Trading Metrics calculated at close of trading on 20-Dec-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2007 |
20-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
1,455.50 |
1,453.00 |
-2.50 |
-0.2% |
1,506.50 |
High |
1,464.50 |
1,464.50 |
0.00 |
0.0% |
1,527.00 |
Low |
1,445.00 |
1,447.00 |
2.00 |
0.1% |
1,467.50 |
Close |
1,454.00 |
1,464.00 |
10.00 |
0.7% |
1,468.00 |
Range |
19.50 |
17.50 |
-2.00 |
-10.3% |
59.50 |
ATR |
27.53 |
26.81 |
-0.72 |
-2.6% |
0.00 |
Volume |
570,950 |
411,034 |
-159,916 |
-28.0% |
9,177,850 |
|
Daily Pivots for day following 20-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,511.00 |
1,505.00 |
1,473.50 |
|
R3 |
1,493.50 |
1,487.50 |
1,468.75 |
|
R2 |
1,476.00 |
1,476.00 |
1,467.25 |
|
R1 |
1,470.00 |
1,470.00 |
1,465.50 |
1,473.00 |
PP |
1,458.50 |
1,458.50 |
1,458.50 |
1,460.00 |
S1 |
1,452.50 |
1,452.50 |
1,462.50 |
1,455.50 |
S2 |
1,441.00 |
1,441.00 |
1,460.75 |
|
S3 |
1,423.50 |
1,435.00 |
1,459.25 |
|
S4 |
1,406.00 |
1,417.50 |
1,454.50 |
|
|
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 |
1,494.00 |
1,435.50 |
58.50 |
4.0% |
22.50 |
1.5% |
49% |
False |
False |
734,489 |
10 |
1,527.00 |
1,435.50 |
91.50 |
6.3% |
27.00 |
1.8% |
31% |
False |
False |
1,316,954 |
20 |
1,527.00 |
1,406.25 |
120.75 |
8.2% |
27.25 |
1.9% |
48% |
False |
False |
1,578,924 |
40 |
1,558.75 |
1,406.25 |
152.50 |
10.4% |
28.25 |
1.9% |
38% |
False |
False |
1,862,773 |
60 |
1,586.75 |
1,406.25 |
180.50 |
12.3% |
25.25 |
1.7% |
32% |
False |
False |
1,789,749 |
80 |
1,586.75 |
1,406.25 |
180.50 |
12.3% |
24.00 |
1.6% |
32% |
False |
False |
1,548,041 |
100 |
1,586.75 |
1,385.00 |
201.75 |
13.8% |
26.00 |
1.8% |
39% |
False |
False |
1,240,392 |
120 |
1,586.75 |
1,385.00 |
201.75 |
13.8% |
25.25 |
1.7% |
39% |
False |
False |
1,033,968 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,539.00 |
2.618 |
1,510.25 |
1.618 |
1,492.75 |
1.000 |
1,482.00 |
0.618 |
1,475.25 |
HIGH |
1,464.50 |
0.618 |
1,457.75 |
0.500 |
1,455.75 |
0.382 |
1,453.75 |
LOW |
1,447.00 |
0.618 |
1,436.25 |
1.000 |
1,429.50 |
1.618 |
1,418.75 |
2.618 |
1,401.25 |
4.250 |
1,372.50 |
|
|
Fisher Pivots for day following 20-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
1,461.25 |
1,459.25 |
PP |
1,458.50 |
1,454.75 |
S1 |
1,455.75 |
1,450.00 |
|