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 |
13,847 |
13,554 |
-293 |
-2.1% |
13,471 |
High |
13,879 |
13,850 |
-29 |
-0.2% |
13,800 |
Low |
13,514 |
13,411 |
-103 |
-0.8% |
13,334 |
Close |
13,533 |
13,584 |
51 |
0.4% |
13,730 |
Range |
365 |
439 |
74 |
20.3% |
466 |
ATR |
202 |
219 |
17 |
8.4% |
0 |
Volume |
1,913 |
4,163 |
2,250 |
117.6% |
4,002 |
|
Daily Pivots for day following 12-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,932 |
14,697 |
13,826 |
|
R3 |
14,493 |
14,258 |
13,705 |
|
R2 |
14,054 |
14,054 |
13,665 |
|
R1 |
13,819 |
13,819 |
13,624 |
13,937 |
PP |
13,615 |
13,615 |
13,615 |
13,674 |
S1 |
13,380 |
13,380 |
13,544 |
13,498 |
S2 |
13,176 |
13,176 |
13,504 |
|
S3 |
12,737 |
12,941 |
13,463 |
|
S4 |
12,298 |
12,502 |
13,343 |
|
|
Weekly Pivots for week ending 07-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,019 |
14,841 |
13,986 |
|
R3 |
14,553 |
14,375 |
13,858 |
|
R2 |
14,087 |
14,087 |
13,816 |
|
R1 |
13,909 |
13,909 |
13,773 |
13,998 |
PP |
13,621 |
13,621 |
13,621 |
13,666 |
S1 |
13,443 |
13,443 |
13,687 |
13,532 |
S2 |
13,155 |
13,155 |
13,645 |
|
S3 |
12,689 |
12,977 |
13,602 |
|
S4 |
12,223 |
12,511 |
13,474 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,879 |
13,411 |
468 |
3.4% |
269 |
2.0% |
37% |
False |
True |
1,971 |
10 |
13,879 |
13,328 |
551 |
4.1% |
205 |
1.5% |
46% |
False |
False |
1,254 |
20 |
13,879 |
12,815 |
1,064 |
7.8% |
212 |
1.6% |
72% |
False |
False |
712 |
40 |
14,048 |
12,815 |
1,233 |
9.1% |
199 |
1.5% |
62% |
False |
False |
384 |
60 |
14,369 |
12,815 |
1,554 |
11.4% |
154 |
1.1% |
49% |
False |
False |
261 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,716 |
2.618 |
14,999 |
1.618 |
14,560 |
1.000 |
14,289 |
0.618 |
14,121 |
HIGH |
13,850 |
0.618 |
13,682 |
0.500 |
13,631 |
0.382 |
13,579 |
LOW |
13,411 |
0.618 |
13,140 |
1.000 |
12,972 |
1.618 |
12,701 |
2.618 |
12,262 |
4.250 |
11,545 |
|
|
Fisher Pivots for day following 12-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
13,631 |
13,645 |
PP |
13,615 |
13,625 |
S1 |
13,600 |
13,604 |
|