| 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 |
6,240.0 |
6,240.0 |
0.0 |
0.0% |
6,679.0 |
| High |
6,270.0 |
6,280.0 |
10.0 |
0.2% |
6,725.0 |
| Low |
6,115.0 |
6,202.0 |
87.0 |
1.4% |
6,487.0 |
| Close |
6,220.0 |
6,225.0 |
5.0 |
0.1% |
6,521.0 |
| Range |
155.0 |
78.0 |
-77.0 |
-49.7% |
238.0 |
| ATR |
94.3 |
93.2 |
-1.2 |
-1.2% |
0.0 |
| Volume |
126,838 |
51,982 |
-74,856 |
-59.0% |
24,640 |
|
| Daily Pivots for day following 19-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,469.7 |
6,425.3 |
6,267.9 |
|
| R3 |
6,391.7 |
6,347.3 |
6,246.5 |
|
| R2 |
6,313.7 |
6,313.7 |
6,239.3 |
|
| R1 |
6,269.3 |
6,269.3 |
6,232.2 |
6,252.5 |
| PP |
6,235.7 |
6,235.7 |
6,235.7 |
6,227.3 |
| S1 |
6,191.3 |
6,191.3 |
6,217.9 |
6,174.5 |
| S2 |
6,157.7 |
6,157.7 |
6,210.7 |
|
| S3 |
6,079.7 |
6,113.3 |
6,203.6 |
|
| S4 |
6,001.7 |
6,035.3 |
6,182.1 |
|
|
| Weekly Pivots for week ending 14-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,291.7 |
7,144.3 |
6,651.9 |
|
| R3 |
7,053.7 |
6,906.3 |
6,586.5 |
|
| R2 |
6,815.7 |
6,815.7 |
6,564.6 |
|
| R1 |
6,668.3 |
6,668.3 |
6,542.8 |
6,623.0 |
| PP |
6,577.7 |
6,577.7 |
6,577.7 |
6,555.0 |
| S1 |
6,430.3 |
6,430.3 |
6,499.2 |
6,385.0 |
| S2 |
6,339.7 |
6,339.7 |
6,477.4 |
|
| S3 |
6,101.7 |
6,192.3 |
6,455.6 |
|
| S4 |
5,863.7 |
5,954.3 |
6,390.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,681.0 |
6,115.0 |
566.0 |
9.1% |
122.6 |
2.0% |
19% |
False |
False |
49,006 |
| 10 |
6,725.0 |
6,115.0 |
610.0 |
9.8% |
82.0 |
1.3% |
18% |
False |
False |
25,098 |
| 20 |
6,725.0 |
6,115.0 |
610.0 |
9.8% |
60.2 |
1.0% |
18% |
False |
False |
12,634 |
| 40 |
6,869.0 |
6,115.0 |
754.0 |
12.1% |
42.2 |
0.7% |
15% |
False |
False |
6,383 |
| 60 |
6,869.0 |
6,115.0 |
754.0 |
12.1% |
35.1 |
0.6% |
15% |
False |
False |
4,273 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,611.5 |
|
2.618 |
6,484.2 |
|
1.618 |
6,406.2 |
|
1.000 |
6,358.0 |
|
0.618 |
6,328.2 |
|
HIGH |
6,280.0 |
|
0.618 |
6,250.2 |
|
0.500 |
6,241.0 |
|
0.382 |
6,231.8 |
|
LOW |
6,202.0 |
|
0.618 |
6,153.8 |
|
1.000 |
6,124.0 |
|
1.618 |
6,075.8 |
|
2.618 |
5,997.8 |
|
4.250 |
5,870.5 |
|
|
| Fisher Pivots for day following 19-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,241.0 |
6,285.0 |
| PP |
6,235.7 |
6,265.0 |
| S1 |
6,230.3 |
6,245.0 |
|