Trading Metrics calculated at close of trading on 12-Dec-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2007 |
12-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
6,621.0 |
6,514.0 |
-107.0 |
-1.6% |
6,470.0 |
High |
6,621.0 |
6,640.0 |
19.0 |
0.3% |
6,630.0 |
Low |
6,557.5 |
6,462.0 |
-95.5 |
-1.5% |
6,329.5 |
Close |
6,581.5 |
6,584.0 |
2.5 |
0.0% |
6,579.0 |
Range |
63.5 |
178.0 |
114.5 |
180.3% |
300.5 |
ATR |
110.4 |
115.2 |
4.8 |
4.4% |
0.0 |
Volume |
15,523 |
15,523 |
0 |
0.0% |
15,129 |
|
Daily Pivots for day following 12-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,096.0 |
7,018.0 |
6,682.0 |
|
R3 |
6,918.0 |
6,840.0 |
6,633.0 |
|
R2 |
6,740.0 |
6,740.0 |
6,616.5 |
|
R1 |
6,662.0 |
6,662.0 |
6,600.5 |
6,701.0 |
PP |
6,562.0 |
6,562.0 |
6,562.0 |
6,581.5 |
S1 |
6,484.0 |
6,484.0 |
6,567.5 |
6,523.0 |
S2 |
6,384.0 |
6,384.0 |
6,551.5 |
|
S3 |
6,206.0 |
6,306.0 |
6,535.0 |
|
S4 |
6,028.0 |
6,128.0 |
6,486.0 |
|
|
Weekly Pivots for week ending 07-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,414.5 |
7,297.0 |
6,744.5 |
|
R3 |
7,114.0 |
6,996.5 |
6,661.5 |
|
R2 |
6,813.5 |
6,813.5 |
6,634.0 |
|
R1 |
6,696.0 |
6,696.0 |
6,606.5 |
6,755.0 |
PP |
6,513.0 |
6,513.0 |
6,513.0 |
6,542.0 |
S1 |
6,395.5 |
6,395.5 |
6,551.5 |
6,454.0 |
S2 |
6,212.5 |
6,212.5 |
6,524.0 |
|
S3 |
5,912.0 |
6,095.0 |
6,496.5 |
|
S4 |
5,611.5 |
5,794.5 |
6,413.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,640.0 |
6,462.0 |
178.0 |
2.7% |
101.5 |
1.5% |
69% |
True |
True |
9,884 |
10 |
6,640.0 |
6,321.0 |
319.0 |
4.8% |
102.0 |
1.6% |
82% |
True |
False |
5,788 |
20 |
6,640.0 |
6,069.0 |
571.0 |
8.7% |
111.5 |
1.7% |
90% |
True |
False |
3,196 |
40 |
6,776.0 |
6,069.0 |
707.0 |
10.7% |
95.5 |
1.5% |
73% |
False |
False |
1,695 |
60 |
6,821.5 |
6,069.0 |
752.5 |
11.4% |
81.0 |
1.2% |
68% |
False |
False |
1,156 |
80 |
6,821.5 |
6,069.0 |
752.5 |
11.4% |
66.0 |
1.0% |
68% |
False |
False |
885 |
100 |
6,821.5 |
5,903.0 |
918.5 |
14.0% |
57.5 |
0.9% |
74% |
False |
False |
710 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,396.5 |
2.618 |
7,106.0 |
1.618 |
6,928.0 |
1.000 |
6,818.0 |
0.618 |
6,750.0 |
HIGH |
6,640.0 |
0.618 |
6,572.0 |
0.500 |
6,551.0 |
0.382 |
6,530.0 |
LOW |
6,462.0 |
0.618 |
6,352.0 |
1.000 |
6,284.0 |
1.618 |
6,174.0 |
2.618 |
5,996.0 |
4.250 |
5,705.5 |
|
|
Fisher Pivots for day following 12-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
6,573.0 |
6,573.0 |
PP |
6,562.0 |
6,562.0 |
S1 |
6,551.0 |
6,551.0 |
|