Trading Metrics calculated at close of trading on 10-Dec-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2007 |
10-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
1,507.00 |
1,506.50 |
-0.50 |
0.0% |
1,484.00 |
High |
1,515.25 |
1,520.75 |
5.50 |
0.4% |
1,515.25 |
Low |
1,500.75 |
1,501.00 |
0.25 |
0.0% |
1,462.50 |
Close |
1,507.25 |
1,518.75 |
11.50 |
0.8% |
1,507.25 |
Range |
14.50 |
19.75 |
5.25 |
36.2% |
52.75 |
ATR |
26.57 |
26.08 |
-0.49 |
-1.8% |
0.00 |
Volume |
1,720,838 |
1,283,732 |
-437,106 |
-25.4% |
8,325,334 |
|
Daily Pivots for day following 10-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,572.75 |
1,565.50 |
1,529.50 |
|
R3 |
1,553.00 |
1,545.75 |
1,524.25 |
|
R2 |
1,533.25 |
1,533.25 |
1,522.25 |
|
R1 |
1,526.00 |
1,526.00 |
1,520.50 |
1,529.50 |
PP |
1,513.50 |
1,513.50 |
1,513.50 |
1,515.25 |
S1 |
1,506.25 |
1,506.25 |
1,517.00 |
1,510.00 |
S2 |
1,493.75 |
1,493.75 |
1,515.25 |
|
S3 |
1,474.00 |
1,486.50 |
1,513.25 |
|
S4 |
1,454.25 |
1,466.75 |
1,508.00 |
|
|
Weekly Pivots for week ending 07-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,653.25 |
1,633.00 |
1,536.25 |
|
R3 |
1,600.50 |
1,580.25 |
1,521.75 |
|
R2 |
1,547.75 |
1,547.75 |
1,517.00 |
|
R1 |
1,527.50 |
1,527.50 |
1,512.00 |
1,537.50 |
PP |
1,495.00 |
1,495.00 |
1,495.00 |
1,500.00 |
S1 |
1,474.75 |
1,474.75 |
1,502.50 |
1,485.00 |
S2 |
1,442.25 |
1,442.25 |
1,497.50 |
|
S3 |
1,389.50 |
1,422.00 |
1,492.75 |
|
S4 |
1,336.75 |
1,369.25 |
1,478.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,520.75 |
1,462.50 |
58.25 |
3.8% |
20.50 |
1.3% |
97% |
True |
False |
1,518,086 |
10 |
1,520.75 |
1,406.25 |
114.50 |
7.5% |
23.75 |
1.6% |
98% |
True |
False |
1,872,308 |
20 |
1,520.75 |
1,406.25 |
114.50 |
7.5% |
28.50 |
1.9% |
98% |
True |
False |
1,965,694 |
40 |
1,576.00 |
1,406.25 |
169.75 |
11.2% |
27.25 |
1.8% |
66% |
False |
False |
2,004,777 |
60 |
1,586.75 |
1,406.25 |
180.50 |
11.9% |
23.75 |
1.6% |
62% |
False |
False |
1,864,196 |
80 |
1,586.75 |
1,406.25 |
180.50 |
11.9% |
24.25 |
1.6% |
62% |
False |
False |
1,422,291 |
100 |
1,586.75 |
1,385.00 |
201.75 |
13.3% |
26.25 |
1.7% |
66% |
False |
False |
1,138,964 |
120 |
1,586.75 |
1,385.00 |
201.75 |
13.3% |
24.50 |
1.6% |
66% |
False |
False |
949,338 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,604.75 |
2.618 |
1,572.50 |
1.618 |
1,552.75 |
1.000 |
1,540.50 |
0.618 |
1,533.00 |
HIGH |
1,520.75 |
0.618 |
1,513.25 |
0.500 |
1,511.00 |
0.382 |
1,508.50 |
LOW |
1,501.00 |
0.618 |
1,488.75 |
1.000 |
1,481.25 |
1.618 |
1,469.00 |
2.618 |
1,449.25 |
4.250 |
1,417.00 |
|
|
Fisher Pivots for day following 10-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
1,516.00 |
1,513.00 |
PP |
1,513.50 |
1,507.25 |
S1 |
1,511.00 |
1,501.50 |
|