Trading Metrics calculated at close of trading on 12-Dec-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2007 |
12-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
1,518.50 |
1,477.25 |
-41.25 |
-2.7% |
1,484.00 |
High |
1,527.00 |
1,516.75 |
-10.25 |
-0.7% |
1,515.25 |
Low |
1,475.50 |
1,468.75 |
-6.75 |
-0.5% |
1,462.50 |
Close |
1,478.00 |
1,490.25 |
12.25 |
0.8% |
1,507.25 |
Range |
51.50 |
48.00 |
-3.50 |
-6.8% |
52.75 |
ATR |
27.90 |
29.33 |
1.44 |
5.1% |
0.00 |
Volume |
1,152,663 |
2,333,091 |
1,180,428 |
102.4% |
8,325,334 |
|
Daily Pivots for day following 12-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,636.00 |
1,611.00 |
1,516.75 |
|
R3 |
1,588.00 |
1,563.00 |
1,503.50 |
|
R2 |
1,540.00 |
1,540.00 |
1,499.00 |
|
R1 |
1,515.00 |
1,515.00 |
1,494.75 |
1,527.50 |
PP |
1,492.00 |
1,492.00 |
1,492.00 |
1,498.00 |
S1 |
1,467.00 |
1,467.00 |
1,485.75 |
1,479.50 |
S2 |
1,444.00 |
1,444.00 |
1,481.50 |
|
S3 |
1,396.00 |
1,419.00 |
1,477.00 |
|
S4 |
1,348.00 |
1,371.00 |
1,463.75 |
|
|
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 |
1,468.75 |
58.25 |
3.9% |
32.50 |
2.2% |
37% |
False |
True |
1,644,730 |
10 |
1,527.00 |
1,460.75 |
66.25 |
4.4% |
25.50 |
1.7% |
45% |
False |
False |
1,732,731 |
20 |
1,527.00 |
1,406.25 |
120.75 |
8.1% |
29.50 |
2.0% |
70% |
False |
False |
1,916,003 |
40 |
1,561.25 |
1,406.25 |
155.00 |
10.4% |
28.75 |
1.9% |
54% |
False |
False |
2,007,748 |
60 |
1,586.75 |
1,406.25 |
180.50 |
12.1% |
24.50 |
1.6% |
47% |
False |
False |
1,876,453 |
80 |
1,586.75 |
1,406.25 |
180.50 |
12.1% |
24.25 |
1.6% |
47% |
False |
False |
1,465,603 |
100 |
1,586.75 |
1,385.00 |
201.75 |
13.5% |
26.75 |
1.8% |
52% |
False |
False |
1,173,802 |
120 |
1,586.75 |
1,385.00 |
201.75 |
13.5% |
25.00 |
1.7% |
52% |
False |
False |
978,373 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,720.75 |
2.618 |
1,642.50 |
1.618 |
1,594.50 |
1.000 |
1,564.75 |
0.618 |
1,546.50 |
HIGH |
1,516.75 |
0.618 |
1,498.50 |
0.500 |
1,492.75 |
0.382 |
1,487.00 |
LOW |
1,468.75 |
0.618 |
1,439.00 |
1.000 |
1,420.75 |
1.618 |
1,391.00 |
2.618 |
1,343.00 |
4.250 |
1,264.75 |
|
|
Fisher Pivots for day following 12-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
1,492.75 |
1,498.00 |
PP |
1,492.00 |
1,495.25 |
S1 |
1,491.00 |
1,492.75 |
|