Trading Metrics calculated at close of trading on 18-Dec-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2007 |
18-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
6,428.0 |
6,217.0 |
-211.0 |
-3.3% |
6,654.0 |
High |
6,436.0 |
6,258.0 |
-178.0 |
-2.8% |
6,705.0 |
Low |
6,262.0 |
6,102.0 |
-160.0 |
-2.6% |
6,468.0 |
Close |
6,289.0 |
6,207.0 |
-82.0 |
-1.3% |
6,503.0 |
Range |
174.0 |
156.0 |
-18.0 |
-10.3% |
237.0 |
ATR |
105.2 |
111.0 |
5.8 |
5.6% |
0.0 |
Volume |
77,666 |
148,656 |
70,990 |
91.4% |
115,059 |
|
Daily Pivots for day following 18-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,657.0 |
6,588.0 |
6,292.8 |
|
R3 |
6,501.0 |
6,432.0 |
6,249.9 |
|
R2 |
6,345.0 |
6,345.0 |
6,235.6 |
|
R1 |
6,276.0 |
6,276.0 |
6,221.3 |
6,232.5 |
PP |
6,189.0 |
6,189.0 |
6,189.0 |
6,167.3 |
S1 |
6,120.0 |
6,120.0 |
6,192.7 |
6,076.5 |
S2 |
6,033.0 |
6,033.0 |
6,178.4 |
|
S3 |
5,877.0 |
5,964.0 |
6,164.1 |
|
S4 |
5,721.0 |
5,808.0 |
6,121.2 |
|
|
Weekly Pivots for week ending 14-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,269.7 |
7,123.3 |
6,633.4 |
|
R3 |
7,032.7 |
6,886.3 |
6,568.2 |
|
R2 |
6,795.7 |
6,795.7 |
6,546.5 |
|
R1 |
6,649.3 |
6,649.3 |
6,524.7 |
6,604.0 |
PP |
6,558.7 |
6,558.7 |
6,558.7 |
6,536.0 |
S1 |
6,412.3 |
6,412.3 |
6,481.3 |
6,367.0 |
S2 |
6,321.7 |
6,321.7 |
6,459.6 |
|
S3 |
6,084.7 |
6,175.3 |
6,437.8 |
|
S4 |
5,847.7 |
5,938.3 |
6,372.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,662.0 |
6,102.0 |
560.0 |
9.0% |
119.8 |
1.9% |
19% |
False |
True |
61,412 |
10 |
6,705.0 |
6,102.0 |
603.0 |
9.7% |
83.3 |
1.3% |
17% |
False |
True |
40,165 |
20 |
6,705.0 |
6,102.0 |
603.0 |
9.7% |
76.8 |
1.2% |
17% |
False |
True |
32,017 |
40 |
6,880.0 |
6,102.0 |
778.0 |
12.5% |
76.9 |
1.2% |
13% |
False |
True |
28,198 |
60 |
6,880.0 |
6,102.0 |
778.0 |
12.5% |
74.1 |
1.2% |
13% |
False |
True |
25,235 |
80 |
6,880.0 |
6,080.0 |
800.0 |
12.9% |
70.7 |
1.1% |
16% |
False |
False |
22,817 |
100 |
6,880.0 |
5,603.0 |
1,277.0 |
20.6% |
73.1 |
1.2% |
47% |
False |
False |
18,273 |
120 |
6,880.0 |
5,603.0 |
1,277.0 |
20.6% |
66.0 |
1.1% |
47% |
False |
False |
15,238 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,921.0 |
2.618 |
6,666.4 |
1.618 |
6,510.4 |
1.000 |
6,414.0 |
0.618 |
6,354.4 |
HIGH |
6,258.0 |
0.618 |
6,198.4 |
0.500 |
6,180.0 |
0.382 |
6,161.6 |
LOW |
6,102.0 |
0.618 |
6,005.6 |
1.000 |
5,946.0 |
1.618 |
5,849.6 |
2.618 |
5,693.6 |
4.250 |
5,439.0 |
|
|
Fisher Pivots for day following 18-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
6,198.0 |
6,359.0 |
PP |
6,189.0 |
6,308.3 |
S1 |
6,180.0 |
6,257.7 |
|