Trading Metrics calculated at close of trading on 20-Dec-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2007 |
20-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
13,231.98 |
13,206.46 |
-25.52 |
-0.2% |
13,623.55 |
High |
13,300.43 |
13,288.40 |
-12.03 |
-0.1% |
13,780.11 |
Low |
13,146.79 |
13,153.62 |
6.83 |
0.1% |
13,321.64 |
Close |
13,207.27 |
13,245.31 |
38.04 |
0.3% |
13,339.69 |
Range |
153.64 |
134.78 |
-18.86 |
-12.3% |
458.47 |
ATR |
202.64 |
197.80 |
-4.85 |
-2.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,633.45 |
13,574.16 |
13,319.44 |
|
R3 |
13,498.67 |
13,439.38 |
13,282.37 |
|
R2 |
13,363.89 |
13,363.89 |
13,270.02 |
|
R1 |
13,304.60 |
13,304.60 |
13,257.66 |
13,334.25 |
PP |
13,229.11 |
13,229.11 |
13,229.11 |
13,243.93 |
S1 |
13,169.82 |
13,169.82 |
13,232.96 |
13,199.47 |
S2 |
13,094.33 |
13,094.33 |
13,220.60 |
|
S3 |
12,959.55 |
13,035.04 |
13,208.25 |
|
S4 |
12,824.77 |
12,900.26 |
13,171.18 |
|
|
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 |
13,515.36 |
13,092.00 |
423.36 |
3.2% |
168.03 |
1.3% |
36% |
False |
False |
|
10 |
13,780.11 |
13,092.00 |
688.11 |
5.2% |
196.03 |
1.5% |
22% |
False |
False |
|
20 |
13,780.11 |
12,724.09 |
1,056.02 |
8.0% |
200.13 |
1.5% |
49% |
False |
False |
|
40 |
13,962.53 |
12,724.09 |
1,238.44 |
9.4% |
206.92 |
1.6% |
42% |
False |
False |
|
60 |
14,198.10 |
12,724.09 |
1,474.01 |
11.1% |
188.15 |
1.4% |
35% |
False |
False |
|
80 |
14,198.10 |
12,724.09 |
1,474.01 |
11.1% |
181.48 |
1.4% |
35% |
False |
False |
|
100 |
14,198.10 |
12,517.94 |
1,680.16 |
12.7% |
191.38 |
1.4% |
43% |
False |
False |
|
120 |
14,198.10 |
12,517.94 |
1,680.16 |
12.7% |
186.52 |
1.4% |
43% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,861.22 |
2.618 |
13,641.25 |
1.618 |
13,506.47 |
1.000 |
13,423.18 |
0.618 |
13,371.69 |
HIGH |
13,288.40 |
0.618 |
13,236.91 |
0.500 |
13,221.01 |
0.382 |
13,205.11 |
LOW |
13,153.62 |
0.618 |
13,070.33 |
1.000 |
13,018.84 |
1.618 |
12,935.55 |
2.618 |
12,800.77 |
4.250 |
12,580.81 |
|
|
Fisher Pivots for day following 20-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
13,237.21 |
13,228.95 |
PP |
13,229.11 |
13,212.58 |
S1 |
13,221.01 |
13,196.22 |
|