Trading Metrics calculated at close of trading on 26-Dec-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2007 |
26-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
13,540 |
13,631 |
91 |
0.7% |
13,431 |
High |
13,654 |
13,651 |
-3 |
0.0% |
13,568 |
Low |
13,531 |
13,580 |
49 |
0.4% |
13,181 |
Close |
13,627 |
13,643 |
16 |
0.1% |
13,550 |
Range |
123 |
71 |
-52 |
-42.3% |
387 |
ATR |
200 |
190 |
-9 |
-4.6% |
0 |
Volume |
97,174 |
26,137 |
-71,037 |
-73.1% |
792,665 |
|
Daily Pivots for day following 26-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,838 |
13,811 |
13,682 |
|
R3 |
13,767 |
13,740 |
13,663 |
|
R2 |
13,696 |
13,696 |
13,656 |
|
R1 |
13,669 |
13,669 |
13,650 |
13,683 |
PP |
13,625 |
13,625 |
13,625 |
13,631 |
S1 |
13,598 |
13,598 |
13,637 |
13,612 |
S2 |
13,554 |
13,554 |
13,630 |
|
S3 |
13,483 |
13,527 |
13,624 |
|
S4 |
13,412 |
13,456 |
13,604 |
|
|
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 |
13,229 |
425 |
3.1% |
143 |
1.0% |
97% |
False |
False |
122,733 |
10 |
13,850 |
13,181 |
669 |
4.9% |
194 |
1.4% |
69% |
False |
False |
105,234 |
20 |
13,879 |
13,019 |
860 |
6.3% |
197 |
1.4% |
73% |
False |
False |
53,051 |
40 |
14,042 |
12,815 |
1,227 |
9.0% |
205 |
1.5% |
67% |
False |
False |
26,580 |
60 |
14,369 |
12,815 |
1,554 |
11.4% |
173 |
1.3% |
53% |
False |
False |
17,728 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,953 |
2.618 |
13,837 |
1.618 |
13,766 |
1.000 |
13,722 |
0.618 |
13,695 |
HIGH |
13,651 |
0.618 |
13,624 |
0.500 |
13,616 |
0.382 |
13,607 |
LOW |
13,580 |
0.618 |
13,536 |
1.000 |
13,509 |
1.618 |
13,465 |
2.618 |
13,394 |
4.250 |
13,278 |
|
|
Fisher Pivots for day following 26-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
13,634 |
13,594 |
PP |
13,625 |
13,545 |
S1 |
13,616 |
13,496 |
|