Trading Metrics calculated at close of trading on 10-Dec-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2007 |
10-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
13,605 |
13,649 |
44 |
0.3% |
13,410 |
High |
13,690 |
13,770 |
80 |
0.6% |
13,690 |
Low |
13,567 |
13,605 |
38 |
0.3% |
13,255 |
Close |
13,650 |
13,751 |
101 |
0.7% |
13,650 |
Range |
123 |
165 |
42 |
34.1% |
435 |
ATR |
213 |
210 |
-3 |
-1.6% |
0 |
Volume |
150,535 |
116,293 |
-34,242 |
-22.7% |
772,717 |
|
Daily Pivots for day following 10-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,204 |
14,142 |
13,842 |
|
R3 |
14,039 |
13,977 |
13,797 |
|
R2 |
13,874 |
13,874 |
13,781 |
|
R1 |
13,812 |
13,812 |
13,766 |
13,843 |
PP |
13,709 |
13,709 |
13,709 |
13,724 |
S1 |
13,647 |
13,647 |
13,736 |
13,678 |
S2 |
13,544 |
13,544 |
13,721 |
|
S3 |
13,379 |
13,482 |
13,706 |
|
S4 |
13,214 |
13,317 |
13,660 |
|
|
Weekly Pivots for week ending 07-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,837 |
14,678 |
13,889 |
|
R3 |
14,402 |
14,243 |
13,770 |
|
R2 |
13,967 |
13,967 |
13,730 |
|
R1 |
13,808 |
13,808 |
13,690 |
13,888 |
PP |
13,532 |
13,532 |
13,532 |
13,571 |
S1 |
13,373 |
13,373 |
13,610 |
13,453 |
S2 |
13,097 |
13,097 |
13,570 |
|
S3 |
12,662 |
12,938 |
13,531 |
|
S4 |
12,227 |
12,503 |
13,411 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,770 |
13,255 |
515 |
3.7% |
167 |
1.2% |
96% |
True |
False |
139,605 |
10 |
13,770 |
12,759 |
1,011 |
7.4% |
197 |
1.4% |
98% |
True |
False |
179,604 |
20 |
13,770 |
12,742 |
1,028 |
7.5% |
220 |
1.6% |
98% |
True |
False |
200,782 |
40 |
14,205 |
12,742 |
1,463 |
10.6% |
221 |
1.6% |
69% |
False |
False |
203,192 |
60 |
14,267 |
12,742 |
1,525 |
11.1% |
193 |
1.4% |
66% |
False |
False |
180,822 |
80 |
14,267 |
12,742 |
1,525 |
11.1% |
190 |
1.4% |
66% |
False |
False |
137,065 |
100 |
14,267 |
12,649 |
1,618 |
11.8% |
198 |
1.4% |
68% |
False |
False |
109,670 |
120 |
14,267 |
12,649 |
1,618 |
11.8% |
175 |
1.3% |
68% |
False |
False |
91,395 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,471 |
2.618 |
14,202 |
1.618 |
14,037 |
1.000 |
13,935 |
0.618 |
13,872 |
HIGH |
13,770 |
0.618 |
13,707 |
0.500 |
13,688 |
0.382 |
13,668 |
LOW |
13,605 |
0.618 |
13,503 |
1.000 |
13,440 |
1.618 |
13,338 |
2.618 |
13,173 |
4.250 |
12,904 |
|
|
Fisher Pivots for day following 10-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
13,730 |
13,700 |
PP |
13,709 |
13,648 |
S1 |
13,688 |
13,597 |
|