Trading Metrics calculated at close of trading on 20-Dec-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2007 |
20-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
6,240.0 |
6,222.0 |
-18.0 |
-0.3% |
6,679.0 |
High |
6,280.0 |
6,254.0 |
-26.0 |
-0.4% |
6,725.0 |
Low |
6,202.0 |
6,158.0 |
-44.0 |
-0.7% |
6,487.0 |
Close |
6,225.0 |
6,191.0 |
-34.0 |
-0.5% |
6,521.0 |
Range |
78.0 |
96.0 |
18.0 |
23.1% |
238.0 |
ATR |
93.2 |
93.4 |
0.2 |
0.2% |
0.0 |
Volume |
51,982 |
27,489 |
-24,493 |
-47.1% |
24,640 |
|
Daily Pivots for day following 20-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,489.0 |
6,436.0 |
6,243.8 |
|
R3 |
6,393.0 |
6,340.0 |
6,217.4 |
|
R2 |
6,297.0 |
6,297.0 |
6,208.6 |
|
R1 |
6,244.0 |
6,244.0 |
6,199.8 |
6,222.5 |
PP |
6,201.0 |
6,201.0 |
6,201.0 |
6,190.3 |
S1 |
6,148.0 |
6,148.0 |
6,182.2 |
6,126.5 |
S2 |
6,105.0 |
6,105.0 |
6,173.4 |
|
S3 |
6,009.0 |
6,052.0 |
6,164.6 |
|
S4 |
5,913.0 |
5,956.0 |
6,138.2 |
|
|
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 |
6,633.0 |
6,115.0 |
518.0 |
8.4% |
129.4 |
2.1% |
15% |
False |
False |
53,612 |
10 |
6,725.0 |
6,115.0 |
610.0 |
9.9% |
88.0 |
1.4% |
12% |
False |
False |
27,826 |
20 |
6,725.0 |
6,115.0 |
610.0 |
9.9% |
63.6 |
1.0% |
12% |
False |
False |
14,004 |
40 |
6,869.0 |
6,115.0 |
754.0 |
12.2% |
44.6 |
0.7% |
10% |
False |
False |
7,059 |
60 |
6,869.0 |
6,115.0 |
754.0 |
12.2% |
36.7 |
0.6% |
10% |
False |
False |
4,731 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,662.0 |
2.618 |
6,505.3 |
1.618 |
6,409.3 |
1.000 |
6,350.0 |
0.618 |
6,313.3 |
HIGH |
6,254.0 |
0.618 |
6,217.3 |
0.500 |
6,206.0 |
0.382 |
6,194.7 |
LOW |
6,158.0 |
0.618 |
6,098.7 |
1.000 |
6,062.0 |
1.618 |
6,002.7 |
2.618 |
5,906.7 |
4.250 |
5,750.0 |
|
|
Fisher Pivots for day following 20-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
6,206.0 |
6,197.5 |
PP |
6,201.0 |
6,195.3 |
S1 |
6,196.0 |
6,193.2 |
|