Trading Metrics calculated at close of trading on 24-Dec-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2007 |
24-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
6,240.0 |
6,356.0 |
116.0 |
1.9% |
6,450.0 |
High |
6,330.0 |
6,389.0 |
59.0 |
0.9% |
6,455.0 |
Low |
6,218.0 |
6,295.0 |
77.0 |
1.2% |
6,115.0 |
Close |
6,324.0 |
6,343.0 |
19.0 |
0.3% |
6,324.0 |
Range |
112.0 |
94.0 |
-18.0 |
-16.1% |
340.0 |
ATR |
96.6 |
96.4 |
-0.2 |
-0.2% |
0.0 |
Volume |
18,007 |
9,232 |
-8,775 |
-48.7% |
271,356 |
|
Daily Pivots for day following 24-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,624.3 |
6,577.7 |
6,394.7 |
|
R3 |
6,530.3 |
6,483.7 |
6,368.9 |
|
R2 |
6,436.3 |
6,436.3 |
6,360.2 |
|
R1 |
6,389.7 |
6,389.7 |
6,351.6 |
6,366.0 |
PP |
6,342.3 |
6,342.3 |
6,342.3 |
6,330.5 |
S1 |
6,295.7 |
6,295.7 |
6,334.4 |
6,272.0 |
S2 |
6,248.3 |
6,248.3 |
6,325.8 |
|
S3 |
6,154.3 |
6,201.7 |
6,317.2 |
|
S4 |
6,060.3 |
6,107.7 |
6,291.3 |
|
|
Weekly Pivots for week ending 21-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,318.0 |
7,161.0 |
6,511.0 |
|
R3 |
6,978.0 |
6,821.0 |
6,417.5 |
|
R2 |
6,638.0 |
6,638.0 |
6,386.3 |
|
R1 |
6,481.0 |
6,481.0 |
6,355.2 |
6,389.5 |
PP |
6,298.0 |
6,298.0 |
6,298.0 |
6,252.3 |
S1 |
6,141.0 |
6,141.0 |
6,292.8 |
6,049.5 |
S2 |
5,958.0 |
5,958.0 |
6,261.7 |
|
S3 |
5,618.0 |
5,801.0 |
6,230.5 |
|
S4 |
5,278.0 |
5,461.0 |
6,137.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,389.0 |
6,115.0 |
274.0 |
4.3% |
107.0 |
1.7% |
83% |
True |
False |
46,709 |
10 |
6,725.0 |
6,115.0 |
610.0 |
9.6% |
100.4 |
1.6% |
37% |
False |
False |
30,474 |
20 |
6,725.0 |
6,115.0 |
610.0 |
9.6% |
71.3 |
1.1% |
37% |
False |
False |
15,362 |
40 |
6,869.0 |
6,115.0 |
754.0 |
11.9% |
48.6 |
0.8% |
30% |
False |
False |
7,740 |
60 |
6,869.0 |
6,115.0 |
754.0 |
11.9% |
40.1 |
0.6% |
30% |
False |
False |
5,182 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,788.5 |
2.618 |
6,635.1 |
1.618 |
6,541.1 |
1.000 |
6,483.0 |
0.618 |
6,447.1 |
HIGH |
6,389.0 |
0.618 |
6,353.1 |
0.500 |
6,342.0 |
0.382 |
6,330.9 |
LOW |
6,295.0 |
0.618 |
6,236.9 |
1.000 |
6,201.0 |
1.618 |
6,142.9 |
2.618 |
6,048.9 |
4.250 |
5,895.5 |
|
|
Fisher Pivots for day following 24-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
6,342.7 |
6,319.8 |
PP |
6,342.3 |
6,296.7 |
S1 |
6,342.0 |
6,273.5 |
|