Trading Metrics calculated at close of trading on 11-Dec-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2007 |
11-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
13,649 |
13,757 |
108 |
0.8% |
13,410 |
High |
13,770 |
13,799 |
29 |
0.2% |
13,690 |
Low |
13,605 |
13,427 |
-178 |
-1.3% |
13,255 |
Close |
13,751 |
13,450 |
-301 |
-2.2% |
13,650 |
Range |
165 |
372 |
207 |
125.5% |
435 |
ATR |
210 |
221 |
12 |
5.5% |
0 |
Volume |
116,293 |
104,256 |
-12,037 |
-10.4% |
772,717 |
|
Daily Pivots for day following 11-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,675 |
14,434 |
13,655 |
|
R3 |
14,303 |
14,062 |
13,552 |
|
R2 |
13,931 |
13,931 |
13,518 |
|
R1 |
13,690 |
13,690 |
13,484 |
13,625 |
PP |
13,559 |
13,559 |
13,559 |
13,526 |
S1 |
13,318 |
13,318 |
13,416 |
13,253 |
S2 |
13,187 |
13,187 |
13,382 |
|
S3 |
12,815 |
12,946 |
13,348 |
|
S4 |
12,443 |
12,574 |
13,246 |
|
|
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 |
13,799 |
13,267 |
532 |
4.0% |
221 |
1.6% |
34% |
True |
False |
133,334 |
10 |
13,799 |
12,906 |
893 |
6.6% |
208 |
1.5% |
61% |
True |
False |
168,370 |
20 |
13,799 |
12,742 |
1,057 |
7.9% |
228 |
1.7% |
67% |
True |
False |
191,359 |
40 |
14,085 |
12,742 |
1,343 |
10.0% |
224 |
1.7% |
53% |
False |
False |
202,251 |
60 |
14,267 |
12,742 |
1,525 |
11.3% |
198 |
1.5% |
46% |
False |
False |
180,411 |
80 |
14,267 |
12,742 |
1,525 |
11.3% |
189 |
1.4% |
46% |
False |
False |
138,366 |
100 |
14,267 |
12,649 |
1,618 |
12.0% |
200 |
1.5% |
50% |
False |
False |
110,712 |
120 |
14,267 |
12,649 |
1,618 |
12.0% |
177 |
1.3% |
50% |
False |
False |
92,264 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,380 |
2.618 |
14,773 |
1.618 |
14,401 |
1.000 |
14,171 |
0.618 |
14,029 |
HIGH |
13,799 |
0.618 |
13,657 |
0.500 |
13,613 |
0.382 |
13,569 |
LOW |
13,427 |
0.618 |
13,197 |
1.000 |
13,055 |
1.618 |
12,825 |
2.618 |
12,453 |
4.250 |
11,846 |
|
|
Fisher Pivots for day following 11-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
13,613 |
13,613 |
PP |
13,559 |
13,559 |
S1 |
13,504 |
13,504 |
|