Trading Metrics calculated at close of trading on 27-Dec-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2007 |
27-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
13,547.95 |
13,549.17 |
1.22 |
0.0% |
13,339.20 |
High |
13,563.32 |
13,551.04 |
-12.28 |
-0.1% |
13,473.98 |
Low |
13,492.68 |
13,349.28 |
-143.40 |
-1.1% |
13,092.00 |
Close |
13,551.69 |
13,359.61 |
-192.08 |
-1.4% |
13,450.65 |
Range |
70.64 |
201.76 |
131.12 |
185.6% |
381.98 |
ATR |
185.30 |
186.52 |
1.22 |
0.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,025.26 |
13,894.19 |
13,470.58 |
|
R3 |
13,823.50 |
13,692.43 |
13,415.09 |
|
R2 |
13,621.74 |
13,621.74 |
13,396.60 |
|
R1 |
13,490.67 |
13,490.67 |
13,378.10 |
13,455.33 |
PP |
13,419.98 |
13,419.98 |
13,419.98 |
13,402.30 |
S1 |
13,288.91 |
13,288.91 |
13,341.12 |
13,253.57 |
S2 |
13,218.22 |
13,218.22 |
13,322.62 |
|
S3 |
13,016.46 |
13,087.15 |
13,304.13 |
|
S4 |
12,814.70 |
12,885.39 |
13,248.64 |
|
|
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 |
13,153.62 |
409.86 |
3.1% |
150.76 |
1.1% |
50% |
False |
False |
|
10 |
13,563.48 |
13,092.00 |
471.48 |
3.5% |
163.29 |
1.2% |
57% |
False |
False |
|
20 |
13,780.11 |
13,092.00 |
688.11 |
5.2% |
175.44 |
1.3% |
39% |
False |
False |
|
40 |
13,962.53 |
12,724.09 |
1,238.44 |
9.3% |
209.48 |
1.6% |
51% |
False |
False |
|
60 |
14,198.10 |
12,724.09 |
1,474.01 |
11.0% |
191.06 |
1.4% |
43% |
False |
False |
|
80 |
14,198.10 |
12,724.09 |
1,474.01 |
11.0% |
179.90 |
1.3% |
43% |
False |
False |
|
100 |
14,198.10 |
12,517.94 |
1,680.16 |
12.6% |
187.36 |
1.4% |
50% |
False |
False |
|
120 |
14,198.10 |
12,517.94 |
1,680.16 |
12.6% |
189.31 |
1.4% |
50% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,408.52 |
2.618 |
14,079.25 |
1.618 |
13,877.49 |
1.000 |
13,752.80 |
0.618 |
13,675.73 |
HIGH |
13,551.04 |
0.618 |
13,473.97 |
0.500 |
13,450.16 |
0.382 |
13,426.35 |
LOW |
13,349.28 |
0.618 |
13,224.59 |
1.000 |
13,147.52 |
1.618 |
13,022.83 |
2.618 |
12,821.07 |
4.250 |
12,491.80 |
|
|
Fisher Pivots for day following 27-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
13,450.16 |
13,456.38 |
PP |
13,419.98 |
13,424.12 |
S1 |
13,389.79 |
13,391.87 |
|