Trading Metrics calculated at close of trading on 27-Dec-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2007 |
27-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
13,631 |
13,634 |
3 |
0.0% |
13,431 |
High |
13,651 |
13,652 |
1 |
0.0% |
13,568 |
Low |
13,580 |
13,426 |
-154 |
-1.1% |
13,181 |
Close |
13,643 |
13,459 |
-184 |
-1.3% |
13,550 |
Range |
71 |
226 |
155 |
218.3% |
387 |
ATR |
190 |
193 |
3 |
1.3% |
0 |
Volume |
26,137 |
36,056 |
9,919 |
38.0% |
792,665 |
|
Daily Pivots for day following 27-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,190 |
14,051 |
13,583 |
|
R3 |
13,964 |
13,825 |
13,521 |
|
R2 |
13,738 |
13,738 |
13,501 |
|
R1 |
13,599 |
13,599 |
13,480 |
13,556 |
PP |
13,512 |
13,512 |
13,512 |
13,491 |
S1 |
13,373 |
13,373 |
13,438 |
13,330 |
S2 |
13,286 |
13,286 |
13,418 |
|
S3 |
13,060 |
13,147 |
13,397 |
|
S4 |
12,834 |
12,921 |
13,335 |
|
|
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 |
13,233 |
421 |
3.1% |
157 |
1.2% |
54% |
False |
False |
91,191 |
10 |
13,654 |
13,181 |
473 |
3.5% |
172 |
1.3% |
59% |
False |
False |
108,423 |
20 |
13,879 |
13,181 |
698 |
5.2% |
188 |
1.4% |
40% |
False |
False |
54,839 |
40 |
14,023 |
12,815 |
1,208 |
9.0% |
208 |
1.5% |
53% |
False |
False |
27,481 |
60 |
14,369 |
12,815 |
1,554 |
11.5% |
176 |
1.3% |
41% |
False |
False |
18,329 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,613 |
2.618 |
14,244 |
1.618 |
14,018 |
1.000 |
13,878 |
0.618 |
13,792 |
HIGH |
13,652 |
0.618 |
13,566 |
0.500 |
13,539 |
0.382 |
13,512 |
LOW |
13,426 |
0.618 |
13,286 |
1.000 |
13,200 |
1.618 |
13,060 |
2.618 |
12,834 |
4.250 |
12,466 |
|
|
Fisher Pivots for day following 27-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
13,539 |
13,540 |
PP |
13,512 |
13,513 |
S1 |
13,486 |
13,486 |
|