Trading Metrics calculated at close of trading on 28-Dec-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2007 |
28-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
1,509.75 |
1,489.75 |
-20.00 |
-1.3% |
1,497.00 |
High |
1,511.00 |
1,503.00 |
-8.00 |
-0.5% |
1,511.00 |
Low |
1,485.00 |
1,481.00 |
-4.00 |
-0.3% |
1,481.00 |
Close |
1,489.75 |
1,485.50 |
-4.25 |
-0.3% |
1,485.50 |
Range |
26.00 |
22.00 |
-4.00 |
-15.4% |
30.00 |
ATR |
24.73 |
24.53 |
-0.19 |
-0.8% |
0.00 |
Volume |
363,604 |
901,030 |
537,426 |
147.8% |
2,713,464 |
|
Daily Pivots for day following 28-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,555.75 |
1,542.75 |
1,497.50 |
|
R3 |
1,533.75 |
1,520.75 |
1,491.50 |
|
R2 |
1,511.75 |
1,511.75 |
1,489.50 |
|
R1 |
1,498.75 |
1,498.75 |
1,487.50 |
1,494.25 |
PP |
1,489.75 |
1,489.75 |
1,489.75 |
1,487.50 |
S1 |
1,476.75 |
1,476.75 |
1,483.50 |
1,472.25 |
S2 |
1,467.75 |
1,467.75 |
1,481.50 |
|
S3 |
1,445.75 |
1,454.75 |
1,479.50 |
|
S4 |
1,423.75 |
1,432.75 |
1,473.50 |
|
|
Weekly Pivots for week ending 28-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,582.50 |
1,564.00 |
1,502.00 |
|
R3 |
1,552.50 |
1,534.00 |
1,493.75 |
|
R2 |
1,522.50 |
1,522.50 |
1,491.00 |
|
R1 |
1,504.00 |
1,504.00 |
1,488.25 |
1,498.25 |
PP |
1,492.50 |
1,492.50 |
1,492.50 |
1,489.50 |
S1 |
1,474.00 |
1,474.00 |
1,482.75 |
1,468.25 |
S2 |
1,462.50 |
1,462.50 |
1,480.00 |
|
S3 |
1,432.50 |
1,444.00 |
1,477.25 |
|
S4 |
1,402.50 |
1,414.00 |
1,469.00 |
|
|
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 |
1,471.25 |
39.75 |
2.7% |
20.50 |
1.4% |
36% |
False |
False |
864,006 |
10 |
1,511.00 |
1,445.75 |
65.25 |
4.4% |
21.50 |
1.5% |
61% |
False |
False |
1,311,394 |
20 |
1,538.25 |
1,445.75 |
92.50 |
6.2% |
24.00 |
1.6% |
43% |
False |
False |
697,210 |
40 |
1,538.25 |
1,415.75 |
122.50 |
8.2% |
27.50 |
1.8% |
57% |
False |
False |
352,204 |
60 |
1,598.50 |
1,415.75 |
182.75 |
12.3% |
25.50 |
1.7% |
38% |
False |
False |
235,299 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,596.50 |
2.618 |
1,560.50 |
1.618 |
1,538.50 |
1.000 |
1,525.00 |
0.618 |
1,516.50 |
HIGH |
1,503.00 |
0.618 |
1,494.50 |
0.500 |
1,492.00 |
0.382 |
1,489.50 |
LOW |
1,481.00 |
0.618 |
1,467.50 |
1.000 |
1,459.00 |
1.618 |
1,445.50 |
2.618 |
1,423.50 |
4.250 |
1,387.50 |
|
|
Fisher Pivots for day following 28-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
1,492.00 |
1,496.00 |
PP |
1,489.75 |
1,492.50 |
S1 |
1,487.75 |
1,489.00 |
|