Trading Metrics calculated at close of trading on 19-Dec-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2007 |
19-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
13,297 |
13,344 |
47 |
0.4% |
13,750 |
High |
13,375 |
13,385 |
10 |
0.1% |
13,879 |
Low |
13,181 |
13,229 |
48 |
0.4% |
13,411 |
Close |
13,328 |
13,298 |
-30 |
-0.2% |
13,440 |
Range |
194 |
156 |
-38 |
-19.6% |
468 |
ATR |
213 |
209 |
-4 |
-1.9% |
0 |
Volume |
167,100 |
193,764 |
26,664 |
16.0% |
139,585 |
|
Daily Pivots for day following 19-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,772 |
13,691 |
13,384 |
|
R3 |
13,616 |
13,535 |
13,341 |
|
R2 |
13,460 |
13,460 |
13,327 |
|
R1 |
13,379 |
13,379 |
13,312 |
13,342 |
PP |
13,304 |
13,304 |
13,304 |
13,285 |
S1 |
13,223 |
13,223 |
13,284 |
13,186 |
S2 |
13,148 |
13,148 |
13,270 |
|
S3 |
12,992 |
13,067 |
13,255 |
|
S4 |
12,836 |
12,911 |
13,212 |
|
|
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 |
13,647 |
13,181 |
466 |
3.5% |
188 |
1.4% |
25% |
False |
False |
125,655 |
10 |
13,879 |
13,181 |
698 |
5.2% |
229 |
1.7% |
17% |
False |
False |
63,813 |
20 |
13,879 |
12,815 |
1,064 |
8.0% |
206 |
1.6% |
45% |
False |
False |
32,100 |
40 |
14,042 |
12,815 |
1,227 |
9.2% |
203 |
1.5% |
39% |
False |
False |
16,088 |
60 |
14,369 |
12,815 |
1,554 |
11.7% |
167 |
1.3% |
31% |
False |
False |
10,731 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,048 |
2.618 |
13,794 |
1.618 |
13,638 |
1.000 |
13,541 |
0.618 |
13,482 |
HIGH |
13,385 |
0.618 |
13,326 |
0.500 |
13,307 |
0.382 |
13,289 |
LOW |
13,229 |
0.618 |
13,133 |
1.000 |
13,073 |
1.618 |
12,977 |
2.618 |
12,821 |
4.250 |
12,566 |
|
|
Fisher Pivots for day following 19-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
13,307 |
13,309 |
PP |
13,304 |
13,305 |
S1 |
13,301 |
13,302 |
|