| Trading Metrics calculated at close of trading on 31-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2007 |
31-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
6,295.0 |
6,366.0 |
71.0 |
1.1% |
6,356.0 |
| High |
6,375.0 |
6,383.0 |
8.0 |
0.1% |
6,393.0 |
| Low |
6,295.0 |
6,335.0 |
40.0 |
0.6% |
6,295.0 |
| Close |
6,371.0 |
6,348.0 |
-23.0 |
-0.4% |
6,371.0 |
| Range |
80.0 |
48.0 |
-32.0 |
-40.0% |
98.0 |
| ATR |
92.5 |
89.4 |
-3.2 |
-3.4% |
0.0 |
| Volume |
8,887 |
11,455 |
2,568 |
28.9% |
26,637 |
|
| Daily Pivots for day following 31-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,499.3 |
6,471.7 |
6,374.4 |
|
| R3 |
6,451.3 |
6,423.7 |
6,361.2 |
|
| R2 |
6,403.3 |
6,403.3 |
6,356.8 |
|
| R1 |
6,375.7 |
6,375.7 |
6,352.4 |
6,365.5 |
| PP |
6,355.3 |
6,355.3 |
6,355.3 |
6,350.3 |
| S1 |
6,327.7 |
6,327.7 |
6,343.6 |
6,317.5 |
| S2 |
6,307.3 |
6,307.3 |
6,339.2 |
|
| S3 |
6,259.3 |
6,279.7 |
6,334.8 |
|
| S4 |
6,211.3 |
6,231.7 |
6,321.6 |
|
|
| Weekly Pivots for week ending 28-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,647.0 |
6,607.0 |
6,424.9 |
|
| R3 |
6,549.0 |
6,509.0 |
6,398.0 |
|
| R2 |
6,451.0 |
6,451.0 |
6,389.0 |
|
| R1 |
6,411.0 |
6,411.0 |
6,380.0 |
6,431.0 |
| PP |
6,353.0 |
6,353.0 |
6,353.0 |
6,363.0 |
| S1 |
6,313.0 |
6,313.0 |
6,362.0 |
6,333.0 |
| S2 |
6,255.0 |
6,255.0 |
6,353.0 |
|
| S3 |
6,157.0 |
6,215.0 |
6,344.1 |
|
| S4 |
6,059.0 |
6,117.0 |
6,317.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,393.0 |
6,218.0 |
175.0 |
2.8% |
73.4 |
1.2% |
74% |
False |
False |
11,219 |
| 10 |
6,633.0 |
6,115.0 |
518.0 |
8.2% |
101.4 |
1.6% |
45% |
False |
False |
32,416 |
| 20 |
6,725.0 |
6,115.0 |
610.0 |
9.6% |
70.8 |
1.1% |
38% |
False |
False |
16,756 |
| 40 |
6,769.0 |
6,115.0 |
654.0 |
10.3% |
52.3 |
0.8% |
36% |
False |
False |
8,453 |
| 60 |
6,869.0 |
6,115.0 |
754.0 |
11.9% |
42.3 |
0.7% |
31% |
False |
False |
5,661 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,587.0 |
|
2.618 |
6,508.7 |
|
1.618 |
6,460.7 |
|
1.000 |
6,431.0 |
|
0.618 |
6,412.7 |
|
HIGH |
6,383.0 |
|
0.618 |
6,364.7 |
|
0.500 |
6,359.0 |
|
0.382 |
6,353.3 |
|
LOW |
6,335.0 |
|
0.618 |
6,305.3 |
|
1.000 |
6,287.0 |
|
1.618 |
6,257.3 |
|
2.618 |
6,209.3 |
|
4.250 |
6,131.0 |
|
|
| Fisher Pivots for day following 31-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,359.0 |
6,346.7 |
| PP |
6,355.3 |
6,345.3 |
| S1 |
6,351.7 |
6,344.0 |
|