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 |
6,328.0 |
6,259.0 |
-69.0 |
-1.1% |
6,543.0 |
High |
6,344.0 |
6,354.0 |
10.0 |
0.2% |
6,623.5 |
Low |
6,269.0 |
6,239.0 |
-30.0 |
-0.5% |
6,343.5 |
Close |
6,288.5 |
6,290.0 |
1.5 |
0.0% |
6,400.0 |
Range |
75.0 |
115.0 |
40.0 |
53.3% |
280.0 |
ATR |
130.4 |
129.3 |
-1.1 |
-0.8% |
0.0 |
Volume |
132,811 |
242,063 |
109,252 |
82.3% |
625,087 |
|
Daily Pivots for day following 18-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,639.5 |
6,579.5 |
6,353.0 |
|
R3 |
6,524.5 |
6,464.5 |
6,321.5 |
|
R2 |
6,409.5 |
6,409.5 |
6,311.0 |
|
R1 |
6,349.5 |
6,349.5 |
6,300.5 |
6,379.5 |
PP |
6,294.5 |
6,294.5 |
6,294.5 |
6,309.0 |
S1 |
6,234.5 |
6,234.5 |
6,279.5 |
6,264.5 |
S2 |
6,179.5 |
6,179.5 |
6,269.0 |
|
S3 |
6,064.5 |
6,119.5 |
6,258.5 |
|
S4 |
5,949.5 |
6,004.5 |
6,227.0 |
|
|
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 |
6,239.0 |
384.5 |
6.1% |
125.0 |
2.0% |
13% |
False |
True |
160,085 |
10 |
6,623.5 |
6,239.0 |
384.5 |
6.1% |
115.5 |
1.8% |
13% |
False |
True |
139,873 |
20 |
6,623.5 |
6,048.0 |
575.5 |
9.1% |
122.5 |
2.0% |
42% |
False |
False |
126,524 |
40 |
6,760.5 |
6,048.0 |
712.5 |
11.3% |
117.5 |
1.9% |
34% |
False |
False |
121,810 |
60 |
6,802.0 |
6,048.0 |
754.0 |
12.0% |
106.0 |
1.7% |
32% |
False |
False |
116,305 |
80 |
6,802.0 |
6,048.0 |
754.0 |
12.0% |
104.0 |
1.7% |
32% |
False |
False |
98,887 |
100 |
6,802.0 |
5,899.0 |
903.0 |
14.4% |
100.5 |
1.6% |
43% |
False |
False |
79,142 |
120 |
6,835.0 |
5,899.0 |
936.0 |
14.9% |
95.5 |
1.5% |
42% |
False |
False |
66,016 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,843.0 |
2.618 |
6,655.0 |
1.618 |
6,540.0 |
1.000 |
6,469.0 |
0.618 |
6,425.0 |
HIGH |
6,354.0 |
0.618 |
6,310.0 |
0.500 |
6,296.5 |
0.382 |
6,283.0 |
LOW |
6,239.0 |
0.618 |
6,168.0 |
1.000 |
6,124.0 |
1.618 |
6,053.0 |
2.618 |
5,938.0 |
4.250 |
5,750.0 |
|
|
Fisher Pivots for day following 18-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
6,296.5 |
6,338.0 |
PP |
6,294.5 |
6,322.0 |
S1 |
6,292.0 |
6,306.0 |
|