| Trading Metrics calculated at close of trading on 21-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2007 |
21-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
6,222.0 |
6,240.0 |
18.0 |
0.3% |
6,450.0 |
| High |
6,254.0 |
6,330.0 |
76.0 |
1.2% |
6,455.0 |
| Low |
6,158.0 |
6,218.0 |
60.0 |
1.0% |
6,115.0 |
| Close |
6,191.0 |
6,324.0 |
133.0 |
2.1% |
6,324.0 |
| Range |
96.0 |
112.0 |
16.0 |
16.7% |
340.0 |
| ATR |
93.4 |
96.6 |
3.3 |
3.5% |
0.0 |
| Volume |
27,489 |
18,007 |
-9,482 |
-34.5% |
271,356 |
|
| Daily Pivots for day following 21-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,626.7 |
6,587.3 |
6,385.6 |
|
| R3 |
6,514.7 |
6,475.3 |
6,354.8 |
|
| R2 |
6,402.7 |
6,402.7 |
6,344.5 |
|
| R1 |
6,363.3 |
6,363.3 |
6,334.3 |
6,383.0 |
| PP |
6,290.7 |
6,290.7 |
6,290.7 |
6,300.5 |
| S1 |
6,251.3 |
6,251.3 |
6,313.7 |
6,271.0 |
| S2 |
6,178.7 |
6,178.7 |
6,303.5 |
|
| S3 |
6,066.7 |
6,139.3 |
6,293.2 |
|
| S4 |
5,954.7 |
6,027.3 |
6,262.4 |
|
|
| Weekly Pivots for week ending 21-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,318.0 |
7,161.0 |
6,511.0 |
|
| R3 |
6,978.0 |
6,821.0 |
6,417.5 |
|
| R2 |
6,638.0 |
6,638.0 |
6,386.3 |
|
| R1 |
6,481.0 |
6,481.0 |
6,355.2 |
6,389.5 |
| PP |
6,298.0 |
6,298.0 |
6,298.0 |
6,252.3 |
| S1 |
6,141.0 |
6,141.0 |
6,292.8 |
6,049.5 |
| S2 |
5,958.0 |
5,958.0 |
6,261.7 |
|
| S3 |
5,618.0 |
5,801.0 |
6,230.5 |
|
| S4 |
5,278.0 |
5,461.0 |
6,137.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,455.0 |
6,115.0 |
340.0 |
5.4% |
122.6 |
1.9% |
61% |
False |
False |
54,271 |
| 10 |
6,725.0 |
6,115.0 |
610.0 |
9.6% |
94.7 |
1.5% |
34% |
False |
False |
29,599 |
| 20 |
6,725.0 |
6,115.0 |
610.0 |
9.6% |
69.2 |
1.1% |
34% |
False |
False |
14,904 |
| 40 |
6,869.0 |
6,115.0 |
754.0 |
11.9% |
46.2 |
0.7% |
28% |
False |
False |
7,509 |
| 60 |
6,869.0 |
6,115.0 |
754.0 |
11.9% |
38.6 |
0.6% |
28% |
False |
False |
5,029 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,806.0 |
|
2.618 |
6,623.2 |
|
1.618 |
6,511.2 |
|
1.000 |
6,442.0 |
|
0.618 |
6,399.2 |
|
HIGH |
6,330.0 |
|
0.618 |
6,287.2 |
|
0.500 |
6,274.0 |
|
0.382 |
6,260.8 |
|
LOW |
6,218.0 |
|
0.618 |
6,148.8 |
|
1.000 |
6,106.0 |
|
1.618 |
6,036.8 |
|
2.618 |
5,924.8 |
|
4.250 |
5,742.0 |
|
|
| Fisher Pivots for day following 21-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,307.3 |
6,297.3 |
| PP |
6,290.7 |
6,270.7 |
| S1 |
6,274.0 |
6,244.0 |
|