Trading Metrics calculated at close of trading on 21-Dec-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2007 |
21-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
13,206.46 |
13,241.66 |
35.20 |
0.3% |
13,339.20 |
High |
13,288.40 |
13,473.98 |
185.58 |
1.4% |
13,473.98 |
Low |
13,153.62 |
13,241.57 |
87.95 |
0.7% |
13,092.00 |
Close |
13,245.31 |
13,450.65 |
205.34 |
1.6% |
13,450.65 |
Range |
134.78 |
232.41 |
97.63 |
72.4% |
381.98 |
ATR |
197.80 |
200.27 |
2.47 |
1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,085.96 |
14,000.72 |
13,578.48 |
|
R3 |
13,853.55 |
13,768.31 |
13,514.56 |
|
R2 |
13,621.14 |
13,621.14 |
13,493.26 |
|
R1 |
13,535.90 |
13,535.90 |
13,471.95 |
13,578.52 |
PP |
13,388.73 |
13,388.73 |
13,388.73 |
13,410.05 |
S1 |
13,303.49 |
13,303.49 |
13,429.35 |
13,346.11 |
S2 |
13,156.32 |
13,156.32 |
13,408.04 |
|
S3 |
12,923.91 |
13,071.08 |
13,386.74 |
|
S4 |
12,691.50 |
12,838.67 |
13,322.82 |
|
|
Weekly Pivots for week ending 21-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,484.82 |
14,349.71 |
13,660.74 |
|
R3 |
14,102.84 |
13,967.73 |
13,555.69 |
|
R2 |
13,720.86 |
13,720.86 |
13,520.68 |
|
R1 |
13,585.75 |
13,585.75 |
13,485.66 |
13,653.31 |
PP |
13,338.88 |
13,338.88 |
13,338.88 |
13,372.65 |
S1 |
13,203.77 |
13,203.77 |
13,415.64 |
13,271.33 |
S2 |
12,956.90 |
12,956.90 |
13,380.62 |
|
S3 |
12,574.92 |
12,821.79 |
13,345.61 |
|
S4 |
12,192.94 |
12,439.81 |
13,240.56 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,473.98 |
13,092.00 |
381.98 |
2.8% |
177.86 |
1.3% |
94% |
True |
False |
|
10 |
13,780.11 |
13,092.00 |
688.11 |
5.1% |
212.60 |
1.6% |
52% |
False |
False |
|
20 |
13,780.11 |
12,724.09 |
1,056.02 |
7.9% |
202.51 |
1.5% |
69% |
False |
False |
|
40 |
13,962.53 |
12,724.09 |
1,238.44 |
9.2% |
207.89 |
1.5% |
59% |
False |
False |
|
60 |
14,198.10 |
12,724.09 |
1,474.01 |
11.0% |
191.15 |
1.4% |
49% |
False |
False |
|
80 |
14,198.10 |
12,724.09 |
1,474.01 |
11.0% |
181.26 |
1.3% |
49% |
False |
False |
|
100 |
14,198.10 |
12,517.94 |
1,680.16 |
12.5% |
191.10 |
1.4% |
56% |
False |
False |
|
120 |
14,198.10 |
12,517.94 |
1,680.16 |
12.5% |
187.95 |
1.4% |
56% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,461.72 |
2.618 |
14,082.43 |
1.618 |
13,850.02 |
1.000 |
13,706.39 |
0.618 |
13,617.61 |
HIGH |
13,473.98 |
0.618 |
13,385.20 |
0.500 |
13,357.78 |
0.382 |
13,330.35 |
LOW |
13,241.57 |
0.618 |
13,097.94 |
1.000 |
13,009.16 |
1.618 |
12,865.53 |
2.618 |
12,633.12 |
4.250 |
12,253.83 |
|
|
Fisher Pivots for day following 21-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
13,419.69 |
13,403.90 |
PP |
13,388.73 |
13,357.14 |
S1 |
13,357.78 |
13,310.39 |
|