Trading Metrics calculated at close of trading on 18-Dec-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2007 |
18-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
13,339.20 |
13,168.66 |
-170.54 |
-1.3% |
13,623.55 |
High |
13,339.45 |
13,279.46 |
-59.99 |
-0.4% |
13,780.11 |
Low |
13,158.42 |
13,092.00 |
-66.42 |
-0.5% |
13,321.64 |
Close |
13,167.20 |
13,232.47 |
65.27 |
0.5% |
13,339.69 |
Range |
181.03 |
187.46 |
6.43 |
3.6% |
458.47 |
ATR |
207.87 |
206.41 |
-1.46 |
-0.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,763.69 |
13,685.54 |
13,335.57 |
|
R3 |
13,576.23 |
13,498.08 |
13,284.02 |
|
R2 |
13,388.77 |
13,388.77 |
13,266.84 |
|
R1 |
13,310.62 |
13,310.62 |
13,249.65 |
13,349.70 |
PP |
13,201.31 |
13,201.31 |
13,201.31 |
13,220.85 |
S1 |
13,123.16 |
13,123.16 |
13,215.29 |
13,162.24 |
S2 |
13,013.85 |
13,013.85 |
13,198.10 |
|
S3 |
12,826.39 |
12,935.70 |
13,180.92 |
|
S4 |
12,638.93 |
12,748.24 |
13,129.37 |
|
|
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 |
13,704.52 |
13,092.00 |
612.52 |
4.6% |
221.66 |
1.7% |
23% |
False |
True |
|
10 |
13,780.11 |
13,092.00 |
688.11 |
5.2% |
209.48 |
1.6% |
20% |
False |
True |
|
20 |
13,780.11 |
12,724.09 |
1,056.02 |
8.0% |
210.18 |
1.6% |
48% |
False |
False |
|
40 |
13,962.53 |
12,724.09 |
1,238.44 |
9.4% |
208.81 |
1.6% |
41% |
False |
False |
|
60 |
14,198.10 |
12,724.09 |
1,474.01 |
11.1% |
187.13 |
1.4% |
34% |
False |
False |
|
80 |
14,198.10 |
12,724.09 |
1,474.01 |
11.1% |
182.44 |
1.4% |
34% |
False |
False |
|
100 |
14,198.10 |
12,517.94 |
1,680.16 |
12.7% |
193.27 |
1.5% |
43% |
False |
False |
|
120 |
14,198.10 |
12,517.94 |
1,680.16 |
12.7% |
186.94 |
1.4% |
43% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,076.17 |
2.618 |
13,770.23 |
1.618 |
13,582.77 |
1.000 |
13,466.92 |
0.618 |
13,395.31 |
HIGH |
13,279.46 |
0.618 |
13,207.85 |
0.500 |
13,185.73 |
0.382 |
13,163.61 |
LOW |
13,092.00 |
0.618 |
12,976.15 |
1.000 |
12,904.54 |
1.618 |
12,788.69 |
2.618 |
12,601.23 |
4.250 |
12,295.30 |
|
|
Fisher Pivots for day following 18-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
13,216.89 |
13,303.68 |
PP |
13,201.31 |
13,279.94 |
S1 |
13,185.73 |
13,256.21 |
|