Trading Metrics calculated at close of trading on 14-Dec-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2007 |
14-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
13,496 |
13,515 |
19 |
0.1% |
13,649 |
High |
13,536 |
13,562 |
26 |
0.2% |
13,799 |
Low |
13,358 |
13,337 |
-21 |
-0.2% |
13,330 |
Close |
13,514 |
13,355 |
-159 |
-1.2% |
13,355 |
Range |
178 |
225 |
47 |
26.4% |
469 |
ATR |
232 |
231 |
0 |
-0.2% |
0 |
Volume |
243,546 |
83,328 |
-160,218 |
-65.8% |
761,135 |
|
Daily Pivots for day following 14-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,093 |
13,949 |
13,479 |
|
R3 |
13,868 |
13,724 |
13,417 |
|
R2 |
13,643 |
13,643 |
13,396 |
|
R1 |
13,499 |
13,499 |
13,376 |
13,459 |
PP |
13,418 |
13,418 |
13,418 |
13,398 |
S1 |
13,274 |
13,274 |
13,335 |
13,234 |
S2 |
13,193 |
13,193 |
13,314 |
|
S3 |
12,968 |
13,049 |
13,293 |
|
S4 |
12,743 |
12,824 |
13,231 |
|
|
Weekly Pivots for week ending 14-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,902 |
14,597 |
13,613 |
|
R3 |
14,433 |
14,128 |
13,484 |
|
R2 |
13,964 |
13,964 |
13,441 |
|
R1 |
13,659 |
13,659 |
13,398 |
13,577 |
PP |
13,495 |
13,495 |
13,495 |
13,454 |
S1 |
13,190 |
13,190 |
13,312 |
13,108 |
S2 |
13,026 |
13,026 |
13,269 |
|
S3 |
12,557 |
12,721 |
13,226 |
|
S4 |
12,088 |
12,252 |
13,097 |
|
|
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% |
273 |
2.0% |
5% |
False |
False |
152,227 |
10 |
13,799 |
13,255 |
544 |
4.1% |
215 |
1.6% |
18% |
False |
False |
153,385 |
20 |
13,799 |
12,742 |
1,057 |
7.9% |
230 |
1.7% |
58% |
False |
False |
187,129 |
40 |
13,994 |
12,742 |
1,252 |
9.4% |
232 |
1.7% |
49% |
False |
False |
201,556 |
60 |
14,267 |
12,742 |
1,525 |
11.4% |
202 |
1.5% |
40% |
False |
False |
181,735 |
80 |
14,267 |
12,742 |
1,525 |
11.4% |
195 |
1.5% |
40% |
False |
False |
145,121 |
100 |
14,267 |
12,649 |
1,618 |
12.1% |
204 |
1.5% |
44% |
False |
False |
116,117 |
120 |
14,267 |
12,649 |
1,618 |
12.1% |
183 |
1.4% |
44% |
False |
False |
96,768 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,518 |
2.618 |
14,151 |
1.618 |
13,926 |
1.000 |
13,787 |
0.618 |
13,701 |
HIGH |
13,562 |
0.618 |
13,476 |
0.500 |
13,450 |
0.382 |
13,423 |
LOW |
13,337 |
0.618 |
13,198 |
1.000 |
13,112 |
1.618 |
12,973 |
2.618 |
12,748 |
4.250 |
12,381 |
|
|
Fisher Pivots for day following 14-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
13,450 |
13,543 |
PP |
13,418 |
13,480 |
S1 |
13,387 |
13,418 |
|