Trading Metrics calculated at close of trading on 24-Dec-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2007 |
24-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
13,241.66 |
13,450.73 |
209.07 |
1.6% |
13,339.20 |
High |
13,473.98 |
13,563.48 |
89.50 |
0.7% |
13,473.98 |
Low |
13,241.57 |
13,449.27 |
207.70 |
1.6% |
13,092.00 |
Close |
13,450.65 |
13,549.34 |
98.69 |
0.7% |
13,450.65 |
Range |
232.41 |
114.21 |
-118.20 |
-50.9% |
381.98 |
ATR |
200.27 |
194.12 |
-6.15 |
-3.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,863.33 |
13,820.54 |
13,612.16 |
|
R3 |
13,749.12 |
13,706.33 |
13,580.75 |
|
R2 |
13,634.91 |
13,634.91 |
13,570.28 |
|
R1 |
13,592.12 |
13,592.12 |
13,559.81 |
13,613.52 |
PP |
13,520.70 |
13,520.70 |
13,520.70 |
13,531.39 |
S1 |
13,477.91 |
13,477.91 |
13,538.87 |
13,499.31 |
S2 |
13,406.49 |
13,406.49 |
13,528.40 |
|
S3 |
13,292.28 |
13,363.70 |
13,517.93 |
|
S4 |
13,178.07 |
13,249.49 |
13,486.52 |
|
|
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 |
13,563.48 |
13,092.00 |
471.48 |
3.5% |
164.50 |
1.2% |
97% |
True |
False |
|
10 |
13,780.11 |
13,092.00 |
688.11 |
5.1% |
210.97 |
1.6% |
66% |
False |
False |
|
20 |
13,780.11 |
12,744.78 |
1,035.33 |
7.6% |
192.56 |
1.4% |
78% |
False |
False |
|
40 |
13,962.53 |
12,724.09 |
1,238.44 |
9.1% |
207.34 |
1.5% |
67% |
False |
False |
|
60 |
14,198.10 |
12,724.09 |
1,474.01 |
10.9% |
191.81 |
1.4% |
56% |
False |
False |
|
80 |
14,198.10 |
12,724.09 |
1,474.01 |
10.9% |
181.05 |
1.3% |
56% |
False |
False |
|
100 |
14,198.10 |
12,517.94 |
1,680.16 |
12.4% |
190.71 |
1.4% |
61% |
False |
False |
|
120 |
14,198.10 |
12,517.94 |
1,680.16 |
12.4% |
188.35 |
1.4% |
61% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,048.87 |
2.618 |
13,862.48 |
1.618 |
13,748.27 |
1.000 |
13,677.69 |
0.618 |
13,634.06 |
HIGH |
13,563.48 |
0.618 |
13,519.85 |
0.500 |
13,506.38 |
0.382 |
13,492.90 |
LOW |
13,449.27 |
0.618 |
13,378.69 |
1.000 |
13,335.06 |
1.618 |
13,264.48 |
2.618 |
13,150.27 |
4.250 |
12,963.88 |
|
|
Fisher Pivots for day following 24-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
13,535.02 |
13,485.74 |
PP |
13,520.70 |
13,422.15 |
S1 |
13,506.38 |
13,358.55 |
|