Trading Metrics calculated at close of trading on 17-Dec-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2007 |
17-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
13,599 |
13,431 |
-168 |
-1.2% |
13,750 |
High |
13,647 |
13,436 |
-211 |
-1.5% |
13,879 |
Low |
13,422 |
13,248 |
-174 |
-1.3% |
13,411 |
Close |
13,440 |
13,269 |
-171 |
-1.3% |
13,440 |
Range |
225 |
188 |
-37 |
-16.4% |
468 |
ATR |
217 |
215 |
-2 |
-0.8% |
0 |
Volume |
121,289 |
135,209 |
13,920 |
11.5% |
139,585 |
|
Daily Pivots for day following 17-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,882 |
13,763 |
13,373 |
|
R3 |
13,694 |
13,575 |
13,321 |
|
R2 |
13,506 |
13,506 |
13,304 |
|
R1 |
13,387 |
13,387 |
13,286 |
13,353 |
PP |
13,318 |
13,318 |
13,318 |
13,300 |
S1 |
13,199 |
13,199 |
13,252 |
13,165 |
S2 |
13,130 |
13,130 |
13,235 |
|
S3 |
12,942 |
13,011 |
13,217 |
|
S4 |
12,754 |
12,823 |
13,166 |
|
|
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 |
13,248 |
631 |
4.8% |
279 |
2.1% |
3% |
False |
True |
54,697 |
10 |
13,879 |
13,248 |
631 |
4.8% |
224 |
1.7% |
3% |
False |
True |
27,823 |
20 |
13,879 |
12,815 |
1,064 |
8.0% |
214 |
1.6% |
43% |
False |
False |
14,071 |
40 |
14,042 |
12,815 |
1,227 |
9.2% |
202 |
1.5% |
37% |
False |
False |
7,068 |
60 |
14,369 |
12,815 |
1,554 |
11.7% |
163 |
1.2% |
29% |
False |
False |
4,717 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,235 |
2.618 |
13,928 |
1.618 |
13,740 |
1.000 |
13,624 |
0.618 |
13,552 |
HIGH |
13,436 |
0.618 |
13,364 |
0.500 |
13,342 |
0.382 |
13,320 |
LOW |
13,248 |
0.618 |
13,132 |
1.000 |
13,060 |
1.618 |
12,944 |
2.618 |
12,756 |
4.250 |
12,449 |
|
|
Fisher Pivots for day following 17-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
13,342 |
13,448 |
PP |
13,318 |
13,388 |
S1 |
13,293 |
13,329 |
|