Trading Metrics calculated at close of trading on 11-Dec-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2007 |
11-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
13,623.55 |
13,726.87 |
103.32 |
0.8% |
13,368.22 |
High |
13,754.02 |
13,780.11 |
26.09 |
0.2% |
13,668.10 |
Low |
13,623.55 |
13,413.74 |
-209.81 |
-1.5% |
13,237.59 |
Close |
13,727.11 |
13,432.20 |
-294.91 |
-2.1% |
13,625.58 |
Range |
130.47 |
366.37 |
235.90 |
180.8% |
430.51 |
ATR |
189.10 |
201.76 |
12.66 |
6.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,641.13 |
14,403.03 |
13,633.70 |
|
R3 |
14,274.76 |
14,036.66 |
13,532.95 |
|
R2 |
13,908.39 |
13,908.39 |
13,499.37 |
|
R1 |
13,670.29 |
13,670.29 |
13,465.78 |
13,606.16 |
PP |
13,542.02 |
13,542.02 |
13,542.02 |
13,509.95 |
S1 |
13,303.92 |
13,303.92 |
13,398.62 |
13,239.79 |
S2 |
13,175.65 |
13,175.65 |
13,365.03 |
|
S3 |
12,809.28 |
12,937.55 |
13,331.45 |
|
S4 |
12,442.91 |
12,571.18 |
13,230.70 |
|
|
Weekly Pivots for week ending 07-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,801.95 |
14,644.28 |
13,862.36 |
|
R3 |
14,371.44 |
14,213.77 |
13,743.97 |
|
R2 |
13,940.93 |
13,940.93 |
13,704.51 |
|
R1 |
13,783.26 |
13,783.26 |
13,665.04 |
13,862.10 |
PP |
13,510.42 |
13,510.42 |
13,510.42 |
13,549.84 |
S1 |
13,352.75 |
13,352.75 |
13,586.12 |
13,431.59 |
S2 |
13,079.91 |
13,079.91 |
13,546.65 |
|
S3 |
12,649.40 |
12,922.24 |
13,507.19 |
|
S4 |
12,218.89 |
12,491.73 |
13,388.80 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,780.11 |
13,244.01 |
536.10 |
4.0% |
197.31 |
1.5% |
35% |
True |
False |
|
10 |
13,780.11 |
12,958.04 |
822.07 |
6.1% |
186.09 |
1.4% |
58% |
True |
False |
|
20 |
13,780.11 |
12,724.09 |
1,056.02 |
7.9% |
210.73 |
1.6% |
67% |
True |
False |
|
40 |
14,012.84 |
12,724.09 |
1,288.75 |
9.6% |
206.15 |
1.5% |
55% |
False |
False |
|
60 |
14,198.10 |
12,724.09 |
1,474.01 |
11.0% |
181.63 |
1.4% |
48% |
False |
False |
|
80 |
14,198.10 |
12,724.09 |
1,474.01 |
11.0% |
178.43 |
1.3% |
48% |
False |
False |
|
100 |
14,198.10 |
12,517.94 |
1,680.16 |
12.5% |
194.31 |
1.4% |
54% |
False |
False |
|
120 |
14,198.10 |
12,517.94 |
1,680.16 |
12.5% |
184.37 |
1.4% |
54% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,337.18 |
2.618 |
14,739.27 |
1.618 |
14,372.90 |
1.000 |
14,146.48 |
0.618 |
14,006.53 |
HIGH |
13,780.11 |
0.618 |
13,640.16 |
0.500 |
13,596.93 |
0.382 |
13,553.69 |
LOW |
13,413.74 |
0.618 |
13,187.32 |
1.000 |
13,047.37 |
1.618 |
12,820.95 |
2.618 |
12,454.58 |
4.250 |
11,856.67 |
|
|
Fisher Pivots for day following 11-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
13,596.93 |
13,596.93 |
PP |
13,542.02 |
13,542.02 |
S1 |
13,487.11 |
13,487.11 |
|