Trading Metrics calculated at close of trading on 14-Dec-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2007 |
14-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
1,500.50 |
1,498.50 |
-2.00 |
-0.1% |
1,517.00 |
High |
1,502.25 |
1,505.25 |
3.00 |
0.2% |
1,538.25 |
Low |
1,480.00 |
1,478.00 |
-2.00 |
-0.1% |
1,478.00 |
Close |
1,498.50 |
1,478.50 |
-20.00 |
-1.3% |
1,478.50 |
Range |
22.25 |
27.25 |
5.00 |
22.5% |
60.25 |
ATR |
28.09 |
28.03 |
-0.06 |
-0.2% |
0.00 |
Volume |
285,364 |
1,418,643 |
1,133,279 |
397.1% |
2,103,065 |
|
Daily Pivots for day following 14-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,569.00 |
1,551.00 |
1,493.50 |
|
R3 |
1,541.75 |
1,523.75 |
1,486.00 |
|
R2 |
1,514.50 |
1,514.50 |
1,483.50 |
|
R1 |
1,496.50 |
1,496.50 |
1,481.00 |
1,492.00 |
PP |
1,487.25 |
1,487.25 |
1,487.25 |
1,485.00 |
S1 |
1,469.25 |
1,469.25 |
1,476.00 |
1,464.50 |
S2 |
1,460.00 |
1,460.00 |
1,473.50 |
|
S3 |
1,432.75 |
1,442.00 |
1,471.00 |
|
S4 |
1,405.50 |
1,414.75 |
1,463.50 |
|
|
Weekly Pivots for week ending 14-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,679.00 |
1,639.00 |
1,511.75 |
|
R3 |
1,618.75 |
1,578.75 |
1,495.00 |
|
R2 |
1,558.50 |
1,558.50 |
1,489.50 |
|
R1 |
1,518.50 |
1,518.50 |
1,484.00 |
1,508.50 |
PP |
1,498.25 |
1,498.25 |
1,498.25 |
1,493.25 |
S1 |
1,458.25 |
1,458.25 |
1,473.00 |
1,448.00 |
S2 |
1,438.00 |
1,438.00 |
1,467.50 |
|
S3 |
1,377.75 |
1,398.00 |
1,462.00 |
|
S4 |
1,317.50 |
1,337.75 |
1,445.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,538.25 |
1,478.00 |
60.25 |
4.1% |
34.00 |
2.3% |
1% |
False |
True |
420,613 |
10 |
1,538.25 |
1,471.75 |
66.50 |
4.5% |
27.00 |
1.8% |
10% |
False |
False |
222,277 |
20 |
1,538.25 |
1,415.75 |
122.50 |
8.3% |
27.75 |
1.9% |
51% |
False |
False |
117,116 |
40 |
1,569.00 |
1,415.75 |
153.25 |
10.4% |
27.75 |
1.9% |
41% |
False |
False |
60,135 |
60 |
1,598.50 |
1,415.75 |
182.75 |
12.4% |
24.00 |
1.6% |
34% |
False |
False |
40,470 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,621.00 |
2.618 |
1,576.50 |
1.618 |
1,549.25 |
1.000 |
1,532.50 |
0.618 |
1,522.00 |
HIGH |
1,505.25 |
0.618 |
1,494.75 |
0.500 |
1,491.50 |
0.382 |
1,488.50 |
LOW |
1,478.00 |
0.618 |
1,461.25 |
1.000 |
1,450.75 |
1.618 |
1,434.00 |
2.618 |
1,406.75 |
4.250 |
1,362.25 |
|
|
Fisher Pivots for day following 14-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
1,491.50 |
1,502.50 |
PP |
1,487.25 |
1,494.50 |
S1 |
1,483.00 |
1,486.50 |
|