Trading Metrics calculated at close of trading on 11-Dec-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2007 |
11-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
1,506.50 |
1,518.50 |
12.00 |
0.8% |
1,484.00 |
High |
1,520.75 |
1,527.00 |
6.25 |
0.4% |
1,515.25 |
Low |
1,501.00 |
1,475.50 |
-25.50 |
-1.7% |
1,462.50 |
Close |
1,518.75 |
1,478.00 |
-40.75 |
-2.7% |
1,507.25 |
Range |
19.75 |
51.50 |
31.75 |
160.8% |
52.75 |
ATR |
26.08 |
27.90 |
1.82 |
7.0% |
0.00 |
Volume |
1,283,732 |
1,152,663 |
-131,069 |
-10.2% |
8,325,334 |
|
Daily Pivots for day following 11-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,648.00 |
1,614.50 |
1,506.25 |
|
R3 |
1,596.50 |
1,563.00 |
1,492.25 |
|
R2 |
1,545.00 |
1,545.00 |
1,487.50 |
|
R1 |
1,511.50 |
1,511.50 |
1,482.75 |
1,502.50 |
PP |
1,493.50 |
1,493.50 |
1,493.50 |
1,489.00 |
S1 |
1,460.00 |
1,460.00 |
1,473.25 |
1,451.00 |
S2 |
1,442.00 |
1,442.00 |
1,468.50 |
|
S3 |
1,390.50 |
1,408.50 |
1,463.75 |
|
S4 |
1,339.00 |
1,357.00 |
1,449.75 |
|
|
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 |
1,527.00 |
1,463.00 |
64.00 |
4.3% |
28.00 |
1.9% |
23% |
True |
False |
1,454,284 |
10 |
1,527.00 |
1,420.50 |
106.50 |
7.2% |
26.25 |
1.8% |
54% |
True |
False |
1,755,294 |
20 |
1,527.00 |
1,406.25 |
120.75 |
8.2% |
29.50 |
2.0% |
59% |
True |
False |
1,896,655 |
40 |
1,561.75 |
1,406.25 |
155.50 |
10.5% |
28.00 |
1.9% |
46% |
False |
False |
1,998,275 |
60 |
1,586.75 |
1,406.25 |
180.50 |
12.2% |
24.50 |
1.7% |
40% |
False |
False |
1,860,111 |
80 |
1,586.75 |
1,406.25 |
180.50 |
12.2% |
23.75 |
1.6% |
40% |
False |
False |
1,436,508 |
100 |
1,586.75 |
1,385.00 |
201.75 |
13.7% |
26.50 |
1.8% |
46% |
False |
False |
1,150,480 |
120 |
1,586.75 |
1,385.00 |
201.75 |
13.7% |
25.00 |
1.7% |
46% |
False |
False |
958,938 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,746.00 |
2.618 |
1,661.75 |
1.618 |
1,610.25 |
1.000 |
1,578.50 |
0.618 |
1,558.75 |
HIGH |
1,527.00 |
0.618 |
1,507.25 |
0.500 |
1,501.25 |
0.382 |
1,495.25 |
LOW |
1,475.50 |
0.618 |
1,443.75 |
1.000 |
1,424.00 |
1.618 |
1,392.25 |
2.618 |
1,340.75 |
4.250 |
1,256.50 |
|
|
Fisher Pivots for day following 11-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
1,501.25 |
1,501.25 |
PP |
1,493.50 |
1,493.50 |
S1 |
1,485.75 |
1,485.75 |
|