Trading Metrics calculated at close of trading on 17-Dec-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2007 |
17-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
6,618.0 |
6,450.0 |
-168.0 |
-2.5% |
6,679.0 |
High |
6,633.0 |
6,455.0 |
-178.0 |
-2.7% |
6,725.0 |
Low |
6,487.0 |
6,283.0 |
-204.0 |
-3.1% |
6,487.0 |
Close |
6,521.0 |
6,310.0 |
-211.0 |
-3.2% |
6,521.0 |
Range |
146.0 |
172.0 |
26.0 |
17.8% |
238.0 |
ATR |
74.9 |
86.6 |
11.6 |
15.5% |
0.0 |
Volume |
14,714 |
47,040 |
32,326 |
219.7% |
24,640 |
|
Daily Pivots for day following 17-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,865.3 |
6,759.7 |
6,404.6 |
|
R3 |
6,693.3 |
6,587.7 |
6,357.3 |
|
R2 |
6,521.3 |
6,521.3 |
6,341.5 |
|
R1 |
6,415.7 |
6,415.7 |
6,325.8 |
6,382.5 |
PP |
6,349.3 |
6,349.3 |
6,349.3 |
6,332.8 |
S1 |
6,243.7 |
6,243.7 |
6,294.2 |
6,210.5 |
S2 |
6,177.3 |
6,177.3 |
6,278.5 |
|
S3 |
6,005.3 |
6,071.7 |
6,262.7 |
|
S4 |
5,833.3 |
5,899.7 |
6,215.4 |
|
|
Weekly Pivots for week ending 14-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,291.7 |
7,144.3 |
6,651.9 |
|
R3 |
7,053.7 |
6,906.3 |
6,586.5 |
|
R2 |
6,815.7 |
6,815.7 |
6,564.6 |
|
R1 |
6,668.3 |
6,668.3 |
6,542.8 |
6,623.0 |
PP |
6,577.7 |
6,577.7 |
6,577.7 |
6,555.0 |
S1 |
6,430.3 |
6,430.3 |
6,499.2 |
6,385.0 |
S2 |
6,339.7 |
6,339.7 |
6,477.4 |
|
S3 |
6,101.7 |
6,192.3 |
6,455.6 |
|
S4 |
5,863.7 |
5,954.3 |
6,390.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,725.0 |
6,283.0 |
442.0 |
7.0% |
93.8 |
1.5% |
6% |
False |
True |
14,239 |
10 |
6,725.0 |
6,283.0 |
442.0 |
7.0% |
63.4 |
1.0% |
6% |
False |
True |
7,256 |
20 |
6,725.0 |
6,283.0 |
442.0 |
7.0% |
51.8 |
0.8% |
6% |
False |
True |
3,701 |
40 |
6,869.0 |
6,283.0 |
586.0 |
9.3% |
39.4 |
0.6% |
5% |
False |
True |
1,919 |
60 |
6,869.0 |
6,283.0 |
586.0 |
9.3% |
32.3 |
0.5% |
5% |
False |
True |
1,293 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,186.0 |
2.618 |
6,905.3 |
1.618 |
6,733.3 |
1.000 |
6,627.0 |
0.618 |
6,561.3 |
HIGH |
6,455.0 |
0.618 |
6,389.3 |
0.500 |
6,369.0 |
0.382 |
6,348.7 |
LOW |
6,283.0 |
0.618 |
6,176.7 |
1.000 |
6,111.0 |
1.618 |
6,004.7 |
2.618 |
5,832.7 |
4.250 |
5,552.0 |
|
|
Fisher Pivots for day following 17-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
6,369.0 |
6,482.0 |
PP |
6,349.3 |
6,424.7 |
S1 |
6,329.7 |
6,367.3 |
|