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 |
1,477.75 |
1,457.50 |
-20.25 |
-1.4% |
1,517.00 |
High |
1,477.75 |
1,472.00 |
-5.75 |
-0.4% |
1,538.25 |
Low |
1,455.00 |
1,445.75 |
-9.25 |
-0.6% |
1,478.00 |
Close |
1,456.75 |
1,466.50 |
9.75 |
0.7% |
1,478.50 |
Range |
22.75 |
26.25 |
3.50 |
15.4% |
60.25 |
ATR |
27.70 |
27.60 |
-0.10 |
-0.4% |
0.00 |
Volume |
1,497,465 |
1,758,866 |
261,401 |
17.5% |
2,103,065 |
|
Daily Pivots for day following 18-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,540.25 |
1,529.50 |
1,481.00 |
|
R3 |
1,514.00 |
1,503.25 |
1,473.75 |
|
R2 |
1,487.75 |
1,487.75 |
1,471.25 |
|
R1 |
1,477.00 |
1,477.00 |
1,469.00 |
1,482.50 |
PP |
1,461.50 |
1,461.50 |
1,461.50 |
1,464.00 |
S1 |
1,450.75 |
1,450.75 |
1,464.00 |
1,456.00 |
S2 |
1,435.25 |
1,435.25 |
1,461.75 |
|
S3 |
1,409.00 |
1,424.50 |
1,459.25 |
|
S4 |
1,382.75 |
1,398.25 |
1,452.00 |
|
|
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 |
1,526.75 |
1,445.75 |
81.00 |
5.5% |
29.25 |
2.0% |
26% |
False |
True |
1,036,876 |
10 |
1,538.25 |
1,445.75 |
92.50 |
6.3% |
28.75 |
2.0% |
22% |
False |
True |
545,725 |
20 |
1,538.25 |
1,415.75 |
122.50 |
8.4% |
27.00 |
1.8% |
41% |
False |
False |
279,374 |
40 |
1,569.00 |
1,415.75 |
153.25 |
10.5% |
28.00 |
1.9% |
33% |
False |
False |
141,498 |
60 |
1,598.50 |
1,415.75 |
182.75 |
12.5% |
24.50 |
1.7% |
28% |
False |
False |
94,740 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,583.50 |
2.618 |
1,540.75 |
1.618 |
1,514.50 |
1.000 |
1,498.25 |
0.618 |
1,488.25 |
HIGH |
1,472.00 |
0.618 |
1,462.00 |
0.500 |
1,459.00 |
0.382 |
1,455.75 |
LOW |
1,445.75 |
0.618 |
1,429.50 |
1.000 |
1,419.50 |
1.618 |
1,403.25 |
2.618 |
1,377.00 |
4.250 |
1,334.25 |
|
|
Fisher Pivots for day following 18-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
1,464.00 |
1,475.50 |
PP |
1,461.50 |
1,472.50 |
S1 |
1,459.00 |
1,469.50 |
|