Trading Metrics calculated at close of trading on 28-Dec-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2007 |
28-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
13,634 |
13,476 |
-158 |
-1.2% |
13,540 |
High |
13,652 |
13,547 |
-105 |
-0.8% |
13,654 |
Low |
13,426 |
13,370 |
-56 |
-0.4% |
13,370 |
Close |
13,459 |
13,427 |
-32 |
-0.2% |
13,427 |
Range |
226 |
177 |
-49 |
-21.7% |
284 |
ATR |
193 |
192 |
-1 |
-0.6% |
0 |
Volume |
36,056 |
105,274 |
69,218 |
192.0% |
264,641 |
|
Daily Pivots for day following 28-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,979 |
13,880 |
13,524 |
|
R3 |
13,802 |
13,703 |
13,476 |
|
R2 |
13,625 |
13,625 |
13,460 |
|
R1 |
13,526 |
13,526 |
13,443 |
13,487 |
PP |
13,448 |
13,448 |
13,448 |
13,429 |
S1 |
13,349 |
13,349 |
13,411 |
13,310 |
S2 |
13,271 |
13,271 |
13,395 |
|
S3 |
13,094 |
13,172 |
13,378 |
|
S4 |
12,917 |
12,995 |
13,330 |
|
|
Weekly Pivots for week ending 28-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,336 |
14,165 |
13,583 |
|
R3 |
14,052 |
13,881 |
13,505 |
|
R2 |
13,768 |
13,768 |
13,479 |
|
R1 |
13,597 |
13,597 |
13,453 |
13,541 |
PP |
13,484 |
13,484 |
13,484 |
13,455 |
S1 |
13,313 |
13,313 |
13,401 |
13,257 |
S2 |
13,200 |
13,200 |
13,375 |
|
S3 |
12,916 |
13,029 |
13,349 |
|
S4 |
12,632 |
12,745 |
13,271 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,654 |
13,337 |
317 |
2.4% |
166 |
1.2% |
28% |
False |
False |
79,975 |
10 |
13,654 |
13,181 |
473 |
3.5% |
172 |
1.3% |
52% |
False |
False |
117,859 |
20 |
13,879 |
13,181 |
698 |
5.2% |
192 |
1.4% |
35% |
False |
False |
60,064 |
40 |
13,879 |
12,815 |
1,064 |
7.9% |
203 |
1.5% |
58% |
False |
False |
30,111 |
60 |
14,369 |
12,815 |
1,554 |
11.6% |
179 |
1.3% |
39% |
False |
False |
20,084 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,299 |
2.618 |
14,011 |
1.618 |
13,834 |
1.000 |
13,724 |
0.618 |
13,657 |
HIGH |
13,547 |
0.618 |
13,480 |
0.500 |
13,459 |
0.382 |
13,438 |
LOW |
13,370 |
0.618 |
13,261 |
1.000 |
13,193 |
1.618 |
13,084 |
2.618 |
12,907 |
4.250 |
12,618 |
|
|
Fisher Pivots for day following 28-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
13,459 |
13,511 |
PP |
13,448 |
13,483 |
S1 |
13,438 |
13,455 |
|