Trading Metrics calculated at close of trading on 26-Dec-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2007 |
26-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
13,450.73 |
13,547.95 |
97.22 |
0.7% |
13,339.20 |
High |
13,563.48 |
13,563.32 |
-0.16 |
0.0% |
13,473.98 |
Low |
13,449.27 |
13,492.68 |
43.41 |
0.3% |
13,092.00 |
Close |
13,549.34 |
13,551.69 |
2.35 |
0.0% |
13,450.65 |
Range |
114.21 |
70.64 |
-43.57 |
-38.1% |
381.98 |
ATR |
194.12 |
185.30 |
-8.82 |
-4.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,747.82 |
13,720.39 |
13,590.54 |
|
R3 |
13,677.18 |
13,649.75 |
13,571.12 |
|
R2 |
13,606.54 |
13,606.54 |
13,564.64 |
|
R1 |
13,579.11 |
13,579.11 |
13,558.17 |
13,592.83 |
PP |
13,535.90 |
13,535.90 |
13,535.90 |
13,542.75 |
S1 |
13,508.47 |
13,508.47 |
13,545.21 |
13,522.19 |
S2 |
13,465.26 |
13,465.26 |
13,538.74 |
|
S3 |
13,394.62 |
13,437.83 |
13,532.26 |
|
S4 |
13,323.98 |
13,367.19 |
13,512.84 |
|
|
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 |
13,146.79 |
416.69 |
3.1% |
141.14 |
1.0% |
97% |
False |
False |
|
10 |
13,704.52 |
13,092.00 |
612.52 |
4.5% |
181.40 |
1.3% |
75% |
False |
False |
|
20 |
13,780.11 |
12,958.04 |
822.07 |
6.1% |
183.74 |
1.4% |
72% |
False |
False |
|
40 |
13,962.53 |
12,724.09 |
1,238.44 |
9.1% |
206.71 |
1.5% |
67% |
False |
False |
|
60 |
14,198.10 |
12,724.09 |
1,474.01 |
10.9% |
189.29 |
1.4% |
56% |
False |
False |
|
80 |
14,198.10 |
12,724.09 |
1,474.01 |
10.9% |
179.58 |
1.3% |
56% |
False |
False |
|
100 |
14,198.10 |
12,517.94 |
1,680.16 |
12.4% |
188.45 |
1.4% |
62% |
False |
False |
|
120 |
14,198.10 |
12,517.94 |
1,680.16 |
12.4% |
188.14 |
1.4% |
62% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,863.54 |
2.618 |
13,748.26 |
1.618 |
13,677.62 |
1.000 |
13,633.96 |
0.618 |
13,606.98 |
HIGH |
13,563.32 |
0.618 |
13,536.34 |
0.500 |
13,528.00 |
0.382 |
13,519.66 |
LOW |
13,492.68 |
0.618 |
13,449.02 |
1.000 |
13,422.04 |
1.618 |
13,378.38 |
2.618 |
13,307.74 |
4.250 |
13,192.46 |
|
|
Fisher Pivots for day following 26-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
13,543.79 |
13,501.97 |
PP |
13,535.90 |
13,452.25 |
S1 |
13,528.00 |
13,402.53 |
|