Trading Metrics calculated at close of trading on 31-Dec-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2007 |
31-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
13,361.23 |
13,364.16 |
2.93 |
0.0% |
13,450.73 |
High |
13,451.38 |
13,364.73 |
-86.65 |
-0.6% |
13,563.48 |
Low |
13,298.15 |
13,246.53 |
-51.62 |
-0.4% |
13,298.15 |
Close |
13,365.87 |
13,264.82 |
-101.05 |
-0.8% |
13,365.87 |
Range |
153.23 |
118.20 |
-35.03 |
-22.9% |
265.33 |
ATR |
184.15 |
179.52 |
-4.63 |
-2.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 31-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,646.63 |
13,573.92 |
13,329.83 |
|
R3 |
13,528.43 |
13,455.72 |
13,297.33 |
|
R2 |
13,410.23 |
13,410.23 |
13,286.49 |
|
R1 |
13,337.52 |
13,337.52 |
13,275.66 |
13,314.78 |
PP |
13,292.03 |
13,292.03 |
13,292.03 |
13,280.65 |
S1 |
13,219.32 |
13,219.32 |
13,253.99 |
13,196.58 |
S2 |
13,173.83 |
13,173.83 |
13,243.15 |
|
S3 |
13,055.63 |
13,101.12 |
13,232.32 |
|
S4 |
12,937.43 |
12,982.92 |
13,199.81 |
|
|
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 |
13,246.53 |
316.95 |
2.4% |
131.61 |
1.0% |
6% |
False |
True |
|
10 |
13,563.48 |
13,092.00 |
471.48 |
3.6% |
154.74 |
1.2% |
37% |
False |
False |
|
20 |
13,780.11 |
13,092.00 |
688.11 |
5.2% |
173.17 |
1.3% |
25% |
False |
False |
|
40 |
13,780.11 |
12,724.09 |
1,056.02 |
8.0% |
202.01 |
1.5% |
51% |
False |
False |
|
60 |
14,198.10 |
12,724.09 |
1,474.01 |
11.1% |
193.09 |
1.5% |
37% |
False |
False |
|
80 |
14,198.10 |
12,724.09 |
1,474.01 |
11.1% |
179.31 |
1.4% |
37% |
False |
False |
|
100 |
14,198.10 |
12,517.94 |
1,680.16 |
12.7% |
185.35 |
1.4% |
44% |
False |
False |
|
120 |
14,198.10 |
12,517.94 |
1,680.16 |
12.7% |
189.33 |
1.4% |
44% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,867.08 |
2.618 |
13,674.18 |
1.618 |
13,555.98 |
1.000 |
13,482.93 |
0.618 |
13,437.78 |
HIGH |
13,364.73 |
0.618 |
13,319.58 |
0.500 |
13,305.63 |
0.382 |
13,291.68 |
LOW |
13,246.53 |
0.618 |
13,173.48 |
1.000 |
13,128.33 |
1.618 |
13,055.28 |
2.618 |
12,937.08 |
4.250 |
12,744.18 |
|
|
Fisher Pivots for day following 31-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
13,305.63 |
13,398.79 |
PP |
13,292.03 |
13,354.13 |
S1 |
13,278.42 |
13,309.48 |
|