Trading Metrics calculated at close of trading on 17-Dec-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2007 |
17-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
13,515 |
13,352 |
-163 |
-1.2% |
13,649 |
High |
13,562 |
13,352 |
-210 |
-1.5% |
13,799 |
Low |
13,337 |
13,164 |
-173 |
-1.3% |
13,330 |
Close |
13,355 |
13,184 |
-171 |
-1.3% |
13,355 |
Range |
225 |
188 |
-37 |
-16.4% |
469 |
ATR |
231 |
228 |
-3 |
-1.2% |
0 |
Volume |
83,328 |
34,130 |
-49,198 |
-59.0% |
761,135 |
|
Daily Pivots for day following 17-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,797 |
13,679 |
13,288 |
|
R3 |
13,609 |
13,491 |
13,236 |
|
R2 |
13,421 |
13,421 |
13,219 |
|
R1 |
13,303 |
13,303 |
13,201 |
13,268 |
PP |
13,233 |
13,233 |
13,233 |
13,216 |
S1 |
13,115 |
13,115 |
13,167 |
13,080 |
S2 |
13,045 |
13,045 |
13,150 |
|
S3 |
12,857 |
12,927 |
13,132 |
|
S4 |
12,669 |
12,739 |
13,081 |
|
|
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 |
13,164 |
635 |
4.8% |
278 |
2.1% |
3% |
False |
True |
135,794 |
10 |
13,799 |
13,164 |
635 |
4.8% |
222 |
1.7% |
3% |
False |
True |
137,699 |
20 |
13,799 |
12,742 |
1,057 |
8.0% |
232 |
1.8% |
42% |
False |
False |
176,175 |
40 |
13,994 |
12,742 |
1,252 |
9.5% |
226 |
1.7% |
35% |
False |
False |
198,855 |
60 |
14,267 |
12,742 |
1,525 |
11.6% |
203 |
1.5% |
29% |
False |
False |
179,830 |
80 |
14,267 |
12,742 |
1,525 |
11.6% |
195 |
1.5% |
29% |
False |
False |
145,546 |
100 |
14,267 |
12,649 |
1,618 |
12.3% |
203 |
1.5% |
33% |
False |
False |
116,457 |
120 |
14,267 |
12,649 |
1,618 |
12.3% |
184 |
1.4% |
33% |
False |
False |
97,053 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,151 |
2.618 |
13,844 |
1.618 |
13,656 |
1.000 |
13,540 |
0.618 |
13,468 |
HIGH |
13,352 |
0.618 |
13,280 |
0.500 |
13,258 |
0.382 |
13,236 |
LOW |
13,164 |
0.618 |
13,048 |
1.000 |
12,976 |
1.618 |
12,860 |
2.618 |
12,672 |
4.250 |
12,365 |
|
|
Fisher Pivots for day following 17-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
13,258 |
13,363 |
PP |
13,233 |
13,303 |
S1 |
13,209 |
13,244 |
|