Trading Metrics calculated at close of trading on 17-Dec-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2007 |
17-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
1,488.25 |
1,468.00 |
-20.25 |
-1.4% |
1,506.50 |
High |
1,494.00 |
1,468.00 |
-26.00 |
-1.7% |
1,527.00 |
Low |
1,467.50 |
1,444.75 |
-22.75 |
-1.6% |
1,467.50 |
Close |
1,468.00 |
1,446.50 |
-21.50 |
-1.5% |
1,468.00 |
Range |
26.50 |
23.25 |
-3.25 |
-12.3% |
59.50 |
ATR |
28.68 |
28.29 |
-0.39 |
-1.4% |
0.00 |
Volume |
1,401,591 |
658,529 |
-743,062 |
-53.0% |
9,177,850 |
|
Daily Pivots for day following 17-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,522.75 |
1,508.00 |
1,459.25 |
|
R3 |
1,499.50 |
1,484.75 |
1,453.00 |
|
R2 |
1,476.25 |
1,476.25 |
1,450.75 |
|
R1 |
1,461.50 |
1,461.50 |
1,448.75 |
1,457.25 |
PP |
1,453.00 |
1,453.00 |
1,453.00 |
1,451.00 |
S1 |
1,438.25 |
1,438.25 |
1,444.25 |
1,434.00 |
S2 |
1,429.75 |
1,429.75 |
1,442.25 |
|
S3 |
1,406.50 |
1,415.00 |
1,440.00 |
|
S4 |
1,383.25 |
1,391.75 |
1,433.75 |
|
|
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 |
1,444.75 |
82.25 |
5.7% |
34.25 |
2.4% |
2% |
False |
True |
1,710,529 |
10 |
1,527.00 |
1,444.75 |
82.25 |
5.7% |
27.50 |
1.9% |
2% |
False |
True |
1,614,308 |
20 |
1,527.00 |
1,406.25 |
120.75 |
8.3% |
29.00 |
2.0% |
33% |
False |
False |
1,858,749 |
40 |
1,558.75 |
1,406.25 |
152.50 |
10.5% |
28.25 |
2.0% |
26% |
False |
False |
1,993,400 |
60 |
1,586.75 |
1,406.25 |
180.50 |
12.5% |
24.75 |
1.7% |
22% |
False |
False |
1,836,637 |
80 |
1,586.75 |
1,406.25 |
180.50 |
12.5% |
24.25 |
1.7% |
22% |
False |
False |
1,528,583 |
100 |
1,586.75 |
1,385.00 |
201.75 |
13.9% |
26.50 |
1.8% |
30% |
False |
False |
1,224,380 |
120 |
1,586.75 |
1,385.00 |
201.75 |
13.9% |
25.00 |
1.7% |
30% |
False |
False |
1,020,574 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,566.75 |
2.618 |
1,528.75 |
1.618 |
1,505.50 |
1.000 |
1,491.25 |
0.618 |
1,482.25 |
HIGH |
1,468.00 |
0.618 |
1,459.00 |
0.500 |
1,456.50 |
0.382 |
1,453.75 |
LOW |
1,444.75 |
0.618 |
1,430.50 |
1.000 |
1,421.50 |
1.618 |
1,407.25 |
2.618 |
1,384.00 |
4.250 |
1,346.00 |
|
|
Fisher Pivots for day following 17-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
1,456.50 |
1,469.50 |
PP |
1,453.00 |
1,461.75 |
S1 |
1,449.75 |
1,454.00 |
|