| Trading Metrics calculated at close of trading on 27-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2007 |
27-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
8,019.5 |
8,159.5 |
140.0 |
1.7% |
7,962.0 |
| High |
8,115.0 |
8,253.0 |
138.0 |
1.7% |
8,115.0 |
| Low |
8,015.0 |
8,057.0 |
42.0 |
0.5% |
7,862.5 |
| Close |
8,088.0 |
8,123.5 |
35.5 |
0.4% |
8,088.0 |
| Range |
100.0 |
196.0 |
96.0 |
96.0% |
252.5 |
| ATR |
128.3 |
133.2 |
4.8 |
3.8% |
0.0 |
| Volume |
0 |
62,463 |
62,463 |
|
370,553 |
|
| Daily Pivots for day following 27-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,732.5 |
8,624.0 |
8,231.3 |
|
| R3 |
8,536.5 |
8,428.0 |
8,177.4 |
|
| R2 |
8,340.5 |
8,340.5 |
8,159.4 |
|
| R1 |
8,232.0 |
8,232.0 |
8,141.5 |
8,188.3 |
| PP |
8,144.5 |
8,144.5 |
8,144.5 |
8,122.6 |
| S1 |
8,036.0 |
8,036.0 |
8,105.5 |
7,992.3 |
| S2 |
7,948.5 |
7,948.5 |
8,087.6 |
|
| S3 |
7,752.5 |
7,840.0 |
8,069.6 |
|
| S4 |
7,556.5 |
7,644.0 |
8,015.7 |
|
|
| Weekly Pivots for week ending 21-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,779.3 |
8,686.2 |
8,226.9 |
|
| R3 |
8,526.8 |
8,433.7 |
8,157.4 |
|
| R2 |
8,274.3 |
8,274.3 |
8,134.3 |
|
| R1 |
8,181.2 |
8,181.2 |
8,111.1 |
8,227.8 |
| PP |
8,021.8 |
8,021.8 |
8,021.8 |
8,045.1 |
| S1 |
7,928.7 |
7,928.7 |
8,064.9 |
7,975.3 |
| S2 |
7,769.3 |
7,769.3 |
8,041.7 |
|
| S3 |
7,516.8 |
7,676.2 |
8,018.6 |
|
| S4 |
7,264.3 |
7,423.7 |
7,949.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,253.0 |
7,868.0 |
385.0 |
4.7% |
116.5 |
1.4% |
66% |
True |
False |
65,730 |
| 10 |
8,253.0 |
7,862.5 |
390.5 |
4.8% |
128.4 |
1.6% |
67% |
True |
False |
46,721 |
| 20 |
8,253.0 |
7,645.5 |
607.5 |
7.5% |
120.0 |
1.5% |
79% |
True |
False |
24,444 |
| 40 |
8,253.0 |
7,553.5 |
699.5 |
8.6% |
119.6 |
1.5% |
81% |
True |
False |
12,579 |
| 60 |
8,253.0 |
7,553.5 |
699.5 |
8.6% |
102.5 |
1.3% |
81% |
True |
False |
8,578 |
| 80 |
8,253.0 |
7,553.5 |
699.5 |
8.6% |
98.2 |
1.2% |
81% |
True |
False |
6,874 |
| 100 |
8,253.0 |
7,398.0 |
855.0 |
10.5% |
100.1 |
1.2% |
85% |
True |
False |
5,522 |
| 120 |
8,390.0 |
7,398.0 |
992.0 |
12.2% |
101.7 |
1.3% |
73% |
False |
False |
4,630 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,086.0 |
|
2.618 |
8,766.1 |
|
1.618 |
8,570.1 |
|
1.000 |
8,449.0 |
|
0.618 |
8,374.1 |
|
HIGH |
8,253.0 |
|
0.618 |
8,178.1 |
|
0.500 |
8,155.0 |
|
0.382 |
8,131.9 |
|
LOW |
8,057.0 |
|
0.618 |
7,935.9 |
|
1.000 |
7,861.0 |
|
1.618 |
7,739.9 |
|
2.618 |
7,543.9 |
|
4.250 |
7,224.0 |
|
|
| Fisher Pivots for day following 27-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
8,155.0 |
8,134.0 |
| PP |
8,144.5 |
8,130.5 |
| S1 |
8,134.0 |
8,127.0 |
|