Trading Metrics calculated at close of trading on 19-Dec-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2007 |
19-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
7,805.5 |
7,872.0 |
66.5 |
0.9% |
7,985.5 |
High |
7,954.0 |
7,885.5 |
-68.5 |
-0.9% |
8,135.0 |
Low |
7,786.0 |
7,781.0 |
-5.0 |
-0.1% |
7,875.0 |
Close |
7,870.0 |
7,849.0 |
-21.0 |
-0.3% |
7,960.0 |
Range |
168.0 |
104.5 |
-63.5 |
-37.8% |
260.0 |
ATR |
134.7 |
132.6 |
-2.2 |
-1.6% |
0.0 |
Volume |
226,950 |
220,940 |
-6,010 |
-2.6% |
850,914 |
|
Daily Pivots for day following 19-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,152.0 |
8,105.0 |
7,906.5 |
|
R3 |
8,047.5 |
8,000.5 |
7,877.7 |
|
R2 |
7,943.0 |
7,943.0 |
7,868.2 |
|
R1 |
7,896.0 |
7,896.0 |
7,858.6 |
7,867.3 |
PP |
7,838.5 |
7,838.5 |
7,838.5 |
7,824.1 |
S1 |
7,791.5 |
7,791.5 |
7,839.4 |
7,762.8 |
S2 |
7,734.0 |
7,734.0 |
7,829.8 |
|
S3 |
7,629.5 |
7,687.0 |
7,820.3 |
|
S4 |
7,525.0 |
7,582.5 |
7,791.5 |
|
|
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 |
8,047.0 |
7,772.5 |
274.5 |
3.5% |
122.8 |
1.6% |
28% |
False |
False |
194,966 |
10 |
8,135.0 |
7,772.5 |
362.5 |
4.6% |
129.2 |
1.6% |
21% |
False |
False |
174,646 |
20 |
8,135.0 |
7,513.5 |
621.5 |
7.9% |
114.6 |
1.5% |
54% |
False |
False |
135,984 |
40 |
8,135.0 |
7,501.0 |
634.0 |
8.1% |
116.9 |
1.5% |
55% |
False |
False |
147,312 |
60 |
8,135.0 |
7,501.0 |
634.0 |
8.1% |
105.4 |
1.3% |
55% |
False |
False |
148,466 |
80 |
8,135.0 |
7,465.0 |
670.0 |
8.5% |
105.2 |
1.3% |
57% |
False |
False |
123,302 |
100 |
8,135.0 |
7,307.0 |
828.0 |
10.5% |
110.4 |
1.4% |
65% |
False |
False |
98,830 |
120 |
8,300.0 |
7,307.0 |
993.0 |
12.7% |
116.8 |
1.5% |
55% |
False |
False |
82,451 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,329.6 |
2.618 |
8,159.1 |
1.618 |
8,054.6 |
1.000 |
7,990.0 |
0.618 |
7,950.1 |
HIGH |
7,885.5 |
0.618 |
7,845.6 |
0.500 |
7,833.3 |
0.382 |
7,820.9 |
LOW |
7,781.0 |
0.618 |
7,716.4 |
1.000 |
7,676.5 |
1.618 |
7,611.9 |
2.618 |
7,507.4 |
4.250 |
7,336.9 |
|
|
Fisher Pivots for day following 19-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
7,843.8 |
7,863.3 |
PP |
7,838.5 |
7,858.5 |
S1 |
7,833.3 |
7,853.8 |
|