Trading Metrics calculated at close of trading on 12-Dec-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2007 |
12-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
13,757 |
13,471 |
-286 |
-2.1% |
13,410 |
High |
13,799 |
13,755 |
-44 |
-0.3% |
13,690 |
Low |
13,427 |
13,330 |
-97 |
-0.7% |
13,255 |
Close |
13,450 |
13,500 |
50 |
0.4% |
13,650 |
Range |
372 |
425 |
53 |
14.2% |
435 |
ATR |
221 |
236 |
15 |
6.6% |
0 |
Volume |
104,256 |
213,712 |
109,456 |
105.0% |
772,717 |
|
Daily Pivots for day following 12-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,803 |
14,577 |
13,734 |
|
R3 |
14,378 |
14,152 |
13,617 |
|
R2 |
13,953 |
13,953 |
13,578 |
|
R1 |
13,727 |
13,727 |
13,539 |
13,840 |
PP |
13,528 |
13,528 |
13,528 |
13,585 |
S1 |
13,302 |
13,302 |
13,461 |
13,415 |
S2 |
13,103 |
13,103 |
13,422 |
|
S3 |
12,678 |
12,877 |
13,383 |
|
S4 |
12,253 |
12,452 |
13,266 |
|
|
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 |
13,330 |
469 |
3.5% |
263 |
1.9% |
36% |
False |
True |
149,909 |
10 |
13,799 |
13,241 |
558 |
4.1% |
206 |
1.5% |
46% |
False |
False |
162,855 |
20 |
13,799 |
12,742 |
1,057 |
7.8% |
231 |
1.7% |
72% |
False |
False |
190,766 |
40 |
14,078 |
12,742 |
1,336 |
9.9% |
231 |
1.7% |
57% |
False |
False |
203,163 |
60 |
14,267 |
12,742 |
1,525 |
11.3% |
199 |
1.5% |
50% |
False |
False |
181,805 |
80 |
14,267 |
12,742 |
1,525 |
11.3% |
193 |
1.4% |
50% |
False |
False |
141,037 |
100 |
14,267 |
12,649 |
1,618 |
12.0% |
204 |
1.5% |
53% |
False |
False |
112,849 |
120 |
14,267 |
12,649 |
1,618 |
12.0% |
180 |
1.3% |
53% |
False |
False |
94,044 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,561 |
2.618 |
14,868 |
1.618 |
14,443 |
1.000 |
14,180 |
0.618 |
14,018 |
HIGH |
13,755 |
0.618 |
13,593 |
0.500 |
13,543 |
0.382 |
13,492 |
LOW |
13,330 |
0.618 |
13,067 |
1.000 |
12,905 |
1.618 |
12,642 |
2.618 |
12,217 |
4.250 |
11,524 |
|
|
Fisher Pivots for day following 12-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
13,543 |
13,565 |
PP |
13,528 |
13,543 |
S1 |
13,514 |
13,522 |
|