Trading Metrics calculated at close of trading on 13-Dec-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2007 |
13-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
13,471 |
13,496 |
25 |
0.2% |
13,410 |
High |
13,755 |
13,536 |
-219 |
-1.6% |
13,690 |
Low |
13,330 |
13,358 |
28 |
0.2% |
13,255 |
Close |
13,500 |
13,514 |
14 |
0.1% |
13,650 |
Range |
425 |
178 |
-247 |
-58.1% |
435 |
ATR |
236 |
232 |
-4 |
-1.8% |
0 |
Volume |
213,712 |
243,546 |
29,834 |
14.0% |
772,717 |
|
Daily Pivots for day following 13-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,003 |
13,937 |
13,612 |
|
R3 |
13,825 |
13,759 |
13,563 |
|
R2 |
13,647 |
13,647 |
13,547 |
|
R1 |
13,581 |
13,581 |
13,530 |
13,614 |
PP |
13,469 |
13,469 |
13,469 |
13,486 |
S1 |
13,403 |
13,403 |
13,498 |
13,436 |
S2 |
13,291 |
13,291 |
13,481 |
|
S3 |
13,113 |
13,225 |
13,465 |
|
S4 |
12,935 |
13,047 |
13,416 |
|
|
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% |
253 |
1.9% |
39% |
False |
False |
165,668 |
10 |
13,799 |
13,255 |
544 |
4.0% |
211 |
1.6% |
48% |
False |
False |
165,037 |
20 |
13,799 |
12,742 |
1,057 |
7.8% |
230 |
1.7% |
73% |
False |
False |
193,245 |
40 |
13,994 |
12,742 |
1,252 |
9.3% |
229 |
1.7% |
62% |
False |
False |
204,870 |
60 |
14,267 |
12,742 |
1,525 |
11.3% |
200 |
1.5% |
51% |
False |
False |
182,634 |
80 |
14,267 |
12,742 |
1,525 |
11.3% |
193 |
1.4% |
51% |
False |
False |
144,081 |
100 |
14,267 |
12,649 |
1,618 |
12.0% |
203 |
1.5% |
53% |
False |
False |
115,284 |
120 |
14,267 |
12,649 |
1,618 |
12.0% |
182 |
1.3% |
53% |
False |
False |
96,074 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,293 |
2.618 |
14,002 |
1.618 |
13,824 |
1.000 |
13,714 |
0.618 |
13,646 |
HIGH |
13,536 |
0.618 |
13,468 |
0.500 |
13,447 |
0.382 |
13,426 |
LOW |
13,358 |
0.618 |
13,248 |
1.000 |
13,180 |
1.618 |
13,070 |
2.618 |
12,892 |
4.250 |
12,602 |
|
|
Fisher Pivots for day following 13-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
13,492 |
13,565 |
PP |
13,469 |
13,548 |
S1 |
13,447 |
13,531 |
|