Trading Metrics calculated at close of trading on 18-Dec-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2007 |
18-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
13,352 |
13,265 |
-87 |
-0.7% |
13,649 |
High |
13,352 |
13,290 |
-62 |
-0.5% |
13,799 |
Low |
13,164 |
13,096 |
-68 |
-0.5% |
13,330 |
Close |
13,184 |
13,253 |
69 |
0.5% |
13,355 |
Range |
188 |
194 |
6 |
3.2% |
469 |
ATR |
228 |
226 |
-2 |
-1.1% |
0 |
Volume |
34,130 |
38,339 |
4,209 |
12.3% |
761,135 |
|
Daily Pivots for day following 18-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,795 |
13,718 |
13,360 |
|
R3 |
13,601 |
13,524 |
13,306 |
|
R2 |
13,407 |
13,407 |
13,289 |
|
R1 |
13,330 |
13,330 |
13,271 |
13,272 |
PP |
13,213 |
13,213 |
13,213 |
13,184 |
S1 |
13,136 |
13,136 |
13,235 |
13,078 |
S2 |
13,019 |
13,019 |
13,218 |
|
S3 |
12,825 |
12,942 |
13,200 |
|
S4 |
12,631 |
12,748 |
13,146 |
|
|
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 |
13,755 |
13,096 |
659 |
5.0% |
242 |
1.8% |
24% |
False |
True |
122,611 |
10 |
13,799 |
13,096 |
703 |
5.3% |
232 |
1.7% |
22% |
False |
True |
127,972 |
20 |
13,799 |
12,742 |
1,057 |
8.0% |
228 |
1.7% |
48% |
False |
False |
165,840 |
40 |
13,994 |
12,742 |
1,252 |
9.4% |
225 |
1.7% |
41% |
False |
False |
192,959 |
60 |
14,267 |
12,742 |
1,525 |
11.5% |
204 |
1.5% |
34% |
False |
False |
178,854 |
80 |
14,267 |
12,742 |
1,525 |
11.5% |
195 |
1.5% |
34% |
False |
False |
146,023 |
100 |
14,267 |
12,649 |
1,618 |
12.2% |
202 |
1.5% |
37% |
False |
False |
116,840 |
120 |
14,267 |
12,649 |
1,618 |
12.2% |
185 |
1.4% |
37% |
False |
False |
97,372 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,115 |
2.618 |
13,798 |
1.618 |
13,604 |
1.000 |
13,484 |
0.618 |
13,410 |
HIGH |
13,290 |
0.618 |
13,216 |
0.500 |
13,193 |
0.382 |
13,170 |
LOW |
13,096 |
0.618 |
12,976 |
1.000 |
12,902 |
1.618 |
12,782 |
2.618 |
12,588 |
4.250 |
12,272 |
|
|
Fisher Pivots for day following 18-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
13,233 |
13,329 |
PP |
13,213 |
13,304 |
S1 |
13,193 |
13,278 |
|