Trading Metrics calculated at close of trading on 18-Dec-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2007 |
18-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
1,468.00 |
1,447.00 |
-21.00 |
-1.4% |
1,506.50 |
High |
1,468.00 |
1,461.75 |
-6.25 |
-0.4% |
1,527.00 |
Low |
1,444.75 |
1,435.50 |
-9.25 |
-0.6% |
1,467.50 |
Close |
1,446.50 |
1,455.75 |
9.25 |
0.6% |
1,468.00 |
Range |
23.25 |
26.25 |
3.00 |
12.9% |
59.50 |
ATR |
28.29 |
28.14 |
-0.15 |
-0.5% |
0.00 |
Volume |
658,529 |
630,342 |
-28,187 |
-4.3% |
9,177,850 |
|
Daily Pivots for day following 18-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,529.75 |
1,519.00 |
1,470.25 |
|
R3 |
1,503.50 |
1,492.75 |
1,463.00 |
|
R2 |
1,477.25 |
1,477.25 |
1,460.50 |
|
R1 |
1,466.50 |
1,466.50 |
1,458.25 |
1,472.00 |
PP |
1,451.00 |
1,451.00 |
1,451.00 |
1,453.75 |
S1 |
1,440.25 |
1,440.25 |
1,453.25 |
1,445.50 |
S2 |
1,424.75 |
1,424.75 |
1,451.00 |
|
S3 |
1,398.50 |
1,414.00 |
1,448.50 |
|
S4 |
1,372.25 |
1,387.75 |
1,441.25 |
|
|
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 |
1,516.75 |
1,435.50 |
81.25 |
5.6% |
29.25 |
2.0% |
25% |
False |
True |
1,606,065 |
10 |
1,527.00 |
1,435.50 |
91.50 |
6.3% |
28.75 |
2.0% |
22% |
False |
True |
1,530,174 |
20 |
1,527.00 |
1,406.25 |
120.75 |
8.3% |
28.75 |
2.0% |
41% |
False |
False |
1,783,473 |
40 |
1,558.75 |
1,406.25 |
152.50 |
10.5% |
28.50 |
2.0% |
32% |
False |
False |
1,941,914 |
60 |
1,586.75 |
1,406.25 |
180.50 |
12.4% |
25.00 |
1.7% |
27% |
False |
False |
1,824,697 |
80 |
1,586.75 |
1,406.25 |
180.50 |
12.4% |
24.25 |
1.7% |
27% |
False |
False |
1,536,160 |
100 |
1,586.75 |
1,385.00 |
201.75 |
13.9% |
26.25 |
1.8% |
35% |
False |
False |
1,230,647 |
120 |
1,586.75 |
1,385.00 |
201.75 |
13.9% |
25.25 |
1.7% |
35% |
False |
False |
1,025,824 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,573.25 |
2.618 |
1,530.50 |
1.618 |
1,504.25 |
1.000 |
1,488.00 |
0.618 |
1,478.00 |
HIGH |
1,461.75 |
0.618 |
1,451.75 |
0.500 |
1,448.50 |
0.382 |
1,445.50 |
LOW |
1,435.50 |
0.618 |
1,419.25 |
1.000 |
1,409.25 |
1.618 |
1,393.00 |
2.618 |
1,366.75 |
4.250 |
1,324.00 |
|
|
Fisher Pivots for day following 18-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
1,453.50 |
1,464.75 |
PP |
1,451.00 |
1,461.75 |
S1 |
1,448.50 |
1,458.75 |
|