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 |
6,414.0 |
6,328.0 |
-86.0 |
-1.3% |
6,543.0 |
High |
6,436.5 |
6,344.0 |
-92.5 |
-1.4% |
6,623.5 |
Low |
6,343.5 |
6,269.0 |
-74.5 |
-1.2% |
6,343.5 |
Close |
6,400.0 |
6,288.5 |
-111.5 |
-1.7% |
6,400.0 |
Range |
93.0 |
75.0 |
-18.0 |
-19.4% |
280.0 |
ATR |
130.3 |
130.4 |
0.0 |
0.0% |
0.0 |
Volume |
178,155 |
132,811 |
-45,344 |
-25.5% |
625,087 |
|
Daily Pivots for day following 17-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,525.5 |
6,482.0 |
6,330.0 |
|
R3 |
6,450.5 |
6,407.0 |
6,309.0 |
|
R2 |
6,375.5 |
6,375.5 |
6,302.0 |
|
R1 |
6,332.0 |
6,332.0 |
6,295.5 |
6,316.0 |
PP |
6,300.5 |
6,300.5 |
6,300.5 |
6,292.5 |
S1 |
6,257.0 |
6,257.0 |
6,281.5 |
6,241.0 |
S2 |
6,225.5 |
6,225.5 |
6,275.0 |
|
S3 |
6,150.5 |
6,182.0 |
6,268.0 |
|
S4 |
6,075.5 |
6,107.0 |
6,247.0 |
|
|
Weekly Pivots for week ending 14-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,295.5 |
7,128.0 |
6,554.0 |
|
R3 |
7,015.5 |
6,848.0 |
6,477.0 |
|
R2 |
6,735.5 |
6,735.5 |
6,451.5 |
|
R1 |
6,568.0 |
6,568.0 |
6,425.5 |
6,512.0 |
PP |
6,455.5 |
6,455.5 |
6,455.5 |
6,427.5 |
S1 |
6,288.0 |
6,288.0 |
6,374.5 |
6,232.0 |
S2 |
6,175.5 |
6,175.5 |
6,348.5 |
|
S3 |
5,895.5 |
6,008.0 |
6,323.0 |
|
S4 |
5,615.5 |
5,728.0 |
6,246.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,623.5 |
6,269.0 |
354.5 |
5.6% |
118.0 |
1.9% |
6% |
False |
True |
131,921 |
10 |
6,623.5 |
6,269.0 |
354.5 |
5.6% |
115.0 |
1.8% |
6% |
False |
True |
124,294 |
20 |
6,623.5 |
6,048.0 |
575.5 |
9.2% |
125.0 |
2.0% |
42% |
False |
False |
122,202 |
40 |
6,760.5 |
6,048.0 |
712.5 |
11.3% |
116.5 |
1.9% |
34% |
False |
False |
118,661 |
60 |
6,802.0 |
6,048.0 |
754.0 |
12.0% |
105.5 |
1.7% |
32% |
False |
False |
113,291 |
80 |
6,802.0 |
6,048.0 |
754.0 |
12.0% |
104.0 |
1.7% |
32% |
False |
False |
95,865 |
100 |
6,802.0 |
5,899.0 |
903.0 |
14.4% |
99.5 |
1.6% |
43% |
False |
False |
76,721 |
120 |
6,835.0 |
5,899.0 |
936.0 |
14.9% |
95.0 |
1.5% |
42% |
False |
False |
63,999 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,663.0 |
2.618 |
6,540.5 |
1.618 |
6,465.5 |
1.000 |
6,419.0 |
0.618 |
6,390.5 |
HIGH |
6,344.0 |
0.618 |
6,315.5 |
0.500 |
6,306.5 |
0.382 |
6,297.5 |
LOW |
6,269.0 |
0.618 |
6,222.5 |
1.000 |
6,194.0 |
1.618 |
6,147.5 |
2.618 |
6,072.5 |
4.250 |
5,950.0 |
|
|
Fisher Pivots for day following 17-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
6,306.5 |
6,392.5 |
PP |
6,300.5 |
6,358.0 |
S1 |
6,294.5 |
6,323.0 |
|