Trading Metrics calculated at close of trading on 19-Dec-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2007 |
19-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
1,447.00 |
1,455.50 |
8.50 |
0.6% |
1,506.50 |
High |
1,461.75 |
1,464.50 |
2.75 |
0.2% |
1,527.00 |
Low |
1,435.50 |
1,445.00 |
9.50 |
0.7% |
1,467.50 |
Close |
1,455.75 |
1,454.00 |
-1.75 |
-0.1% |
1,468.00 |
Range |
26.25 |
19.50 |
-6.75 |
-25.7% |
59.50 |
ATR |
28.14 |
27.53 |
-0.62 |
-2.2% |
0.00 |
Volume |
630,342 |
570,950 |
-59,392 |
-9.4% |
9,177,850 |
|
Daily Pivots for day following 19-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,513.00 |
1,503.00 |
1,464.75 |
|
R3 |
1,493.50 |
1,483.50 |
1,459.25 |
|
R2 |
1,474.00 |
1,474.00 |
1,457.50 |
|
R1 |
1,464.00 |
1,464.00 |
1,455.75 |
1,459.25 |
PP |
1,454.50 |
1,454.50 |
1,454.50 |
1,452.00 |
S1 |
1,444.50 |
1,444.50 |
1,452.25 |
1,439.75 |
S2 |
1,435.00 |
1,435.00 |
1,450.50 |
|
S3 |
1,415.50 |
1,425.00 |
1,448.75 |
|
S4 |
1,396.00 |
1,405.50 |
1,443.25 |
|
|
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 |
1,494.00 |
1,435.50 |
58.50 |
4.0% |
23.50 |
1.6% |
32% |
False |
False |
1,253,637 |
10 |
1,527.00 |
1,435.50 |
91.50 |
6.3% |
28.00 |
1.9% |
20% |
False |
False |
1,449,183 |
20 |
1,527.00 |
1,406.25 |
120.75 |
8.3% |
28.00 |
1.9% |
40% |
False |
False |
1,706,878 |
40 |
1,558.75 |
1,406.25 |
152.50 |
10.5% |
28.50 |
2.0% |
31% |
False |
False |
1,896,151 |
60 |
1,586.75 |
1,406.25 |
180.50 |
12.4% |
25.00 |
1.7% |
26% |
False |
False |
1,809,266 |
80 |
1,586.75 |
1,406.25 |
180.50 |
12.4% |
24.25 |
1.7% |
26% |
False |
False |
1,543,039 |
100 |
1,586.75 |
1,385.00 |
201.75 |
13.9% |
26.25 |
1.8% |
34% |
False |
False |
1,236,319 |
120 |
1,586.75 |
1,385.00 |
201.75 |
13.9% |
25.25 |
1.7% |
34% |
False |
False |
1,030,560 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,547.50 |
2.618 |
1,515.50 |
1.618 |
1,496.00 |
1.000 |
1,484.00 |
0.618 |
1,476.50 |
HIGH |
1,464.50 |
0.618 |
1,457.00 |
0.500 |
1,454.75 |
0.382 |
1,452.50 |
LOW |
1,445.00 |
0.618 |
1,433.00 |
1.000 |
1,425.50 |
1.618 |
1,413.50 |
2.618 |
1,394.00 |
4.250 |
1,362.00 |
|
|
Fisher Pivots for day following 19-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
1,454.75 |
1,453.25 |
PP |
1,454.50 |
1,452.50 |
S1 |
1,454.25 |
1,451.75 |
|