Trading Metrics calculated at close of trading on 31-Dec-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2007 |
31-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
13,476 |
13,423 |
-53 |
-0.4% |
13,540 |
High |
13,547 |
13,454 |
-93 |
-0.7% |
13,654 |
Low |
13,370 |
13,301 |
-69 |
-0.5% |
13,370 |
Close |
13,427 |
13,328 |
-99 |
-0.7% |
13,427 |
Range |
177 |
153 |
-24 |
-13.6% |
284 |
ATR |
192 |
189 |
-3 |
-1.4% |
0 |
Volume |
105,274 |
85,912 |
-19,362 |
-18.4% |
264,641 |
|
Daily Pivots for day following 31-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,820 |
13,727 |
13,412 |
|
R3 |
13,667 |
13,574 |
13,370 |
|
R2 |
13,514 |
13,514 |
13,356 |
|
R1 |
13,421 |
13,421 |
13,342 |
13,391 |
PP |
13,361 |
13,361 |
13,361 |
13,346 |
S1 |
13,268 |
13,268 |
13,314 |
13,238 |
S2 |
13,208 |
13,208 |
13,300 |
|
S3 |
13,055 |
13,115 |
13,286 |
|
S4 |
12,902 |
12,962 |
13,244 |
|
|
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 |
13,301 |
353 |
2.6% |
150 |
1.1% |
8% |
False |
True |
70,110 |
10 |
13,654 |
13,181 |
473 |
3.5% |
165 |
1.2% |
31% |
False |
False |
114,321 |
20 |
13,879 |
13,181 |
698 |
5.2% |
190 |
1.4% |
21% |
False |
False |
64,340 |
40 |
13,879 |
12,815 |
1,064 |
8.0% |
202 |
1.5% |
48% |
False |
False |
32,256 |
60 |
14,369 |
12,815 |
1,554 |
11.7% |
180 |
1.4% |
33% |
False |
False |
21,515 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,104 |
2.618 |
13,855 |
1.618 |
13,702 |
1.000 |
13,607 |
0.618 |
13,549 |
HIGH |
13,454 |
0.618 |
13,396 |
0.500 |
13,378 |
0.382 |
13,360 |
LOW |
13,301 |
0.618 |
13,207 |
1.000 |
13,148 |
1.618 |
13,054 |
2.618 |
12,901 |
4.250 |
12,651 |
|
|
Fisher Pivots for day following 31-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
13,378 |
13,477 |
PP |
13,361 |
13,427 |
S1 |
13,345 |
13,378 |
|