Trading Metrics calculated at close of trading on 27-Dec-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2007 |
27-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
1,506.50 |
1,509.75 |
3.25 |
0.2% |
1,477.75 |
High |
1,511.00 |
1,511.00 |
0.00 |
0.0% |
1,499.00 |
Low |
1,499.25 |
1,485.00 |
-14.25 |
-1.0% |
1,445.75 |
Close |
1,509.75 |
1,489.75 |
-20.00 |
-1.3% |
1,498.00 |
Range |
11.75 |
26.00 |
14.25 |
121.3% |
53.25 |
ATR |
24.63 |
24.73 |
0.10 |
0.4% |
0.00 |
Volume |
253,393 |
363,604 |
110,211 |
43.5% |
8,981,841 |
|
Daily Pivots for day following 27-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,573.25 |
1,557.50 |
1,504.00 |
|
R3 |
1,547.25 |
1,531.50 |
1,497.00 |
|
R2 |
1,521.25 |
1,521.25 |
1,494.50 |
|
R1 |
1,505.50 |
1,505.50 |
1,492.25 |
1,500.50 |
PP |
1,495.25 |
1,495.25 |
1,495.25 |
1,492.75 |
S1 |
1,479.50 |
1,479.50 |
1,487.25 |
1,474.50 |
S2 |
1,469.25 |
1,469.25 |
1,485.00 |
|
S3 |
1,443.25 |
1,453.50 |
1,482.50 |
|
S4 |
1,417.25 |
1,427.50 |
1,475.50 |
|
|
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 |
1,511.00 |
1,457.50 |
53.50 |
3.6% |
19.50 |
1.3% |
60% |
True |
False |
1,083,061 |
10 |
1,511.00 |
1,445.75 |
65.25 |
4.4% |
21.50 |
1.4% |
67% |
True |
False |
1,249,828 |
20 |
1,538.25 |
1,445.75 |
92.50 |
6.2% |
23.75 |
1.6% |
48% |
False |
False |
652,889 |
40 |
1,564.25 |
1,415.75 |
148.50 |
10.0% |
28.00 |
1.9% |
50% |
False |
False |
329,696 |
60 |
1,598.50 |
1,415.75 |
182.75 |
12.3% |
25.25 |
1.7% |
40% |
False |
False |
220,291 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,621.50 |
2.618 |
1,579.00 |
1.618 |
1,553.00 |
1.000 |
1,537.00 |
0.618 |
1,527.00 |
HIGH |
1,511.00 |
0.618 |
1,501.00 |
0.500 |
1,498.00 |
0.382 |
1,495.00 |
LOW |
1,485.00 |
0.618 |
1,469.00 |
1.000 |
1,459.00 |
1.618 |
1,443.00 |
2.618 |
1,417.00 |
4.250 |
1,374.50 |
|
|
Fisher Pivots for day following 27-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
1,498.00 |
1,498.00 |
PP |
1,495.25 |
1,495.25 |
S1 |
1,492.50 |
1,492.50 |
|