Trading Metrics calculated at close of trading on 14-Dec-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2007 |
14-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
13,473.98 |
13,515.11 |
41.13 |
0.3% |
13,623.55 |
High |
13,527.63 |
13,515.36 |
-12.27 |
-0.1% |
13,780.11 |
Low |
13,353.92 |
13,332.13 |
-21.79 |
-0.2% |
13,321.64 |
Close |
13,517.96 |
13,339.69 |
-178.27 |
-1.3% |
13,339.69 |
Range |
173.71 |
183.23 |
9.52 |
5.5% |
458.47 |
ATR |
211.77 |
209.92 |
-1.85 |
-0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,945.42 |
13,825.78 |
13,440.47 |
|
R3 |
13,762.19 |
13,642.55 |
13,390.08 |
|
R2 |
13,578.96 |
13,578.96 |
13,373.28 |
|
R1 |
13,459.32 |
13,459.32 |
13,356.49 |
13,427.53 |
PP |
13,395.73 |
13,395.73 |
13,395.73 |
13,379.83 |
S1 |
13,276.09 |
13,276.09 |
13,322.89 |
13,244.30 |
S2 |
13,212.50 |
13,212.50 |
13,306.10 |
|
S3 |
13,029.27 |
13,092.86 |
13,289.30 |
|
S4 |
12,846.04 |
12,909.63 |
13,238.91 |
|
|
Weekly Pivots for week ending 14-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,855.89 |
14,556.26 |
13,591.85 |
|
R3 |
14,397.42 |
14,097.79 |
13,465.77 |
|
R2 |
13,938.95 |
13,938.95 |
13,423.74 |
|
R1 |
13,639.32 |
13,639.32 |
13,381.72 |
13,559.90 |
PP |
13,480.48 |
13,480.48 |
13,480.48 |
13,440.77 |
S1 |
13,180.85 |
13,180.85 |
13,297.66 |
13,101.43 |
S2 |
13,022.01 |
13,022.01 |
13,255.64 |
|
S3 |
12,563.54 |
12,722.38 |
13,213.61 |
|
S4 |
12,105.07 |
12,263.91 |
13,087.53 |
|
|
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% |
247.33 |
1.9% |
4% |
False |
False |
|
10 |
13,780.11 |
13,237.59 |
542.52 |
4.1% |
191.60 |
1.4% |
19% |
False |
False |
|
20 |
13,780.11 |
12,724.09 |
1,056.02 |
7.9% |
211.72 |
1.6% |
58% |
False |
False |
|
40 |
13,962.53 |
12,724.09 |
1,238.44 |
9.3% |
213.50 |
1.6% |
50% |
False |
False |
|
60 |
14,198.10 |
12,724.09 |
1,474.01 |
11.0% |
184.86 |
1.4% |
42% |
False |
False |
|
80 |
14,198.10 |
12,724.09 |
1,474.01 |
11.0% |
181.62 |
1.4% |
42% |
False |
False |
|
100 |
14,198.10 |
12,517.94 |
1,680.16 |
12.6% |
196.62 |
1.5% |
49% |
False |
False |
|
120 |
14,198.10 |
12,517.94 |
1,680.16 |
12.6% |
186.22 |
1.4% |
49% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,294.09 |
2.618 |
13,995.06 |
1.618 |
13,811.83 |
1.000 |
13,698.59 |
0.618 |
13,628.60 |
HIGH |
13,515.36 |
0.618 |
13,445.37 |
0.500 |
13,423.75 |
0.382 |
13,402.12 |
LOW |
13,332.13 |
0.618 |
13,218.89 |
1.000 |
13,148.90 |
1.618 |
13,035.66 |
2.618 |
12,852.43 |
4.250 |
12,553.40 |
|
|
Fisher Pivots for day following 14-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
13,423.75 |
13,513.08 |
PP |
13,395.73 |
13,455.28 |
S1 |
13,367.71 |
13,397.49 |
|