Trading Metrics calculated at close of trading on 10-Dec-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2007 |
10-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
13,618.27 |
13,623.55 |
5.28 |
0.0% |
13,368.22 |
High |
13,668.10 |
13,754.02 |
85.92 |
0.6% |
13,668.10 |
Low |
13,601.36 |
13,623.55 |
22.19 |
0.2% |
13,237.59 |
Close |
13,625.58 |
13,727.11 |
101.53 |
0.7% |
13,625.58 |
Range |
66.74 |
130.47 |
63.73 |
95.5% |
430.51 |
ATR |
193.61 |
189.10 |
-4.51 |
-2.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,092.97 |
14,040.51 |
13,798.87 |
|
R3 |
13,962.50 |
13,910.04 |
13,762.99 |
|
R2 |
13,832.03 |
13,832.03 |
13,751.03 |
|
R1 |
13,779.57 |
13,779.57 |
13,739.07 |
13,805.80 |
PP |
13,701.56 |
13,701.56 |
13,701.56 |
13,714.68 |
S1 |
13,649.10 |
13,649.10 |
13,715.15 |
13,675.33 |
S2 |
13,571.09 |
13,571.09 |
13,703.19 |
|
S3 |
13,440.62 |
13,518.63 |
13,691.23 |
|
S4 |
13,310.15 |
13,388.16 |
13,655.35 |
|
|
Weekly Pivots for week ending 07-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,801.95 |
14,644.28 |
13,862.36 |
|
R3 |
14,371.44 |
14,213.77 |
13,743.97 |
|
R2 |
13,940.93 |
13,940.93 |
13,704.51 |
|
R1 |
13,783.26 |
13,783.26 |
13,665.04 |
13,862.10 |
PP |
13,510.42 |
13,510.42 |
13,510.42 |
13,549.84 |
S1 |
13,352.75 |
13,352.75 |
13,586.12 |
13,431.59 |
S2 |
13,079.91 |
13,079.91 |
13,546.65 |
|
S3 |
12,649.40 |
12,922.24 |
13,507.19 |
|
S4 |
12,218.89 |
12,491.73 |
13,388.80 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,754.02 |
13,237.59 |
516.43 |
3.8% |
139.77 |
1.0% |
95% |
True |
False |
|
10 |
13,754.02 |
12,744.78 |
1,009.24 |
7.4% |
174.16 |
1.3% |
97% |
True |
False |
|
20 |
13,754.02 |
12,724.09 |
1,029.93 |
7.5% |
201.49 |
1.5% |
97% |
True |
False |
|
40 |
14,118.52 |
12,724.09 |
1,394.43 |
10.2% |
202.35 |
1.5% |
72% |
False |
False |
|
60 |
14,198.10 |
12,724.09 |
1,474.01 |
10.7% |
177.01 |
1.3% |
68% |
False |
False |
|
80 |
14,198.10 |
12,724.09 |
1,474.01 |
10.7% |
177.85 |
1.3% |
68% |
False |
False |
|
100 |
14,198.10 |
12,517.94 |
1,680.16 |
12.2% |
192.76 |
1.4% |
72% |
False |
False |
|
120 |
14,198.10 |
12,517.94 |
1,680.16 |
12.2% |
182.70 |
1.3% |
72% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,308.52 |
2.618 |
14,095.59 |
1.618 |
13,965.12 |
1.000 |
13,884.49 |
0.618 |
13,834.65 |
HIGH |
13,754.02 |
0.618 |
13,704.18 |
0.500 |
13,688.79 |
0.382 |
13,673.39 |
LOW |
13,623.55 |
0.618 |
13,542.92 |
1.000 |
13,493.08 |
1.618 |
13,412.45 |
2.618 |
13,281.98 |
4.250 |
13,069.05 |
|
|
Fisher Pivots for day following 10-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
13,714.34 |
13,681.44 |
PP |
13,701.56 |
13,635.77 |
S1 |
13,688.79 |
13,590.10 |
|