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 |
6,352.5 |
6,264.0 |
-88.5 |
-1.4% |
6,580.5 |
High |
6,365.0 |
6,373.0 |
8.0 |
0.1% |
6,640.0 |
Low |
6,290.0 |
6,261.0 |
-29.0 |
-0.5% |
6,369.5 |
Close |
6,308.5 |
6,309.5 |
1.0 |
0.0% |
6,422.5 |
Range |
75.0 |
112.0 |
37.0 |
49.3% |
270.5 |
ATR |
119.4 |
118.8 |
-0.5 |
-0.4% |
0.0 |
Volume |
42,887 |
158,924 |
116,037 |
270.6% |
85,571 |
|
Daily Pivots for day following 18-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,650.5 |
6,592.0 |
6,371.0 |
|
R3 |
6,538.5 |
6,480.0 |
6,340.5 |
|
R2 |
6,426.5 |
6,426.5 |
6,330.0 |
|
R1 |
6,368.0 |
6,368.0 |
6,320.0 |
6,397.0 |
PP |
6,314.5 |
6,314.5 |
6,314.5 |
6,329.0 |
S1 |
6,256.0 |
6,256.0 |
6,299.0 |
6,285.0 |
S2 |
6,202.5 |
6,202.5 |
6,289.0 |
|
S3 |
6,090.5 |
6,144.0 |
6,278.5 |
|
S4 |
5,978.5 |
6,032.0 |
6,248.0 |
|
|
Weekly Pivots for week ending 14-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,289.0 |
7,126.0 |
6,571.5 |
|
R3 |
7,018.5 |
6,855.5 |
6,497.0 |
|
R2 |
6,748.0 |
6,748.0 |
6,472.0 |
|
R1 |
6,585.0 |
6,585.0 |
6,447.5 |
6,531.0 |
PP |
6,477.5 |
6,477.5 |
6,477.5 |
6,450.5 |
S1 |
6,314.5 |
6,314.5 |
6,397.5 |
6,261.0 |
S2 |
6,207.0 |
6,207.0 |
6,373.0 |
|
S3 |
5,936.5 |
6,044.0 |
6,348.0 |
|
S4 |
5,666.0 |
5,773.5 |
6,273.5 |
|
|
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 |
6,261.0 |
379.0 |
6.0% |
119.5 |
1.9% |
13% |
False |
True |
52,572 |
10 |
6,640.0 |
6,261.0 |
379.0 |
6.0% |
107.0 |
1.7% |
13% |
False |
True |
29,786 |
20 |
6,640.0 |
6,069.0 |
571.0 |
9.0% |
107.0 |
1.7% |
42% |
False |
False |
15,524 |
40 |
6,776.0 |
6,069.0 |
707.0 |
11.2% |
98.0 |
1.6% |
34% |
False |
False |
7,859 |
60 |
6,821.5 |
6,069.0 |
752.5 |
11.9% |
86.0 |
1.4% |
32% |
False |
False |
5,273 |
80 |
6,821.5 |
6,069.0 |
752.5 |
11.9% |
70.0 |
1.1% |
32% |
False |
False |
3,976 |
100 |
6,821.5 |
5,903.0 |
918.5 |
14.6% |
62.0 |
1.0% |
44% |
False |
False |
3,183 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,849.0 |
2.618 |
6,666.0 |
1.618 |
6,554.0 |
1.000 |
6,485.0 |
0.618 |
6,442.0 |
HIGH |
6,373.0 |
0.618 |
6,330.0 |
0.500 |
6,317.0 |
0.382 |
6,304.0 |
LOW |
6,261.0 |
0.618 |
6,192.0 |
1.000 |
6,149.0 |
1.618 |
6,080.0 |
2.618 |
5,968.0 |
4.250 |
5,785.0 |
|
|
Fisher Pivots for day following 18-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
6,317.0 |
6,358.5 |
PP |
6,314.5 |
6,342.0 |
S1 |
6,312.0 |
6,326.0 |
|