Trading Metrics calculated at close of trading on 20-Dec-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2007 |
20-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
13,344 |
13,302 |
-42 |
-0.3% |
13,750 |
High |
13,385 |
13,364 |
-21 |
-0.2% |
13,879 |
Low |
13,229 |
13,233 |
4 |
0.0% |
13,411 |
Close |
13,298 |
13,350 |
52 |
0.4% |
13,440 |
Range |
156 |
131 |
-25 |
-16.0% |
468 |
ATR |
209 |
204 |
-6 |
-2.7% |
0 |
Volume |
193,764 |
161,355 |
-32,409 |
-16.7% |
139,585 |
|
Daily Pivots for day following 20-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,709 |
13,660 |
13,422 |
|
R3 |
13,578 |
13,529 |
13,386 |
|
R2 |
13,447 |
13,447 |
13,374 |
|
R1 |
13,398 |
13,398 |
13,362 |
13,423 |
PP |
13,316 |
13,316 |
13,316 |
13,328 |
S1 |
13,267 |
13,267 |
13,338 |
13,292 |
S2 |
13,185 |
13,185 |
13,326 |
|
S3 |
13,054 |
13,136 |
13,314 |
|
S4 |
12,923 |
13,005 |
13,278 |
|
|
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% |
179 |
1.3% |
36% |
False |
False |
155,743 |
10 |
13,879 |
13,181 |
698 |
5.2% |
219 |
1.6% |
24% |
False |
False |
79,850 |
20 |
13,879 |
12,815 |
1,064 |
8.0% |
213 |
1.6% |
50% |
False |
False |
40,159 |
40 |
14,042 |
12,815 |
1,227 |
9.2% |
202 |
1.5% |
44% |
False |
False |
20,120 |
60 |
14,369 |
12,815 |
1,554 |
11.6% |
168 |
1.3% |
34% |
False |
False |
13,420 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,921 |
2.618 |
13,707 |
1.618 |
13,576 |
1.000 |
13,495 |
0.618 |
13,445 |
HIGH |
13,364 |
0.618 |
13,314 |
0.500 |
13,299 |
0.382 |
13,283 |
LOW |
13,233 |
0.618 |
13,152 |
1.000 |
13,102 |
1.618 |
13,021 |
2.618 |
12,890 |
4.250 |
12,676 |
|
|
Fisher Pivots for day following 20-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
13,333 |
13,328 |
PP |
13,316 |
13,305 |
S1 |
13,299 |
13,283 |
|