Trading Metrics calculated at close of trading on 13-Dec-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2007 |
13-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
1,477.25 |
1,490.00 |
12.75 |
0.9% |
1,484.00 |
High |
1,516.75 |
1,492.25 |
-24.50 |
-1.6% |
1,515.25 |
Low |
1,468.75 |
1,469.75 |
1.00 |
0.1% |
1,462.50 |
Close |
1,490.25 |
1,488.00 |
-2.25 |
-0.2% |
1,507.25 |
Range |
48.00 |
22.50 |
-25.50 |
-53.1% |
52.75 |
ATR |
29.33 |
28.84 |
-0.49 |
-1.7% |
0.00 |
Volume |
2,333,091 |
3,006,773 |
673,682 |
28.9% |
8,325,334 |
|
Daily Pivots for day following 13-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,550.75 |
1,542.00 |
1,500.50 |
|
R3 |
1,528.25 |
1,519.50 |
1,494.25 |
|
R2 |
1,505.75 |
1,505.75 |
1,492.00 |
|
R1 |
1,497.00 |
1,497.00 |
1,490.00 |
1,490.00 |
PP |
1,483.25 |
1,483.25 |
1,483.25 |
1,480.00 |
S1 |
1,474.50 |
1,474.50 |
1,486.00 |
1,467.50 |
S2 |
1,460.75 |
1,460.75 |
1,484.00 |
|
S3 |
1,438.25 |
1,452.00 |
1,481.75 |
|
S4 |
1,415.75 |
1,429.50 |
1,475.50 |
|
|
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% |
31.25 |
2.1% |
33% |
False |
False |
1,899,419 |
10 |
1,527.00 |
1,462.50 |
64.50 |
4.3% |
26.25 |
1.8% |
40% |
False |
False |
1,791,683 |
20 |
1,527.00 |
1,406.25 |
120.75 |
8.1% |
29.25 |
2.0% |
68% |
False |
False |
1,963,175 |
40 |
1,558.75 |
1,406.25 |
152.50 |
10.2% |
28.50 |
1.9% |
54% |
False |
False |
2,036,807 |
60 |
1,586.75 |
1,406.25 |
180.50 |
12.1% |
24.50 |
1.6% |
45% |
False |
False |
1,883,188 |
80 |
1,586.75 |
1,406.25 |
180.50 |
12.1% |
24.25 |
1.6% |
45% |
False |
False |
1,503,116 |
100 |
1,586.75 |
1,385.00 |
201.75 |
13.6% |
26.75 |
1.8% |
51% |
False |
False |
1,203,864 |
120 |
1,586.75 |
1,385.00 |
201.75 |
13.6% |
25.00 |
1.7% |
51% |
False |
False |
1,003,423 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,588.00 |
2.618 |
1,551.25 |
1.618 |
1,528.75 |
1.000 |
1,514.75 |
0.618 |
1,506.25 |
HIGH |
1,492.25 |
0.618 |
1,483.75 |
0.500 |
1,481.00 |
0.382 |
1,478.25 |
LOW |
1,469.75 |
0.618 |
1,455.75 |
1.000 |
1,447.25 |
1.618 |
1,433.25 |
2.618 |
1,410.75 |
4.250 |
1,374.00 |
|
|
Fisher Pivots for day following 13-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
1,485.75 |
1,498.00 |
PP |
1,483.25 |
1,494.50 |
S1 |
1,481.00 |
1,491.25 |
|