Trading Metrics calculated at close of trading on 17-Dec-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2007 |
17-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
7,976.5 |
7,871.0 |
-105.5 |
-1.3% |
7,985.5 |
High |
7,996.5 |
7,881.0 |
-115.5 |
-1.4% |
8,135.0 |
Low |
7,882.5 |
7,772.5 |
-110.0 |
-1.4% |
7,875.0 |
Close |
7,960.0 |
7,842.0 |
-118.0 |
-1.5% |
7,960.0 |
Range |
114.0 |
108.5 |
-5.5 |
-4.8% |
260.0 |
ATR |
127.9 |
132.2 |
4.3 |
3.3% |
0.0 |
Volume |
158,306 |
168,178 |
9,872 |
6.2% |
850,914 |
|
Daily Pivots for day following 17-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,157.3 |
8,108.2 |
7,901.7 |
|
R3 |
8,048.8 |
7,999.7 |
7,871.8 |
|
R2 |
7,940.3 |
7,940.3 |
7,861.9 |
|
R1 |
7,891.2 |
7,891.2 |
7,851.9 |
7,861.5 |
PP |
7,831.8 |
7,831.8 |
7,831.8 |
7,817.0 |
S1 |
7,782.7 |
7,782.7 |
7,832.1 |
7,753.0 |
S2 |
7,723.3 |
7,723.3 |
7,822.1 |
|
S3 |
7,614.8 |
7,674.2 |
7,812.2 |
|
S4 |
7,506.3 |
7,565.7 |
7,782.3 |
|
|
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 |
7,772.5 |
362.5 |
4.6% |
149.7 |
1.9% |
19% |
False |
True |
180,081 |
10 |
8,135.0 |
7,772.5 |
362.5 |
4.6% |
115.1 |
1.5% |
19% |
False |
True |
142,625 |
20 |
8,135.0 |
7,501.0 |
634.0 |
8.1% |
111.5 |
1.4% |
54% |
False |
False |
135,317 |
40 |
8,135.0 |
7,501.0 |
634.0 |
8.1% |
114.0 |
1.5% |
54% |
False |
False |
144,227 |
60 |
8,135.0 |
7,501.0 |
634.0 |
8.1% |
102.7 |
1.3% |
54% |
False |
False |
145,935 |
80 |
8,135.0 |
7,460.0 |
675.0 |
8.6% |
105.2 |
1.3% |
57% |
False |
False |
117,736 |
100 |
8,135.0 |
7,307.0 |
828.0 |
10.6% |
111.3 |
1.4% |
65% |
False |
False |
94,360 |
120 |
8,300.0 |
7,307.0 |
993.0 |
12.7% |
115.3 |
1.5% |
54% |
False |
False |
78,725 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,342.1 |
2.618 |
8,165.1 |
1.618 |
8,056.6 |
1.000 |
7,989.5 |
0.618 |
7,948.1 |
HIGH |
7,881.0 |
0.618 |
7,839.6 |
0.500 |
7,826.8 |
0.382 |
7,813.9 |
LOW |
7,772.5 |
0.618 |
7,705.4 |
1.000 |
7,664.0 |
1.618 |
7,596.9 |
2.618 |
7,488.4 |
4.250 |
7,311.4 |
|
|
Fisher Pivots for day following 17-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
7,836.9 |
7,909.8 |
PP |
7,831.8 |
7,887.2 |
S1 |
7,826.8 |
7,864.6 |
|