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 |
6,259.0 |
6,300.0 |
41.0 |
0.7% |
6,543.0 |
High |
6,354.0 |
6,326.0 |
-28.0 |
-0.4% |
6,623.5 |
Low |
6,239.0 |
6,252.0 |
13.0 |
0.2% |
6,343.5 |
Close |
6,290.0 |
6,297.0 |
7.0 |
0.1% |
6,400.0 |
Range |
115.0 |
74.0 |
-41.0 |
-35.7% |
280.0 |
ATR |
129.3 |
125.3 |
-3.9 |
-3.1% |
0.0 |
Volume |
242,063 |
242,062 |
-1 |
0.0% |
625,087 |
|
Daily Pivots for day following 19-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,513.5 |
6,479.5 |
6,337.5 |
|
R3 |
6,439.5 |
6,405.5 |
6,317.5 |
|
R2 |
6,365.5 |
6,365.5 |
6,310.5 |
|
R1 |
6,331.5 |
6,331.5 |
6,304.0 |
6,311.5 |
PP |
6,291.5 |
6,291.5 |
6,291.5 |
6,282.0 |
S1 |
6,257.5 |
6,257.5 |
6,290.0 |
6,237.5 |
S2 |
6,217.5 |
6,217.5 |
6,283.5 |
|
S3 |
6,143.5 |
6,183.5 |
6,276.5 |
|
S4 |
6,069.5 |
6,109.5 |
6,256.5 |
|
|
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 |
6,516.0 |
6,239.0 |
277.0 |
4.4% |
102.0 |
1.6% |
21% |
False |
False |
191,574 |
10 |
6,623.5 |
6,239.0 |
384.5 |
6.1% |
108.0 |
1.7% |
15% |
False |
False |
151,285 |
20 |
6,623.5 |
6,048.0 |
575.5 |
9.1% |
120.0 |
1.9% |
43% |
False |
False |
130,383 |
40 |
6,760.5 |
6,048.0 |
712.5 |
11.3% |
117.0 |
1.9% |
35% |
False |
False |
125,278 |
60 |
6,802.0 |
6,048.0 |
754.0 |
12.0% |
106.0 |
1.7% |
33% |
False |
False |
118,495 |
80 |
6,802.0 |
6,048.0 |
754.0 |
12.0% |
104.0 |
1.7% |
33% |
False |
False |
101,909 |
100 |
6,802.0 |
5,899.0 |
903.0 |
14.3% |
100.0 |
1.6% |
44% |
False |
False |
81,562 |
120 |
6,835.0 |
5,899.0 |
936.0 |
14.9% |
96.0 |
1.5% |
43% |
False |
False |
68,032 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,640.5 |
2.618 |
6,519.5 |
1.618 |
6,445.5 |
1.000 |
6,400.0 |
0.618 |
6,371.5 |
HIGH |
6,326.0 |
0.618 |
6,297.5 |
0.500 |
6,289.0 |
0.382 |
6,280.5 |
LOW |
6,252.0 |
0.618 |
6,206.5 |
1.000 |
6,178.0 |
1.618 |
6,132.5 |
2.618 |
6,058.5 |
4.250 |
5,937.5 |
|
|
Fisher Pivots for day following 19-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
6,294.5 |
6,297.0 |
PP |
6,291.5 |
6,296.5 |
S1 |
6,289.0 |
6,296.5 |
|