Trading Metrics calculated at close of trading on 13-Dec-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2007 |
13-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
6,602.0 |
6,644.0 |
42.0 |
0.6% |
6,566.0 |
High |
6,646.0 |
6,662.0 |
16.0 |
0.2% |
6,691.0 |
Low |
6,590.0 |
6,597.0 |
7.0 |
0.1% |
6,496.0 |
Close |
6,643.0 |
6,600.0 |
-43.0 |
-0.6% |
6,646.0 |
Range |
56.0 |
65.0 |
9.0 |
16.1% |
195.0 |
ATR |
92.6 |
90.6 |
-2.0 |
-2.1% |
0.0 |
Volume |
19,462 |
18,299 |
-1,163 |
-6.0% |
103,124 |
|
Daily Pivots for day following 13-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,814.7 |
6,772.3 |
6,635.8 |
|
R3 |
6,749.7 |
6,707.3 |
6,617.9 |
|
R2 |
6,684.7 |
6,684.7 |
6,611.9 |
|
R1 |
6,642.3 |
6,642.3 |
6,606.0 |
6,631.0 |
PP |
6,619.7 |
6,619.7 |
6,619.7 |
6,614.0 |
S1 |
6,577.3 |
6,577.3 |
6,594.0 |
6,566.0 |
S2 |
6,554.7 |
6,554.7 |
6,588.1 |
|
S3 |
6,489.7 |
6,512.3 |
6,582.1 |
|
S4 |
6,424.7 |
6,447.3 |
6,564.3 |
|
|
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 |
6,590.0 |
115.0 |
1.7% |
52.2 |
0.8% |
9% |
False |
False |
18,172 |
10 |
6,705.0 |
6,467.0 |
238.0 |
3.6% |
49.4 |
0.7% |
56% |
False |
False |
19,983 |
20 |
6,705.0 |
6,335.0 |
370.0 |
5.6% |
63.4 |
1.0% |
72% |
False |
False |
21,888 |
40 |
6,880.0 |
6,335.0 |
545.0 |
8.3% |
71.2 |
1.1% |
49% |
False |
False |
23,279 |
60 |
6,880.0 |
6,335.0 |
545.0 |
8.3% |
69.5 |
1.1% |
49% |
False |
False |
21,775 |
80 |
6,880.0 |
6,080.0 |
800.0 |
12.1% |
66.6 |
1.0% |
65% |
False |
False |
19,456 |
100 |
6,880.0 |
5,603.0 |
1,277.0 |
19.3% |
70.0 |
1.1% |
78% |
False |
False |
15,582 |
120 |
6,880.0 |
5,603.0 |
1,277.0 |
19.3% |
63.2 |
1.0% |
78% |
False |
False |
12,995 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,938.3 |
2.618 |
6,832.2 |
1.618 |
6,767.2 |
1.000 |
6,727.0 |
0.618 |
6,702.2 |
HIGH |
6,662.0 |
0.618 |
6,637.2 |
0.500 |
6,629.5 |
0.382 |
6,621.8 |
LOW |
6,597.0 |
0.618 |
6,556.8 |
1.000 |
6,532.0 |
1.618 |
6,491.8 |
2.618 |
6,426.8 |
4.250 |
6,320.8 |
|
|
Fisher Pivots for day following 13-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
6,629.5 |
6,647.5 |
PP |
6,619.7 |
6,631.7 |
S1 |
6,609.8 |
6,615.8 |
|