Trading Metrics calculated at close of trading on 13-Dec-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2007 |
13-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
13,434.80 |
13,473.98 |
39.18 |
0.3% |
13,368.22 |
High |
13,704.52 |
13,527.63 |
-176.89 |
-1.3% |
13,668.10 |
Low |
13,321.64 |
13,353.92 |
32.28 |
0.2% |
13,237.59 |
Close |
13,473.90 |
13,517.96 |
44.06 |
0.3% |
13,625.58 |
Range |
382.88 |
173.71 |
-209.17 |
-54.6% |
430.51 |
ATR |
214.70 |
211.77 |
-2.93 |
-1.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,987.63 |
13,926.51 |
13,613.50 |
|
R3 |
13,813.92 |
13,752.80 |
13,565.73 |
|
R2 |
13,640.21 |
13,640.21 |
13,549.81 |
|
R1 |
13,579.09 |
13,579.09 |
13,533.88 |
13,609.65 |
PP |
13,466.50 |
13,466.50 |
13,466.50 |
13,481.79 |
S1 |
13,405.38 |
13,405.38 |
13,502.04 |
13,435.94 |
S2 |
13,292.79 |
13,292.79 |
13,486.11 |
|
S3 |
13,119.08 |
13,231.67 |
13,470.19 |
|
S4 |
12,945.37 |
13,057.96 |
13,422.42 |
|
|
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% |
224.03 |
1.7% |
43% |
False |
False |
|
10 |
13,780.11 |
13,237.59 |
542.52 |
4.0% |
191.81 |
1.4% |
52% |
False |
False |
|
20 |
13,780.11 |
12,724.09 |
1,056.02 |
7.8% |
212.88 |
1.6% |
75% |
False |
False |
|
40 |
13,962.53 |
12,724.09 |
1,238.44 |
9.2% |
211.26 |
1.6% |
64% |
False |
False |
|
60 |
14,198.10 |
12,724.09 |
1,474.01 |
10.9% |
183.16 |
1.4% |
54% |
False |
False |
|
80 |
14,198.10 |
12,724.09 |
1,474.01 |
10.9% |
181.33 |
1.3% |
54% |
False |
False |
|
100 |
14,198.10 |
12,517.94 |
1,680.16 |
12.4% |
196.26 |
1.5% |
60% |
False |
False |
|
120 |
14,198.10 |
12,517.94 |
1,680.16 |
12.4% |
185.89 |
1.4% |
60% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,265.90 |
2.618 |
13,982.40 |
1.618 |
13,808.69 |
1.000 |
13,701.34 |
0.618 |
13,634.98 |
HIGH |
13,527.63 |
0.618 |
13,461.27 |
0.500 |
13,440.78 |
0.382 |
13,420.28 |
LOW |
13,353.92 |
0.618 |
13,246.57 |
1.000 |
13,180.21 |
1.618 |
13,072.86 |
2.618 |
12,899.15 |
4.250 |
12,615.65 |
|
|
Fisher Pivots for day following 13-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
13,492.23 |
13,550.88 |
PP |
13,466.50 |
13,539.90 |
S1 |
13,440.78 |
13,528.93 |
|