Trading Metrics calculated at close of trading on 20-Dec-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2007 |
20-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
7,872.0 |
7,840.0 |
-32.0 |
-0.4% |
7,985.5 |
High |
7,885.5 |
7,922.5 |
37.0 |
0.5% |
8,135.0 |
Low |
7,781.0 |
7,837.0 |
56.0 |
0.7% |
7,875.0 |
Close |
7,849.0 |
7,868.0 |
19.0 |
0.2% |
7,960.0 |
Range |
104.5 |
85.5 |
-19.0 |
-18.2% |
260.0 |
ATR |
132.6 |
129.2 |
-3.4 |
-2.5% |
0.0 |
Volume |
220,940 |
146,153 |
-74,787 |
-33.8% |
850,914 |
|
Daily Pivots for day following 20-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,132.3 |
8,085.7 |
7,915.0 |
|
R3 |
8,046.8 |
8,000.2 |
7,891.5 |
|
R2 |
7,961.3 |
7,961.3 |
7,883.7 |
|
R1 |
7,914.7 |
7,914.7 |
7,875.8 |
7,938.0 |
PP |
7,875.8 |
7,875.8 |
7,875.8 |
7,887.5 |
S1 |
7,829.2 |
7,829.2 |
7,860.2 |
7,852.5 |
S2 |
7,790.3 |
7,790.3 |
7,852.3 |
|
S3 |
7,704.8 |
7,743.7 |
7,844.5 |
|
S4 |
7,619.3 |
7,658.2 |
7,821.0 |
|
|
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 |
7,996.5 |
7,772.5 |
224.0 |
2.8% |
116.1 |
1.5% |
43% |
False |
False |
184,105 |
10 |
8,135.0 |
7,772.5 |
362.5 |
4.6% |
127.2 |
1.6% |
26% |
False |
False |
172,429 |
20 |
8,135.0 |
7,560.5 |
574.5 |
7.3% |
114.0 |
1.4% |
54% |
False |
False |
138,203 |
40 |
8,135.0 |
7,501.0 |
634.0 |
8.1% |
115.0 |
1.5% |
58% |
False |
False |
145,861 |
60 |
8,135.0 |
7,501.0 |
634.0 |
8.1% |
106.0 |
1.3% |
58% |
False |
False |
148,412 |
80 |
8,135.0 |
7,465.0 |
670.0 |
8.5% |
104.8 |
1.3% |
60% |
False |
False |
125,109 |
100 |
8,135.0 |
7,307.0 |
828.0 |
10.5% |
110.7 |
1.4% |
68% |
False |
False |
100,288 |
120 |
8,300.0 |
7,307.0 |
993.0 |
12.6% |
116.1 |
1.5% |
56% |
False |
False |
83,664 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,285.9 |
2.618 |
8,146.3 |
1.618 |
8,060.8 |
1.000 |
8,008.0 |
0.618 |
7,975.3 |
HIGH |
7,922.5 |
0.618 |
7,889.8 |
0.500 |
7,879.8 |
0.382 |
7,869.7 |
LOW |
7,837.0 |
0.618 |
7,784.2 |
1.000 |
7,751.5 |
1.618 |
7,698.7 |
2.618 |
7,613.2 |
4.250 |
7,473.6 |
|
|
Fisher Pivots for day following 20-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
7,879.8 |
7,867.8 |
PP |
7,875.8 |
7,867.7 |
S1 |
7,871.9 |
7,867.5 |
|