Trading Metrics calculated at close of trading on 20-Dec-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2007 |
20-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
13,265 |
13,212 |
-53 |
-0.4% |
13,649 |
High |
13,297 |
13,275 |
-22 |
-0.2% |
13,799 |
Low |
13,144 |
13,151 |
7 |
0.1% |
13,330 |
Close |
13,212 |
13,263 |
51 |
0.4% |
13,355 |
Range |
153 |
124 |
-29 |
-19.0% |
469 |
ATR |
221 |
214 |
-7 |
-3.1% |
0 |
Volume |
29,800 |
21,088 |
-8,712 |
-29.2% |
761,135 |
|
Daily Pivots for day following 20-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,602 |
13,556 |
13,331 |
|
R3 |
13,478 |
13,432 |
13,297 |
|
R2 |
13,354 |
13,354 |
13,286 |
|
R1 |
13,308 |
13,308 |
13,274 |
13,331 |
PP |
13,230 |
13,230 |
13,230 |
13,241 |
S1 |
13,184 |
13,184 |
13,252 |
13,207 |
S2 |
13,106 |
13,106 |
13,240 |
|
S3 |
12,982 |
13,060 |
13,229 |
|
S4 |
12,858 |
12,936 |
13,195 |
|
|
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% |
177 |
1.3% |
36% |
False |
False |
41,337 |
10 |
13,799 |
13,096 |
703 |
5.3% |
215 |
1.6% |
24% |
False |
False |
103,502 |
20 |
13,799 |
12,742 |
1,057 |
8.0% |
217 |
1.6% |
49% |
False |
False |
142,634 |
40 |
13,994 |
12,742 |
1,252 |
9.4% |
223 |
1.7% |
42% |
False |
False |
183,701 |
60 |
14,267 |
12,742 |
1,525 |
11.5% |
205 |
1.5% |
34% |
False |
False |
175,146 |
80 |
14,267 |
12,742 |
1,525 |
11.5% |
195 |
1.5% |
34% |
False |
False |
146,656 |
100 |
14,267 |
12,649 |
1,618 |
12.2% |
200 |
1.5% |
38% |
False |
False |
117,348 |
120 |
14,267 |
12,649 |
1,618 |
12.2% |
187 |
1.4% |
38% |
False |
False |
97,796 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,802 |
2.618 |
13,600 |
1.618 |
13,476 |
1.000 |
13,399 |
0.618 |
13,352 |
HIGH |
13,275 |
0.618 |
13,228 |
0.500 |
13,213 |
0.382 |
13,198 |
LOW |
13,151 |
0.618 |
13,074 |
1.000 |
13,027 |
1.618 |
12,950 |
2.618 |
12,826 |
4.250 |
12,624 |
|
|
Fisher Pivots for day following 20-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
13,246 |
13,241 |
PP |
13,230 |
13,219 |
S1 |
13,213 |
13,197 |
|