Trading Metrics calculated at close of trading on 11-Dec-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2007 |
11-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
6,654.0 |
6,676.0 |
22.0 |
0.3% |
6,566.0 |
High |
6,667.0 |
6,705.0 |
38.0 |
0.6% |
6,691.0 |
Low |
6,619.0 |
6,665.0 |
46.0 |
0.7% |
6,496.0 |
Close |
6,651.0 |
6,700.0 |
49.0 |
0.7% |
6,646.0 |
Range |
48.0 |
40.0 |
-8.0 |
-16.7% |
195.0 |
ATR |
94.1 |
91.3 |
-2.9 |
-3.0% |
0.0 |
Volume |
18,373 |
15,944 |
-2,429 |
-13.2% |
103,124 |
|
Daily Pivots for day following 11-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,810.0 |
6,795.0 |
6,722.0 |
|
R3 |
6,770.0 |
6,755.0 |
6,711.0 |
|
R2 |
6,730.0 |
6,730.0 |
6,707.3 |
|
R1 |
6,715.0 |
6,715.0 |
6,703.7 |
6,722.5 |
PP |
6,690.0 |
6,690.0 |
6,690.0 |
6,693.8 |
S1 |
6,675.0 |
6,675.0 |
6,696.3 |
6,682.5 |
S2 |
6,650.0 |
6,650.0 |
6,692.7 |
|
S3 |
6,610.0 |
6,635.0 |
6,689.0 |
|
S4 |
6,570.0 |
6,595.0 |
6,678.0 |
|
|
Weekly Pivots for week ending 07-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,196.0 |
7,116.0 |
6,753.3 |
|
R3 |
7,001.0 |
6,921.0 |
6,699.6 |
|
R2 |
6,806.0 |
6,806.0 |
6,681.8 |
|
R1 |
6,726.0 |
6,726.0 |
6,663.9 |
6,766.0 |
PP |
6,611.0 |
6,611.0 |
6,611.0 |
6,631.0 |
S1 |
6,531.0 |
6,531.0 |
6,628.1 |
6,571.0 |
S2 |
6,416.0 |
6,416.0 |
6,610.3 |
|
S3 |
6,221.0 |
6,336.0 |
6,592.4 |
|
S4 |
6,026.0 |
6,141.0 |
6,538.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,705.0 |
6,496.0 |
209.0 |
3.1% |
46.8 |
0.7% |
98% |
True |
False |
18,918 |
10 |
6,705.0 |
6,362.0 |
343.0 |
5.1% |
56.3 |
0.8% |
99% |
True |
False |
21,830 |
20 |
6,705.0 |
6,335.0 |
370.0 |
5.5% |
64.5 |
1.0% |
99% |
True |
False |
22,677 |
40 |
6,880.0 |
6,335.0 |
545.0 |
8.1% |
72.1 |
1.1% |
67% |
False |
False |
23,418 |
60 |
6,880.0 |
6,214.0 |
666.0 |
9.9% |
70.4 |
1.1% |
73% |
False |
False |
23,651 |
80 |
6,880.0 |
5,918.0 |
962.0 |
14.4% |
68.2 |
1.0% |
81% |
False |
False |
18,987 |
100 |
6,880.0 |
5,603.0 |
1,277.0 |
19.1% |
69.1 |
1.0% |
86% |
False |
False |
15,205 |
120 |
6,880.0 |
5,603.0 |
1,277.0 |
19.1% |
62.7 |
0.9% |
86% |
False |
False |
12,683 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,875.0 |
2.618 |
6,809.7 |
1.618 |
6,769.7 |
1.000 |
6,745.0 |
0.618 |
6,729.7 |
HIGH |
6,705.0 |
0.618 |
6,689.7 |
0.500 |
6,685.0 |
0.382 |
6,680.3 |
LOW |
6,665.0 |
0.618 |
6,640.3 |
1.000 |
6,625.0 |
1.618 |
6,600.3 |
2.618 |
6,560.3 |
4.250 |
6,495.0 |
|
|
Fisher Pivots for day following 11-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
6,695.0 |
6,687.3 |
PP |
6,690.0 |
6,674.7 |
S1 |
6,685.0 |
6,662.0 |
|