Trading Metrics calculated at close of trading on 18-Dec-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2007 |
18-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
7,871.0 |
7,805.5 |
-65.5 |
-0.8% |
7,985.5 |
High |
7,881.0 |
7,954.0 |
73.0 |
0.9% |
8,135.0 |
Low |
7,772.5 |
7,786.0 |
13.5 |
0.2% |
7,875.0 |
Close |
7,842.0 |
7,870.0 |
28.0 |
0.4% |
7,960.0 |
Range |
108.5 |
168.0 |
59.5 |
54.8% |
260.0 |
ATR |
132.2 |
134.7 |
2.6 |
1.9% |
0.0 |
Volume |
168,178 |
226,950 |
58,772 |
34.9% |
850,914 |
|
Daily Pivots for day following 18-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,374.0 |
8,290.0 |
7,962.4 |
|
R3 |
8,206.0 |
8,122.0 |
7,916.2 |
|
R2 |
8,038.0 |
8,038.0 |
7,900.8 |
|
R1 |
7,954.0 |
7,954.0 |
7,885.4 |
7,996.0 |
PP |
7,870.0 |
7,870.0 |
7,870.0 |
7,891.0 |
S1 |
7,786.0 |
7,786.0 |
7,854.6 |
7,828.0 |
S2 |
7,702.0 |
7,702.0 |
7,839.2 |
|
S3 |
7,534.0 |
7,618.0 |
7,823.8 |
|
S4 |
7,366.0 |
7,450.0 |
7,777.6 |
|
|
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% |
141.4 |
1.8% |
27% |
False |
False |
193,781 |
10 |
8,135.0 |
7,772.5 |
362.5 |
4.6% |
125.3 |
1.6% |
27% |
False |
False |
152,552 |
20 |
8,135.0 |
7,501.0 |
634.0 |
8.1% |
114.4 |
1.5% |
58% |
False |
False |
135,689 |
40 |
8,135.0 |
7,501.0 |
634.0 |
8.1% |
116.7 |
1.5% |
58% |
False |
False |
146,614 |
60 |
8,135.0 |
7,501.0 |
634.0 |
8.1% |
104.3 |
1.3% |
58% |
False |
False |
147,000 |
80 |
8,135.0 |
7,460.0 |
675.0 |
8.6% |
105.8 |
1.3% |
61% |
False |
False |
120,567 |
100 |
8,135.0 |
7,307.0 |
828.0 |
10.5% |
111.8 |
1.4% |
68% |
False |
False |
96,625 |
120 |
8,300.0 |
7,307.0 |
993.0 |
12.6% |
116.2 |
1.5% |
57% |
False |
False |
80,612 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,668.0 |
2.618 |
8,393.8 |
1.618 |
8,225.8 |
1.000 |
8,122.0 |
0.618 |
8,057.8 |
HIGH |
7,954.0 |
0.618 |
7,889.8 |
0.500 |
7,870.0 |
0.382 |
7,850.2 |
LOW |
7,786.0 |
0.618 |
7,682.2 |
1.000 |
7,618.0 |
1.618 |
7,514.2 |
2.618 |
7,346.2 |
4.250 |
7,072.0 |
|
|
Fisher Pivots for day following 18-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
7,870.0 |
7,884.5 |
PP |
7,870.0 |
7,879.7 |
S1 |
7,870.0 |
7,874.8 |
|