Trading Metrics calculated at close of trading on 13-Dec-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2007 |
13-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
7,950.5 |
8,033.5 |
83.0 |
1.0% |
7,866.0 |
High |
8,135.0 |
8,047.0 |
-88.0 |
-1.1% |
8,031.0 |
Low |
7,937.5 |
7,928.0 |
-9.5 |
-0.1% |
7,806.0 |
Close |
8,088.0 |
7,941.5 |
-146.5 |
-1.8% |
8,007.5 |
Range |
197.5 |
119.0 |
-78.5 |
-39.7% |
225.0 |
ATR |
126.6 |
129.0 |
2.4 |
1.9% |
0.0 |
Volume |
215,015 |
200,456 |
-14,559 |
-6.8% |
515,762 |
|
Daily Pivots for day following 13-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,329.2 |
8,254.3 |
8,007.0 |
|
R3 |
8,210.2 |
8,135.3 |
7,974.2 |
|
R2 |
8,091.2 |
8,091.2 |
7,963.3 |
|
R1 |
8,016.3 |
8,016.3 |
7,952.4 |
7,994.3 |
PP |
7,972.2 |
7,972.2 |
7,972.2 |
7,961.1 |
S1 |
7,897.3 |
7,897.3 |
7,930.6 |
7,875.3 |
S2 |
7,853.2 |
7,853.2 |
7,919.7 |
|
S3 |
7,734.2 |
7,778.3 |
7,908.8 |
|
S4 |
7,615.2 |
7,659.3 |
7,876.1 |
|
|
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 |
8,135.0 |
7,875.0 |
260.0 |
3.3% |
138.2 |
1.7% |
26% |
False |
False |
160,752 |
10 |
8,135.0 |
7,801.5 |
333.5 |
4.2% |
111.3 |
1.4% |
42% |
False |
False |
138,010 |
20 |
8,135.0 |
7,501.0 |
634.0 |
8.0% |
112.5 |
1.4% |
69% |
False |
False |
138,922 |
40 |
8,135.0 |
7,501.0 |
634.0 |
8.0% |
114.0 |
1.4% |
69% |
False |
False |
145,394 |
60 |
8,135.0 |
7,501.0 |
634.0 |
8.0% |
101.4 |
1.3% |
69% |
False |
False |
145,493 |
80 |
8,135.0 |
7,460.0 |
675.0 |
8.5% |
104.5 |
1.3% |
71% |
False |
False |
113,664 |
100 |
8,135.0 |
7,307.0 |
828.0 |
10.4% |
112.0 |
1.4% |
77% |
False |
False |
91,113 |
120 |
8,300.0 |
7,307.0 |
993.0 |
12.5% |
115.0 |
1.4% |
64% |
False |
False |
76,007 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,552.8 |
2.618 |
8,358.5 |
1.618 |
8,239.5 |
1.000 |
8,166.0 |
0.618 |
8,120.5 |
HIGH |
8,047.0 |
0.618 |
8,001.5 |
0.500 |
7,987.5 |
0.382 |
7,973.5 |
LOW |
7,928.0 |
0.618 |
7,854.5 |
1.000 |
7,809.0 |
1.618 |
7,735.5 |
2.618 |
7,616.5 |
4.250 |
7,422.3 |
|
|
Fisher Pivots for day following 13-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
7,987.5 |
8,005.0 |
PP |
7,972.2 |
7,983.8 |
S1 |
7,956.8 |
7,962.7 |
|