Trading Metrics calculated at close of trading on 28-Dec-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2007 |
28-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
13,549.17 |
13,361.23 |
-187.94 |
-1.4% |
13,450.73 |
High |
13,551.04 |
13,451.38 |
-99.66 |
-0.7% |
13,563.48 |
Low |
13,349.28 |
13,298.15 |
-51.13 |
-0.4% |
13,298.15 |
Close |
13,359.61 |
13,365.87 |
6.26 |
0.0% |
13,365.87 |
Range |
201.76 |
153.23 |
-48.53 |
-24.1% |
265.33 |
ATR |
186.52 |
184.15 |
-2.38 |
-1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,831.49 |
13,751.91 |
13,450.15 |
|
R3 |
13,678.26 |
13,598.68 |
13,408.01 |
|
R2 |
13,525.03 |
13,525.03 |
13,393.96 |
|
R1 |
13,445.45 |
13,445.45 |
13,379.92 |
13,485.24 |
PP |
13,371.80 |
13,371.80 |
13,371.80 |
13,391.70 |
S1 |
13,292.22 |
13,292.22 |
13,351.82 |
13,332.01 |
S2 |
13,218.57 |
13,218.57 |
13,337.78 |
|
S3 |
13,065.34 |
13,138.99 |
13,323.73 |
|
S4 |
12,912.11 |
12,985.76 |
13,281.59 |
|
|
Weekly Pivots for week ending 28-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,205.16 |
14,050.84 |
13,511.80 |
|
R3 |
13,939.83 |
13,785.51 |
13,438.84 |
|
R2 |
13,674.50 |
13,674.50 |
13,414.51 |
|
R1 |
13,520.18 |
13,520.18 |
13,390.19 |
13,464.68 |
PP |
13,409.17 |
13,409.17 |
13,409.17 |
13,381.41 |
S1 |
13,254.85 |
13,254.85 |
13,341.55 |
13,199.35 |
S2 |
13,143.84 |
13,143.84 |
13,317.23 |
|
S3 |
12,878.51 |
12,989.52 |
13,292.90 |
|
S4 |
12,613.18 |
12,724.19 |
13,219.94 |
|
|
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 |
13,241.57 |
321.91 |
2.4% |
154.45 |
1.2% |
39% |
False |
False |
|
10 |
13,563.48 |
13,092.00 |
471.48 |
3.5% |
161.24 |
1.2% |
58% |
False |
False |
|
20 |
13,780.11 |
13,092.00 |
688.11 |
5.1% |
176.53 |
1.3% |
40% |
False |
False |
|
40 |
13,924.16 |
12,724.09 |
1,200.07 |
9.0% |
208.44 |
1.6% |
53% |
False |
False |
|
60 |
14,198.10 |
12,724.09 |
1,474.01 |
11.0% |
192.10 |
1.4% |
44% |
False |
False |
|
80 |
14,198.10 |
12,724.09 |
1,474.01 |
11.0% |
179.38 |
1.3% |
44% |
False |
False |
|
100 |
14,198.10 |
12,517.94 |
1,680.16 |
12.6% |
186.28 |
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 |
14,102.61 |
2.618 |
13,852.54 |
1.618 |
13,699.31 |
1.000 |
13,604.61 |
0.618 |
13,546.08 |
HIGH |
13,451.38 |
0.618 |
13,392.85 |
0.500 |
13,374.77 |
0.382 |
13,356.68 |
LOW |
13,298.15 |
0.618 |
13,203.45 |
1.000 |
13,144.92 |
1.618 |
13,050.22 |
2.618 |
12,896.99 |
4.250 |
12,646.92 |
|
|
Fisher Pivots for day following 28-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
13,374.77 |
13,430.74 |
PP |
13,371.80 |
13,409.11 |
S1 |
13,368.84 |
13,387.49 |
|