Trading Metrics calculated at close of trading on 18-Dec-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2007 |
18-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
13,431 |
13,297 |
-134 |
-1.0% |
13,750 |
High |
13,436 |
13,375 |
-61 |
-0.5% |
13,879 |
Low |
13,248 |
13,181 |
-67 |
-0.5% |
13,411 |
Close |
13,269 |
13,328 |
59 |
0.4% |
13,440 |
Range |
188 |
194 |
6 |
3.2% |
468 |
ATR |
215 |
213 |
-1 |
-0.7% |
0 |
Volume |
135,209 |
167,100 |
31,891 |
23.6% |
139,585 |
|
Daily Pivots for day following 18-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,877 |
13,796 |
13,435 |
|
R3 |
13,683 |
13,602 |
13,381 |
|
R2 |
13,489 |
13,489 |
13,364 |
|
R1 |
13,408 |
13,408 |
13,346 |
13,449 |
PP |
13,295 |
13,295 |
13,295 |
13,315 |
S1 |
13,214 |
13,214 |
13,310 |
13,255 |
S2 |
13,101 |
13,101 |
13,293 |
|
S3 |
12,907 |
13,020 |
13,275 |
|
S4 |
12,713 |
12,826 |
13,221 |
|
|
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 |
13,850 |
13,181 |
669 |
5.0% |
245 |
1.8% |
22% |
False |
True |
87,735 |
10 |
13,879 |
13,181 |
698 |
5.2% |
234 |
1.8% |
21% |
False |
True |
44,486 |
20 |
13,879 |
12,815 |
1,064 |
8.0% |
211 |
1.6% |
48% |
False |
False |
22,420 |
40 |
14,042 |
12,815 |
1,227 |
9.2% |
204 |
1.5% |
42% |
False |
False |
11,244 |
60 |
14,369 |
12,815 |
1,554 |
11.7% |
165 |
1.2% |
33% |
False |
False |
7,502 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,200 |
2.618 |
13,883 |
1.618 |
13,689 |
1.000 |
13,569 |
0.618 |
13,495 |
HIGH |
13,375 |
0.618 |
13,301 |
0.500 |
13,278 |
0.382 |
13,255 |
LOW |
13,181 |
0.618 |
13,061 |
1.000 |
12,987 |
1.618 |
12,867 |
2.618 |
12,673 |
4.250 |
12,357 |
|
|
Fisher Pivots for day following 18-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
13,311 |
13,414 |
PP |
13,295 |
13,385 |
S1 |
13,278 |
13,357 |
|