Trading Metrics calculated at close of trading on 13-Dec-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2007 |
13-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
13,554 |
13,575 |
21 |
0.2% |
13,471 |
High |
13,850 |
13,621 |
-229 |
-1.7% |
13,800 |
Low |
13,411 |
13,445 |
34 |
0.3% |
13,334 |
Close |
13,584 |
13,598 |
14 |
0.1% |
13,730 |
Range |
439 |
176 |
-263 |
-59.9% |
466 |
ATR |
219 |
216 |
-3 |
-1.4% |
0 |
Volume |
4,163 |
10,915 |
6,752 |
162.2% |
4,002 |
|
Daily Pivots for day following 13-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,083 |
14,016 |
13,695 |
|
R3 |
13,907 |
13,840 |
13,647 |
|
R2 |
13,731 |
13,731 |
13,630 |
|
R1 |
13,664 |
13,664 |
13,614 |
13,698 |
PP |
13,555 |
13,555 |
13,555 |
13,571 |
S1 |
13,488 |
13,488 |
13,582 |
13,522 |
S2 |
13,379 |
13,379 |
13,566 |
|
S3 |
13,203 |
13,312 |
13,550 |
|
S4 |
13,027 |
13,136 |
13,501 |
|
|
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% |
260 |
1.9% |
40% |
False |
False |
3,957 |
10 |
13,879 |
13,334 |
545 |
4.0% |
211 |
1.5% |
48% |
False |
False |
2,268 |
20 |
13,879 |
12,815 |
1,064 |
7.8% |
211 |
1.5% |
74% |
False |
False |
1,253 |
40 |
14,042 |
12,815 |
1,227 |
9.0% |
202 |
1.5% |
64% |
False |
False |
657 |
60 |
14,369 |
12,815 |
1,554 |
11.4% |
157 |
1.2% |
50% |
False |
False |
442 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,369 |
2.618 |
14,082 |
1.618 |
13,906 |
1.000 |
13,797 |
0.618 |
13,730 |
HIGH |
13,621 |
0.618 |
13,554 |
0.500 |
13,533 |
0.382 |
13,512 |
LOW |
13,445 |
0.618 |
13,336 |
1.000 |
13,269 |
1.618 |
13,160 |
2.618 |
12,984 |
4.250 |
12,697 |
|
|
Fisher Pivots for day following 13-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
13,576 |
13,645 |
PP |
13,555 |
13,629 |
S1 |
13,533 |
13,614 |
|