Trading Metrics calculated at close of trading on 14-Dec-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2007 |
14-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
8,033.5 |
7,976.5 |
-57.0 |
-0.7% |
7,985.5 |
High |
8,047.0 |
7,996.5 |
-50.5 |
-0.6% |
8,135.0 |
Low |
7,928.0 |
7,882.5 |
-45.5 |
-0.6% |
7,875.0 |
Close |
7,941.5 |
7,960.0 |
18.5 |
0.2% |
7,960.0 |
Range |
119.0 |
114.0 |
-5.0 |
-4.2% |
260.0 |
ATR |
129.0 |
127.9 |
-1.1 |
-0.8% |
0.0 |
Volume |
200,456 |
158,306 |
-42,150 |
-21.0% |
850,914 |
|
Daily Pivots for day following 14-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,288.3 |
8,238.2 |
8,022.7 |
|
R3 |
8,174.3 |
8,124.2 |
7,991.4 |
|
R2 |
8,060.3 |
8,060.3 |
7,980.9 |
|
R1 |
8,010.2 |
8,010.2 |
7,970.5 |
7,978.3 |
PP |
7,946.3 |
7,946.3 |
7,946.3 |
7,930.4 |
S1 |
7,896.2 |
7,896.2 |
7,949.6 |
7,864.3 |
S2 |
7,832.3 |
7,832.3 |
7,939.1 |
|
S3 |
7,718.3 |
7,782.2 |
7,928.7 |
|
S4 |
7,604.3 |
7,668.2 |
7,897.3 |
|
|
Weekly Pivots for week ending 14-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,770.0 |
8,625.0 |
8,103.0 |
|
R3 |
8,510.0 |
8,365.0 |
8,031.5 |
|
R2 |
8,250.0 |
8,250.0 |
8,007.7 |
|
R1 |
8,105.0 |
8,105.0 |
7,983.8 |
8,047.5 |
PP |
7,990.0 |
7,990.0 |
7,990.0 |
7,961.3 |
S1 |
7,845.0 |
7,845.0 |
7,936.2 |
7,787.5 |
S2 |
7,730.0 |
7,730.0 |
7,912.3 |
|
S3 |
7,470.0 |
7,585.0 |
7,888.5 |
|
S4 |
7,210.0 |
7,325.0 |
7,817.0 |
|
|
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% |
150.0 |
1.9% |
33% |
False |
False |
170,182 |
10 |
8,135.0 |
7,806.0 |
329.0 |
4.1% |
111.0 |
1.4% |
47% |
False |
False |
136,667 |
20 |
8,135.0 |
7,501.0 |
634.0 |
8.0% |
113.4 |
1.4% |
72% |
False |
False |
136,956 |
40 |
8,135.0 |
7,501.0 |
634.0 |
8.0% |
113.3 |
1.4% |
72% |
False |
False |
144,539 |
60 |
8,135.0 |
7,501.0 |
634.0 |
8.0% |
101.6 |
1.3% |
72% |
False |
False |
144,928 |
80 |
8,135.0 |
7,460.0 |
675.0 |
8.5% |
104.8 |
1.3% |
74% |
False |
False |
115,638 |
100 |
8,135.0 |
7,307.0 |
828.0 |
10.4% |
111.7 |
1.4% |
79% |
False |
False |
92,688 |
120 |
8,300.0 |
7,307.0 |
993.0 |
12.5% |
114.9 |
1.4% |
66% |
False |
False |
77,325 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,481.0 |
2.618 |
8,295.0 |
1.618 |
8,181.0 |
1.000 |
8,110.5 |
0.618 |
8,067.0 |
HIGH |
7,996.5 |
0.618 |
7,953.0 |
0.500 |
7,939.5 |
0.382 |
7,926.0 |
LOW |
7,882.5 |
0.618 |
7,812.0 |
1.000 |
7,768.5 |
1.618 |
7,698.0 |
2.618 |
7,584.0 |
4.250 |
7,398.0 |
|
|
Fisher Pivots for day following 14-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
7,953.2 |
8,008.8 |
PP |
7,946.3 |
7,992.5 |
S1 |
7,939.5 |
7,976.3 |
|