Trading Metrics calculated at close of trading on 14-Dec-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2007 |
14-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
1,490.00 |
1,488.25 |
-1.75 |
-0.1% |
1,506.50 |
High |
1,492.25 |
1,494.00 |
1.75 |
0.1% |
1,527.00 |
Low |
1,469.75 |
1,467.50 |
-2.25 |
-0.2% |
1,467.50 |
Close |
1,488.00 |
1,468.00 |
-20.00 |
-1.3% |
1,468.00 |
Range |
22.50 |
26.50 |
4.00 |
17.8% |
59.50 |
ATR |
28.84 |
28.68 |
-0.17 |
-0.6% |
0.00 |
Volume |
3,006,773 |
1,401,591 |
-1,605,182 |
-53.4% |
9,177,850 |
|
Daily Pivots for day following 14-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,556.00 |
1,538.50 |
1,482.50 |
|
R3 |
1,529.50 |
1,512.00 |
1,475.25 |
|
R2 |
1,503.00 |
1,503.00 |
1,472.75 |
|
R1 |
1,485.50 |
1,485.50 |
1,470.50 |
1,481.00 |
PP |
1,476.50 |
1,476.50 |
1,476.50 |
1,474.25 |
S1 |
1,459.00 |
1,459.00 |
1,465.50 |
1,454.50 |
S2 |
1,450.00 |
1,450.00 |
1,463.25 |
|
S3 |
1,423.50 |
1,432.50 |
1,460.75 |
|
S4 |
1,397.00 |
1,406.00 |
1,453.50 |
|
|
Weekly Pivots for week ending 14-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,666.00 |
1,626.50 |
1,500.75 |
|
R3 |
1,606.50 |
1,567.00 |
1,484.25 |
|
R2 |
1,547.00 |
1,547.00 |
1,479.00 |
|
R1 |
1,507.50 |
1,507.50 |
1,473.50 |
1,497.50 |
PP |
1,487.50 |
1,487.50 |
1,487.50 |
1,482.50 |
S1 |
1,448.00 |
1,448.00 |
1,462.50 |
1,438.00 |
S2 |
1,428.00 |
1,428.00 |
1,457.00 |
|
S3 |
1,368.50 |
1,388.50 |
1,451.75 |
|
S4 |
1,309.00 |
1,329.00 |
1,435.25 |
|
|
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 |
1,467.50 |
59.50 |
4.1% |
33.75 |
2.3% |
1% |
False |
True |
1,835,570 |
10 |
1,527.00 |
1,462.50 |
64.50 |
4.4% |
26.50 |
1.8% |
9% |
False |
False |
1,750,318 |
20 |
1,527.00 |
1,406.25 |
120.75 |
8.2% |
28.75 |
2.0% |
51% |
False |
False |
1,938,638 |
40 |
1,558.75 |
1,406.25 |
152.50 |
10.4% |
29.00 |
2.0% |
40% |
False |
False |
2,015,845 |
60 |
1,586.75 |
1,406.25 |
180.50 |
12.3% |
24.50 |
1.7% |
34% |
False |
False |
1,862,353 |
80 |
1,586.75 |
1,406.25 |
180.50 |
12.3% |
24.25 |
1.7% |
34% |
False |
False |
1,520,496 |
100 |
1,586.75 |
1,385.00 |
201.75 |
13.7% |
26.75 |
1.8% |
41% |
False |
False |
1,217,832 |
120 |
1,586.75 |
1,385.00 |
201.75 |
13.7% |
25.25 |
1.7% |
41% |
False |
False |
1,015,096 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,606.50 |
2.618 |
1,563.50 |
1.618 |
1,537.00 |
1.000 |
1,520.50 |
0.618 |
1,510.50 |
HIGH |
1,494.00 |
0.618 |
1,484.00 |
0.500 |
1,480.75 |
0.382 |
1,477.50 |
LOW |
1,467.50 |
0.618 |
1,451.00 |
1.000 |
1,441.00 |
1.618 |
1,424.50 |
2.618 |
1,398.00 |
4.250 |
1,355.00 |
|
|
Fisher Pivots for day following 14-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
1,480.75 |
1,492.00 |
PP |
1,476.50 |
1,484.00 |
S1 |
1,472.25 |
1,476.00 |
|