| Trading Metrics calculated at close of trading on 03-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2007 |
03-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
7,897.0 |
7,956.0 |
59.0 |
0.7% |
7,770.0 |
| High |
8,000.5 |
7,992.0 |
-8.5 |
-0.1% |
8,000.5 |
| Low |
7,888.0 |
7,933.0 |
45.0 |
0.6% |
7,553.5 |
| Close |
7,981.0 |
7,947.5 |
-33.5 |
-0.4% |
7,981.0 |
| Range |
112.5 |
59.0 |
-53.5 |
-47.6% |
447.0 |
| ATR |
125.8 |
121.0 |
-4.8 |
-3.8% |
0.0 |
| Volume |
845 |
894 |
49 |
5.8% |
5,803 |
|
| Daily Pivots for day following 03-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,134.5 |
8,100.0 |
7,980.0 |
|
| R3 |
8,075.5 |
8,041.0 |
7,963.7 |
|
| R2 |
8,016.5 |
8,016.5 |
7,958.3 |
|
| R1 |
7,982.0 |
7,982.0 |
7,952.9 |
7,969.8 |
| PP |
7,957.5 |
7,957.5 |
7,957.5 |
7,951.4 |
| S1 |
7,923.0 |
7,923.0 |
7,942.1 |
7,910.8 |
| S2 |
7,898.5 |
7,898.5 |
7,936.7 |
|
| S3 |
7,839.5 |
7,864.0 |
7,931.3 |
|
| S4 |
7,780.5 |
7,805.0 |
7,915.1 |
|
|
| Weekly Pivots for week ending 30-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,186.0 |
9,030.5 |
8,226.9 |
|
| R3 |
8,739.0 |
8,583.5 |
8,103.9 |
|
| R2 |
8,292.0 |
8,292.0 |
8,063.0 |
|
| R1 |
8,136.5 |
8,136.5 |
8,022.0 |
8,214.3 |
| PP |
7,845.0 |
7,845.0 |
7,845.0 |
7,883.9 |
| S1 |
7,689.5 |
7,689.5 |
7,940.0 |
7,767.3 |
| S2 |
7,398.0 |
7,398.0 |
7,899.1 |
|
| S3 |
6,951.0 |
7,242.5 |
7,858.1 |
|
| S4 |
6,504.0 |
6,795.5 |
7,735.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,000.5 |
7,555.0 |
445.5 |
5.6% |
119.1 |
1.5% |
88% |
False |
False |
1,131 |
| 10 |
8,000.5 |
7,553.5 |
447.0 |
5.6% |
118.7 |
1.5% |
88% |
False |
False |
1,161 |
| 20 |
8,033.0 |
7,553.5 |
479.5 |
6.0% |
120.3 |
1.5% |
82% |
False |
False |
863 |
| 40 |
8,204.5 |
7,553.5 |
651.0 |
8.2% |
101.4 |
1.3% |
61% |
False |
False |
712 |
| 60 |
8,204.5 |
7,553.5 |
651.0 |
8.2% |
91.0 |
1.1% |
61% |
False |
False |
1,074 |
| 80 |
8,204.5 |
7,398.0 |
806.5 |
10.1% |
96.4 |
1.2% |
68% |
False |
False |
843 |
| 100 |
8,315.0 |
7,398.0 |
917.0 |
11.5% |
98.6 |
1.2% |
60% |
False |
False |
705 |
| 120 |
8,397.0 |
7,398.0 |
999.0 |
12.6% |
98.0 |
1.2% |
55% |
False |
False |
605 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,242.8 |
|
2.618 |
8,146.5 |
|
1.618 |
8,087.5 |
|
1.000 |
8,051.0 |
|
0.618 |
8,028.5 |
|
HIGH |
7,992.0 |
|
0.618 |
7,969.5 |
|
0.500 |
7,962.5 |
|
0.382 |
7,955.5 |
|
LOW |
7,933.0 |
|
0.618 |
7,896.5 |
|
1.000 |
7,874.0 |
|
1.618 |
7,837.5 |
|
2.618 |
7,778.5 |
|
4.250 |
7,682.3 |
|
|
| Fisher Pivots for day following 03-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
7,962.5 |
7,937.8 |
| PP |
7,957.5 |
7,928.0 |
| S1 |
7,952.5 |
7,918.3 |
|