Trading Metrics calculated at close of trading on 14-Dec-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2007 |
14-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
13,575 |
13,599 |
24 |
0.2% |
13,750 |
High |
13,621 |
13,647 |
26 |
0.2% |
13,879 |
Low |
13,445 |
13,422 |
-23 |
-0.2% |
13,411 |
Close |
13,598 |
13,440 |
-158 |
-1.2% |
13,440 |
Range |
176 |
225 |
49 |
27.8% |
468 |
ATR |
216 |
217 |
1 |
0.3% |
0 |
Volume |
10,915 |
121,289 |
110,374 |
1,011.2% |
139,585 |
|
Daily Pivots for day following 14-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,178 |
14,034 |
13,564 |
|
R3 |
13,953 |
13,809 |
13,502 |
|
R2 |
13,728 |
13,728 |
13,481 |
|
R1 |
13,584 |
13,584 |
13,461 |
13,544 |
PP |
13,503 |
13,503 |
13,503 |
13,483 |
S1 |
13,359 |
13,359 |
13,420 |
13,319 |
S2 |
13,278 |
13,278 |
13,399 |
|
S3 |
13,053 |
13,134 |
13,378 |
|
S4 |
12,828 |
12,909 |
13,316 |
|
|
Weekly Pivots for week ending 14-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,981 |
14,678 |
13,698 |
|
R3 |
14,513 |
14,210 |
13,569 |
|
R2 |
14,045 |
14,045 |
13,526 |
|
R1 |
13,742 |
13,742 |
13,483 |
13,660 |
PP |
13,577 |
13,577 |
13,577 |
13,535 |
S1 |
13,274 |
13,274 |
13,397 |
13,192 |
S2 |
13,109 |
13,109 |
13,354 |
|
S3 |
12,641 |
12,806 |
13,311 |
|
S4 |
12,173 |
12,338 |
13,183 |
|
|
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 |
3.5% |
274 |
2.0% |
6% |
False |
False |
27,917 |
10 |
13,879 |
13,334 |
545 |
4.1% |
215 |
1.6% |
19% |
False |
False |
14,358 |
20 |
13,879 |
12,815 |
1,064 |
7.9% |
216 |
1.6% |
59% |
False |
False |
7,314 |
40 |
14,042 |
12,815 |
1,227 |
9.1% |
201 |
1.5% |
51% |
False |
False |
3,689 |
60 |
14,369 |
12,815 |
1,554 |
11.6% |
161 |
1.2% |
40% |
False |
False |
2,464 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,603 |
2.618 |
14,236 |
1.618 |
14,011 |
1.000 |
13,872 |
0.618 |
13,786 |
HIGH |
13,647 |
0.618 |
13,561 |
0.500 |
13,535 |
0.382 |
13,508 |
LOW |
13,422 |
0.618 |
13,283 |
1.000 |
13,197 |
1.618 |
13,058 |
2.618 |
12,833 |
4.250 |
12,466 |
|
|
Fisher Pivots for day following 14-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
13,535 |
13,631 |
PP |
13,503 |
13,567 |
S1 |
13,472 |
13,504 |
|