| Trading Metrics calculated at close of trading on 18-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2007 |
18-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
7,962.0 |
7,886.5 |
-75.5 |
-0.9% |
8,083.0 |
| High |
7,968.0 |
8,041.5 |
73.5 |
0.9% |
8,226.0 |
| Low |
7,862.5 |
7,872.5 |
10.0 |
0.1% |
7,965.0 |
| Close |
7,931.0 |
7,957.0 |
26.0 |
0.3% |
8,050.0 |
| Range |
105.5 |
169.0 |
63.5 |
60.2% |
261.0 |
| ATR |
131.1 |
133.8 |
2.7 |
2.1% |
0.0 |
| Volume |
34,577 |
69,786 |
35,209 |
101.8% |
44,360 |
|
| Daily Pivots for day following 18-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,464.0 |
8,379.5 |
8,050.0 |
|
| R3 |
8,295.0 |
8,210.5 |
8,003.5 |
|
| R2 |
8,126.0 |
8,126.0 |
7,988.0 |
|
| R1 |
8,041.5 |
8,041.5 |
7,972.5 |
8,083.8 |
| PP |
7,957.0 |
7,957.0 |
7,957.0 |
7,978.1 |
| S1 |
7,872.5 |
7,872.5 |
7,941.5 |
7,914.8 |
| S2 |
7,788.0 |
7,788.0 |
7,926.0 |
|
| S3 |
7,619.0 |
7,703.5 |
7,910.5 |
|
| S4 |
7,450.0 |
7,534.5 |
7,864.1 |
|
|
| Weekly Pivots for week ending 14-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,863.3 |
8,717.7 |
8,193.6 |
|
| R3 |
8,602.3 |
8,456.7 |
8,121.8 |
|
| R2 |
8,341.3 |
8,341.3 |
8,097.9 |
|
| R1 |
8,195.7 |
8,195.7 |
8,073.9 |
8,138.0 |
| PP |
8,080.3 |
8,080.3 |
8,080.3 |
8,051.5 |
| S1 |
7,934.7 |
7,934.7 |
8,026.1 |
7,877.0 |
| S2 |
7,819.3 |
7,819.3 |
8,002.2 |
|
| S3 |
7,558.3 |
7,673.7 |
7,978.2 |
|
| S4 |
7,297.3 |
7,412.7 |
7,906.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,226.0 |
7,862.5 |
363.5 |
4.6% |
140.2 |
1.8% |
26% |
False |
False |
27,713 |
| 10 |
8,226.0 |
7,862.5 |
363.5 |
4.6% |
127.6 |
1.6% |
26% |
False |
False |
15,443 |
| 20 |
8,226.0 |
7,553.5 |
672.5 |
8.5% |
121.0 |
1.5% |
60% |
False |
False |
8,343 |
| 40 |
8,226.0 |
7,553.5 |
672.5 |
8.5% |
114.1 |
1.4% |
60% |
False |
False |
4,433 |
| 60 |
8,226.0 |
7,553.5 |
672.5 |
8.5% |
98.1 |
1.2% |
60% |
False |
False |
3,178 |
| 80 |
8,226.0 |
7,543.0 |
683.0 |
8.6% |
97.7 |
1.2% |
61% |
False |
False |
2,772 |
| 100 |
8,226.0 |
7,398.0 |
828.0 |
10.4% |
98.7 |
1.2% |
68% |
False |
False |
2,240 |
| 120 |
8,390.0 |
7,398.0 |
992.0 |
12.5% |
101.6 |
1.3% |
56% |
False |
False |
1,897 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,759.8 |
|
2.618 |
8,483.9 |
|
1.618 |
8,314.9 |
|
1.000 |
8,210.5 |
|
0.618 |
8,145.9 |
|
HIGH |
8,041.5 |
|
0.618 |
7,976.9 |
|
0.500 |
7,957.0 |
|
0.382 |
7,937.1 |
|
LOW |
7,872.5 |
|
0.618 |
7,768.1 |
|
1.000 |
7,703.5 |
|
1.618 |
7,599.1 |
|
2.618 |
7,430.1 |
|
4.250 |
7,154.3 |
|
|
| Fisher Pivots for day following 18-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
7,957.0 |
7,974.5 |
| PP |
7,957.0 |
7,968.7 |
| S1 |
7,957.0 |
7,962.8 |
|