Trading Metrics calculated at close of trading on 19-Dec-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2007 |
19-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
13,265 |
13,265 |
0 |
0.0% |
13,649 |
High |
13,290 |
13,297 |
7 |
0.1% |
13,799 |
Low |
13,096 |
13,144 |
48 |
0.4% |
13,330 |
Close |
13,253 |
13,212 |
-41 |
-0.3% |
13,355 |
Range |
194 |
153 |
-41 |
-21.1% |
469 |
ATR |
226 |
221 |
-5 |
-2.3% |
0 |
Volume |
38,339 |
29,800 |
-8,539 |
-22.3% |
761,135 |
|
Daily Pivots for day following 19-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,677 |
13,597 |
13,296 |
|
R3 |
13,524 |
13,444 |
13,254 |
|
R2 |
13,371 |
13,371 |
13,240 |
|
R1 |
13,291 |
13,291 |
13,226 |
13,255 |
PP |
13,218 |
13,218 |
13,218 |
13,199 |
S1 |
13,138 |
13,138 |
13,198 |
13,102 |
S2 |
13,065 |
13,065 |
13,184 |
|
S3 |
12,912 |
12,985 |
13,170 |
|
S4 |
12,759 |
12,832 |
13,128 |
|
|
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 |
13,562 |
13,096 |
466 |
3.5% |
188 |
1.4% |
25% |
False |
False |
85,828 |
10 |
13,799 |
13,096 |
703 |
5.3% |
225 |
1.7% |
17% |
False |
False |
117,869 |
20 |
13,799 |
12,742 |
1,057 |
8.0% |
222 |
1.7% |
44% |
False |
False |
156,303 |
40 |
13,994 |
12,742 |
1,252 |
9.5% |
225 |
1.7% |
38% |
False |
False |
187,713 |
60 |
14,267 |
12,742 |
1,525 |
11.5% |
205 |
1.6% |
31% |
False |
False |
177,154 |
80 |
14,267 |
12,742 |
1,525 |
11.5% |
196 |
1.5% |
31% |
False |
False |
146,394 |
100 |
14,267 |
12,649 |
1,618 |
12.2% |
202 |
1.5% |
35% |
False |
False |
117,138 |
120 |
14,267 |
12,649 |
1,618 |
12.2% |
186 |
1.4% |
35% |
False |
False |
97,620 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,947 |
2.618 |
13,698 |
1.618 |
13,545 |
1.000 |
13,450 |
0.618 |
13,392 |
HIGH |
13,297 |
0.618 |
13,239 |
0.500 |
13,221 |
0.382 |
13,203 |
LOW |
13,144 |
0.618 |
13,050 |
1.000 |
12,991 |
1.618 |
12,897 |
2.618 |
12,744 |
4.250 |
12,494 |
|
|
Fisher Pivots for day following 19-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
13,221 |
13,224 |
PP |
13,218 |
13,220 |
S1 |
13,215 |
13,216 |
|