0 |
1.4% |
6,468.0 |
| Close |
6,207.0 |
6,212.0 |
5.0 |
0.1% |
6,503.0 |
| Range |
156.0 |
80.0 |
-76.0 |
-48.7% |
237.0 |
| ATR |
111.0 |
108.8 |
-2.2 |
-2.0% |
0.0 |
| Volume |
148,656 |
71,617 |
-77,039 |
-51.8% |
115,059 |
|
| Daily Pivots for day following 19-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,463.3 |
6,417.7 |
6,256.0 |
|
| R3 |
6,383.3 |
6,337.7 |
6,234.0 |
|
| R2 |
6,303.3 |
6,303.3 |
6,226.7 |
|
| R1 |
6,257.7 |
6,257.7 |
6,219.3 |
6,240.5 |
| PP |
6,223.3 |
6,223.3 |
6,223.3 |
6,214.8 |
| S1 |
6,177.7 |
6,177.7 |
6,204.7 |
6,160.5 |
| S2 |
6,143.3 |
6,143.3 |
6,197.3 |
|
| S3 |
6,063.3 |
6,097.7 |
6,190.0 |
|
| S4 |
5,983.3 |
6,017.7 |
6,168.0 |
|
|
| 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 |
6,662.0 |
6,102.0 |
560.0 |
9.0% |
124.6 |
2.0% |
20% |
False |
False |
71,843 |
| 10 |
6,705.0 |
6,102.0 |
603.0 |
9.7% |
86.2 |
1.4% |
18% |
False |
False |
45,217 |
| 20 |
6,705.0 |
6,102.0 |
603.0 |
9.7% |
78.1 |
1.3% |
18% |
False |
False |
34,366 |
| 40 |
6,880.0 |
6,102.0 |
778.0 |
12.5% |
76.6 |
1.2% |
14% |
False |
False |
29,435 |
| 60 |
6,880.0 |
6,102.0 |
778.0 |
12.5% |
73.8 |
1.2% |
14% |
False |
False |
26,042 |
| 80 |
6,880.0 |
6,080.0 |
800.0 |
12.9% |
71.5 |
1.2% |
17% |
False |
False |
23,710 |
| 100 |
6,880.0 |
5,603.0 |
1,277.0 |
20.6% |
73.5 |
1.2% |
48% |
False |
False |
18,988 |
| 120 |
6,880.0 |
5,603.0 |
1,277.0 |
20.6% |
66.3 |
1.1% |
48% |
False |
False |
15,834 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,609.0 |
|
2.618 |
6,478.4 |
|
1.618 |
6,398.4 |
|
1.000 |
6,349.0 |
|
0.618 |
6,318.4 |
|
HIGH |
6,269.0 |
|
0.618 |
6,238.4 |
|
0.500 |
6,229.0 |
|
0.382 |
6,219.6 |
|
LOW |
6,189.0 |
|
0.618 |
6,139.6 |
|
1.000 |
6,109.0 |
|
1.618 |
6,059.6 |
|
2.618 |
5,979.6 |
|
4.250 |
5,849.0 |
|
|
| Fisher Pivots for day following 19-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,229.0 |
6,269.0 |
| PP |
6,223.3 |
6,250.0 |
| S1 |
6,217.7 |
6,231.0 |
|