Trading Metrics calculated at close of trading on 24-Dec-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2007 |
24-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
13,348 |
13,540 |
192 |
1.4% |
13,431 |
High |
13,568 |
13,654 |
86 |
0.6% |
13,568 |
Low |
13,337 |
13,531 |
194 |
1.5% |
13,181 |
Close |
13,550 |
13,627 |
77 |
0.6% |
13,550 |
Range |
231 |
123 |
-108 |
-46.8% |
387 |
ATR |
206 |
200 |
-6 |
-2.9% |
0 |
Volume |
135,237 |
97,174 |
-38,063 |
-28.1% |
792,665 |
|
Daily Pivots for day following 24-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,973 |
13,923 |
13,695 |
|
R3 |
13,850 |
13,800 |
13,661 |
|
R2 |
13,727 |
13,727 |
13,650 |
|
R1 |
13,677 |
13,677 |
13,638 |
13,702 |
PP |
13,604 |
13,604 |
13,604 |
13,617 |
S1 |
13,554 |
13,554 |
13,616 |
13,579 |
S2 |
13,481 |
13,481 |
13,605 |
|
S3 |
13,358 |
13,431 |
13,593 |
|
S4 |
13,235 |
13,308 |
13,559 |
|
|
Weekly Pivots for week ending 21-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,594 |
14,459 |
13,763 |
|
R3 |
14,207 |
14,072 |
13,657 |
|
R2 |
13,820 |
13,820 |
13,621 |
|
R1 |
13,685 |
13,685 |
13,586 |
13,753 |
PP |
13,433 |
13,433 |
13,433 |
13,467 |
S1 |
13,298 |
13,298 |
13,515 |
13,366 |
S2 |
13,046 |
13,046 |
13,479 |
|
S3 |
12,659 |
12,911 |
13,444 |
|
S4 |
12,272 |
12,524 |
13,337 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,654 |
13,181 |
473 |
3.5% |
167 |
1.2% |
94% |
True |
False |
150,926 |
10 |
13,879 |
13,181 |
698 |
5.1% |
223 |
1.6% |
64% |
False |
False |
102,811 |
20 |
13,879 |
12,815 |
1,064 |
7.8% |
208 |
1.5% |
76% |
False |
False |
51,768 |
40 |
14,042 |
12,815 |
1,227 |
9.0% |
205 |
1.5% |
66% |
False |
False |
25,928 |
60 |
14,369 |
12,815 |
1,554 |
11.4% |
173 |
1.3% |
52% |
False |
False |
17,293 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,177 |
2.618 |
13,976 |
1.618 |
13,853 |
1.000 |
13,777 |
0.618 |
13,730 |
HIGH |
13,654 |
0.618 |
13,607 |
0.500 |
13,593 |
0.382 |
13,578 |
LOW |
13,531 |
0.618 |
13,455 |
1.000 |
13,408 |
1.618 |
13,332 |
2.618 |
13,209 |
4.250 |
13,008 |
|
|
Fisher Pivots for day following 24-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
13,616 |
13,566 |
PP |
13,604 |
13,505 |
S1 |
13,593 |
13,444 |
|