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 |
6,450.0 |
6,240.0 |
-210.0 |
-3.3% |
6,679.0 |
High |
6,455.0 |
6,270.0 |
-185.0 |
-2.9% |
6,725.0 |
Low |
6,283.0 |
6,115.0 |
-168.0 |
-2.7% |
6,487.0 |
Close |
6,310.0 |
6,220.0 |
-90.0 |
-1.4% |
6,521.0 |
Range |
172.0 |
155.0 |
-17.0 |
-9.9% |
238.0 |
ATR |
86.6 |
94.3 |
7.7 |
8.9% |
0.0 |
Volume |
47,040 |
126,838 |
79,798 |
169.6% |
24,640 |
|
Daily Pivots for day following 18-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,666.7 |
6,598.3 |
6,305.3 |
|
R3 |
6,511.7 |
6,443.3 |
6,262.6 |
|
R2 |
6,356.7 |
6,356.7 |
6,248.4 |
|
R1 |
6,288.3 |
6,288.3 |
6,234.2 |
6,245.0 |
PP |
6,201.7 |
6,201.7 |
6,201.7 |
6,180.0 |
S1 |
6,133.3 |
6,133.3 |
6,205.8 |
6,090.0 |
S2 |
6,046.7 |
6,046.7 |
6,191.6 |
|
S3 |
5,891.7 |
5,978.3 |
6,177.4 |
|
S4 |
5,736.7 |
5,823.3 |
6,134.8 |
|
|
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 |
6,681.0 |
6,115.0 |
566.0 |
9.1% |
117.8 |
1.9% |
19% |
False |
True |
39,339 |
10 |
6,725.0 |
6,115.0 |
610.0 |
9.8% |
76.7 |
1.2% |
17% |
False |
True |
19,933 |
20 |
6,725.0 |
6,115.0 |
610.0 |
9.8% |
59.1 |
0.9% |
17% |
False |
True |
10,039 |
40 |
6,869.0 |
6,115.0 |
754.0 |
12.1% |
41.9 |
0.7% |
14% |
False |
True |
5,085 |
60 |
6,869.0 |
6,115.0 |
754.0 |
12.1% |
33.8 |
0.5% |
14% |
False |
True |
3,407 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,928.8 |
2.618 |
6,675.8 |
1.618 |
6,520.8 |
1.000 |
6,425.0 |
0.618 |
6,365.8 |
HIGH |
6,270.0 |
0.618 |
6,210.8 |
0.500 |
6,192.5 |
0.382 |
6,174.2 |
LOW |
6,115.0 |
0.618 |
6,019.2 |
1.000 |
5,960.0 |
1.618 |
5,864.2 |
2.618 |
5,709.2 |
4.250 |
5,456.3 |
|
|
Fisher Pivots for day following 18-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
6,210.8 |
6,374.0 |
PP |
6,201.7 |
6,322.7 |
S1 |
6,192.5 |
6,271.3 |
|