Trading Metrics calculated at close of trading on 10-Dec-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2007 |
10-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
8,004.5 |
7,985.5 |
-19.0 |
-0.2% |
7,866.0 |
High |
8,026.0 |
8,071.5 |
45.5 |
0.6% |
8,031.0 |
Low |
7,971.0 |
7,961.5 |
-9.5 |
-0.1% |
7,806.0 |
Close |
8,007.5 |
8,046.5 |
39.0 |
0.5% |
8,007.5 |
Range |
55.0 |
110.0 |
55.0 |
100.0% |
225.0 |
ATR |
114.7 |
114.4 |
-0.3 |
-0.3% |
0.0 |
Volume |
111,155 |
118,686 |
7,531 |
6.8% |
515,762 |
|
Daily Pivots for day following 10-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,356.5 |
8,311.5 |
8,107.0 |
|
R3 |
8,246.5 |
8,201.5 |
8,076.8 |
|
R2 |
8,136.5 |
8,136.5 |
8,066.7 |
|
R1 |
8,091.5 |
8,091.5 |
8,056.6 |
8,114.0 |
PP |
8,026.5 |
8,026.5 |
8,026.5 |
8,037.8 |
S1 |
7,981.5 |
7,981.5 |
8,036.4 |
8,004.0 |
S2 |
7,916.5 |
7,916.5 |
8,026.3 |
|
S3 |
7,806.5 |
7,871.5 |
8,016.3 |
|
S4 |
7,696.5 |
7,761.5 |
7,986.0 |
|
|
Weekly Pivots for week ending 07-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,623.2 |
8,540.3 |
8,131.3 |
|
R3 |
8,398.2 |
8,315.3 |
8,069.4 |
|
R2 |
8,173.2 |
8,173.2 |
8,048.8 |
|
R1 |
8,090.3 |
8,090.3 |
8,028.1 |
8,131.8 |
PP |
7,948.2 |
7,948.2 |
7,948.2 |
7,968.9 |
S1 |
7,865.3 |
7,865.3 |
7,986.9 |
7,906.8 |
S2 |
7,723.2 |
7,723.2 |
7,966.3 |
|
S3 |
7,498.2 |
7,640.3 |
7,945.6 |
|
S4 |
7,273.2 |
7,415.3 |
7,883.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,071.5 |
7,806.0 |
265.5 |
3.3% |
80.5 |
1.0% |
91% |
True |
False |
105,169 |
10 |
8,071.5 |
7,560.5 |
511.0 |
6.4% |
100.3 |
1.2% |
95% |
True |
False |
116,193 |
20 |
8,071.5 |
7,501.0 |
570.5 |
7.1% |
109.6 |
1.4% |
96% |
True |
False |
139,397 |
40 |
8,100.0 |
7,501.0 |
599.0 |
7.4% |
107.3 |
1.3% |
91% |
False |
False |
143,935 |
60 |
8,130.5 |
7,501.0 |
629.5 |
7.8% |
99.0 |
1.2% |
87% |
False |
False |
140,568 |
80 |
8,130.5 |
7,459.0 |
671.5 |
8.3% |
102.2 |
1.3% |
87% |
False |
False |
106,548 |
100 |
8,130.5 |
7,307.0 |
823.5 |
10.2% |
113.8 |
1.4% |
90% |
False |
False |
85,405 |
120 |
8,300.0 |
7,307.0 |
993.0 |
12.3% |
113.0 |
1.4% |
74% |
False |
False |
71,232 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,539.0 |
2.618 |
8,359.5 |
1.618 |
8,249.5 |
1.000 |
8,181.5 |
0.618 |
8,139.5 |
HIGH |
8,071.5 |
0.618 |
8,029.5 |
0.500 |
8,016.5 |
0.382 |
8,003.5 |
LOW |
7,961.5 |
0.618 |
7,893.5 |
1.000 |
7,851.5 |
1.618 |
7,783.5 |
2.618 |
7,673.5 |
4.250 |
7,494.0 |
|
|
Fisher Pivots for day following 10-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
8,036.5 |
8,030.5 |
PP |
8,026.5 |
8,014.5 |
S1 |
8,016.5 |
7,998.5 |
|