Trading Metrics calculated at close of trading on 17-Dec-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2007 |
17-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
13,515.11 |
13,339.20 |
-175.91 |
-1.3% |
13,623.55 |
High |
13,515.36 |
13,339.45 |
-175.91 |
-1.3% |
13,780.11 |
Low |
13,332.13 |
13,158.42 |
-173.71 |
-1.3% |
13,321.64 |
Close |
13,339.69 |
13,167.20 |
-172.49 |
-1.3% |
13,339.69 |
Range |
183.23 |
181.03 |
-2.20 |
-1.2% |
458.47 |
ATR |
209.92 |
207.87 |
-2.05 |
-1.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,764.78 |
13,647.02 |
13,266.77 |
|
R3 |
13,583.75 |
13,465.99 |
13,216.98 |
|
R2 |
13,402.72 |
13,402.72 |
13,200.39 |
|
R1 |
13,284.96 |
13,284.96 |
13,183.79 |
13,253.33 |
PP |
13,221.69 |
13,221.69 |
13,221.69 |
13,205.87 |
S1 |
13,103.93 |
13,103.93 |
13,150.61 |
13,072.30 |
S2 |
13,040.66 |
13,040.66 |
13,134.01 |
|
S3 |
12,859.63 |
12,922.90 |
13,117.42 |
|
S4 |
12,678.60 |
12,741.87 |
13,067.63 |
|
|
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 |
13,158.42 |
621.69 |
4.7% |
257.44 |
2.0% |
1% |
False |
True |
|
10 |
13,780.11 |
13,158.42 |
621.69 |
4.7% |
198.61 |
1.5% |
1% |
False |
True |
|
20 |
13,780.11 |
12,724.09 |
1,056.02 |
8.0% |
212.74 |
1.6% |
42% |
False |
False |
|
40 |
13,962.53 |
12,724.09 |
1,238.44 |
9.4% |
208.61 |
1.6% |
36% |
False |
False |
|
60 |
14,198.10 |
12,724.09 |
1,474.01 |
11.2% |
186.07 |
1.4% |
30% |
False |
False |
|
80 |
14,198.10 |
12,724.09 |
1,474.01 |
11.2% |
182.26 |
1.4% |
30% |
False |
False |
|
100 |
14,198.10 |
12,517.94 |
1,680.16 |
12.8% |
193.95 |
1.5% |
39% |
False |
False |
|
120 |
14,198.10 |
12,517.94 |
1,680.16 |
12.8% |
186.29 |
1.4% |
39% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,108.83 |
2.618 |
13,813.39 |
1.618 |
13,632.36 |
1.000 |
13,520.48 |
0.618 |
13,451.33 |
HIGH |
13,339.45 |
0.618 |
13,270.30 |
0.500 |
13,248.94 |
0.382 |
13,227.57 |
LOW |
13,158.42 |
0.618 |
13,046.54 |
1.000 |
12,977.39 |
1.618 |
12,865.51 |
2.618 |
12,684.48 |
4.250 |
12,389.04 |
|
|
Fisher Pivots for day following 17-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
13,248.94 |
13,343.03 |
PP |
13,221.69 |
13,284.42 |
S1 |
13,194.45 |
13,225.81 |
|