Trading Metrics calculated at close of trading on 12-Dec-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2007 |
12-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
13,726.87 |
13,434.80 |
-292.07 |
-2.1% |
13,368.22 |
High |
13,780.11 |
13,704.52 |
-75.59 |
-0.5% |
13,668.10 |
Low |
13,413.74 |
13,321.64 |
-92.10 |
-0.7% |
13,237.59 |
Close |
13,432.20 |
13,473.90 |
41.70 |
0.3% |
13,625.58 |
Range |
366.37 |
382.88 |
16.51 |
4.5% |
430.51 |
ATR |
201.76 |
214.70 |
12.94 |
6.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,648.66 |
14,444.16 |
13,684.48 |
|
R3 |
14,265.78 |
14,061.28 |
13,579.19 |
|
R2 |
13,882.90 |
13,882.90 |
13,544.09 |
|
R1 |
13,678.40 |
13,678.40 |
13,509.00 |
13,780.65 |
PP |
13,500.02 |
13,500.02 |
13,500.02 |
13,551.15 |
S1 |
13,295.52 |
13,295.52 |
13,438.80 |
13,397.77 |
S2 |
13,117.14 |
13,117.14 |
13,403.71 |
|
S3 |
12,734.26 |
12,912.64 |
13,368.61 |
|
S4 |
12,351.38 |
12,529.76 |
13,263.32 |
|
|
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 |
13,780.11 |
13,321.64 |
458.47 |
3.4% |
230.64 |
1.7% |
33% |
False |
True |
|
10 |
13,780.11 |
13,214.75 |
565.36 |
4.2% |
187.59 |
1.4% |
46% |
False |
False |
|
20 |
13,780.11 |
12,724.09 |
1,056.02 |
7.8% |
212.66 |
1.6% |
71% |
False |
False |
|
40 |
14,012.84 |
12,724.09 |
1,288.75 |
9.6% |
212.87 |
1.6% |
58% |
False |
False |
|
60 |
14,198.10 |
12,724.09 |
1,474.01 |
10.9% |
182.40 |
1.4% |
51% |
False |
False |
|
80 |
14,198.10 |
12,724.09 |
1,474.01 |
10.9% |
180.73 |
1.3% |
51% |
False |
False |
|
100 |
14,198.10 |
12,517.94 |
1,680.16 |
12.5% |
196.92 |
1.5% |
57% |
False |
False |
|
120 |
14,198.10 |
12,517.94 |
1,680.16 |
12.5% |
186.02 |
1.4% |
57% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,331.76 |
2.618 |
14,706.90 |
1.618 |
14,324.02 |
1.000 |
14,087.40 |
0.618 |
13,941.14 |
HIGH |
13,704.52 |
0.618 |
13,558.26 |
0.500 |
13,513.08 |
0.382 |
13,467.90 |
LOW |
13,321.64 |
0.618 |
13,085.02 |
1.000 |
12,938.76 |
1.618 |
12,702.14 |
2.618 |
12,319.26 |
4.250 |
11,694.40 |
|
|
Fisher Pivots for day following 12-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
13,513.08 |
13,550.88 |
PP |
13,500.02 |
13,525.22 |
S1 |
13,486.96 |
13,499.56 |
|