Trading Metrics calculated at close of trading on 21-Dec-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2007 |
21-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
1,464.50 |
1,474.00 |
9.50 |
0.6% |
1,477.75 |
High |
1,475.00 |
1,499.00 |
24.00 |
1.6% |
1,499.00 |
Low |
1,457.50 |
1,471.25 |
13.75 |
0.9% |
1,445.75 |
Close |
1,474.75 |
1,498.00 |
23.25 |
1.6% |
1,498.00 |
Range |
17.50 |
27.75 |
10.25 |
58.6% |
53.25 |
ATR |
26.36 |
26.46 |
0.10 |
0.4% |
0.00 |
Volume |
1,996,306 |
1,606,569 |
-389,737 |
-19.5% |
8,981,841 |
|
Daily Pivots for day following 21-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,572.75 |
1,563.00 |
1,513.25 |
|
R3 |
1,545.00 |
1,535.25 |
1,505.75 |
|
R2 |
1,517.25 |
1,517.25 |
1,503.00 |
|
R1 |
1,507.50 |
1,507.50 |
1,500.50 |
1,512.50 |
PP |
1,489.50 |
1,489.50 |
1,489.50 |
1,491.75 |
S1 |
1,479.75 |
1,479.75 |
1,495.50 |
1,484.50 |
S2 |
1,461.75 |
1,461.75 |
1,493.00 |
|
S3 |
1,434.00 |
1,452.00 |
1,490.25 |
|
S4 |
1,406.25 |
1,424.25 |
1,482.75 |
|
|
Weekly Pivots for week ending 21-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,640.75 |
1,622.50 |
1,527.25 |
|
R3 |
1,587.50 |
1,569.25 |
1,512.75 |
|
R2 |
1,534.25 |
1,534.25 |
1,507.75 |
|
R1 |
1,516.00 |
1,516.00 |
1,503.00 |
1,525.00 |
PP |
1,481.00 |
1,481.00 |
1,481.00 |
1,485.50 |
S1 |
1,462.75 |
1,462.75 |
1,493.00 |
1,472.00 |
S2 |
1,427.75 |
1,427.75 |
1,488.25 |
|
S3 |
1,374.50 |
1,409.50 |
1,483.25 |
|
S4 |
1,321.25 |
1,356.25 |
1,468.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,499.00 |
1,445.75 |
53.25 |
3.6% |
22.75 |
1.5% |
98% |
True |
False |
1,796,368 |
10 |
1,538.25 |
1,445.75 |
92.50 |
6.2% |
28.50 |
1.9% |
56% |
False |
False |
1,108,490 |
20 |
1,538.25 |
1,415.75 |
122.50 |
8.2% |
27.50 |
1.8% |
67% |
False |
False |
564,131 |
40 |
1,569.00 |
1,415.75 |
153.25 |
10.2% |
27.75 |
1.8% |
54% |
False |
False |
284,451 |
60 |
1,598.50 |
1,415.75 |
182.75 |
12.2% |
25.00 |
1.7% |
45% |
False |
False |
190,135 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,617.00 |
2.618 |
1,571.75 |
1.618 |
1,544.00 |
1.000 |
1,526.75 |
0.618 |
1,516.25 |
HIGH |
1,499.00 |
0.618 |
1,488.50 |
0.500 |
1,485.00 |
0.382 |
1,481.75 |
LOW |
1,471.25 |
0.618 |
1,454.00 |
1.000 |
1,443.50 |
1.618 |
1,426.25 |
2.618 |
1,398.50 |
4.250 |
1,353.25 |
|
|
Fisher Pivots for day following 21-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
1,493.75 |
1,491.00 |
PP |
1,489.50 |
1,484.25 |
S1 |
1,485.00 |
1,477.50 |
|