Trading Metrics calculated at close of trading on 27-Dec-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2007 |
27-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
6,482.0 |
6,500.0 |
18.0 |
0.3% |
6,352.5 |
High |
6,512.5 |
6,532.5 |
20.0 |
0.3% |
6,481.0 |
Low |
6,468.5 |
6,494.0 |
25.5 |
0.4% |
6,261.0 |
Close |
6,500.0 |
6,529.0 |
29.0 |
0.4% |
6,464.0 |
Range |
44.0 |
38.5 |
-5.5 |
-12.5% |
220.0 |
ATR |
108.5 |
103.5 |
-5.0 |
-4.6% |
0.0 |
Volume |
95,034 |
8,688 |
-86,346 |
-90.9% |
615,121 |
|
Daily Pivots for day following 27-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,634.0 |
6,620.0 |
6,550.0 |
|
R3 |
6,595.5 |
6,581.5 |
6,539.5 |
|
R2 |
6,557.0 |
6,557.0 |
6,536.0 |
|
R1 |
6,543.0 |
6,543.0 |
6,532.5 |
6,550.0 |
PP |
6,518.5 |
6,518.5 |
6,518.5 |
6,522.0 |
S1 |
6,504.5 |
6,504.5 |
6,525.5 |
6,511.5 |
S2 |
6,480.0 |
6,480.0 |
6,522.0 |
|
S3 |
6,441.5 |
6,466.0 |
6,518.5 |
|
S4 |
6,403.0 |
6,427.5 |
6,508.0 |
|
|
Weekly Pivots for week ending 21-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,062.0 |
6,983.0 |
6,585.0 |
|
R3 |
6,842.0 |
6,763.0 |
6,524.5 |
|
R2 |
6,622.0 |
6,622.0 |
6,504.5 |
|
R1 |
6,543.0 |
6,543.0 |
6,484.0 |
6,582.5 |
PP |
6,402.0 |
6,402.0 |
6,402.0 |
6,422.0 |
S1 |
6,323.0 |
6,323.0 |
6,444.0 |
6,362.5 |
S2 |
6,182.0 |
6,182.0 |
6,423.5 |
|
S3 |
5,962.0 |
6,103.0 |
6,403.5 |
|
S4 |
5,742.0 |
5,883.0 |
6,343.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,532.5 |
6,272.5 |
260.0 |
4.0% |
59.0 |
0.9% |
99% |
True |
False |
103,406 |
10 |
6,640.0 |
6,261.0 |
379.0 |
5.8% |
89.0 |
1.4% |
71% |
False |
False |
77,989 |
20 |
6,640.0 |
6,201.0 |
439.0 |
6.7% |
94.5 |
1.4% |
75% |
False |
False |
41,123 |
40 |
6,776.0 |
6,069.0 |
707.0 |
10.8% |
100.0 |
1.5% |
65% |
False |
False |
20,766 |
60 |
6,821.5 |
6,069.0 |
752.5 |
11.5% |
86.0 |
1.3% |
61% |
False |
False |
13,880 |
80 |
6,821.5 |
6,069.0 |
752.5 |
11.5% |
72.5 |
1.1% |
61% |
False |
False |
10,425 |
100 |
6,821.5 |
5,903.0 |
918.5 |
14.1% |
64.5 |
1.0% |
68% |
False |
False |
8,353 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,696.0 |
2.618 |
6,633.5 |
1.618 |
6,595.0 |
1.000 |
6,571.0 |
0.618 |
6,556.5 |
HIGH |
6,532.5 |
0.618 |
6,518.0 |
0.500 |
6,513.0 |
0.382 |
6,508.5 |
LOW |
6,494.0 |
0.618 |
6,470.0 |
1.000 |
6,455.5 |
1.618 |
6,431.5 |
2.618 |
6,393.0 |
4.250 |
6,330.5 |
|
|
Fisher Pivots for day following 27-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
6,524.0 |
6,512.0 |
PP |
6,518.5 |
6,495.5 |
S1 |
6,513.0 |
6,479.0 |
|