Trading Metrics calculated at close of trading on 12-Dec-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2007 |
12-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
6,608.0 |
6,484.0 |
-124.0 |
-1.9% |
6,445.5 |
High |
6,608.0 |
6,623.5 |
15.5 |
0.2% |
6,620.0 |
Low |
6,528.0 |
6,436.0 |
-92.0 |
-1.4% |
6,308.0 |
Close |
6,557.5 |
6,561.5 |
4.0 |
0.1% |
6,556.0 |
Range |
80.0 |
187.5 |
107.5 |
134.4% |
312.0 |
ATR |
123.5 |
128.1 |
4.6 |
3.7% |
0.0 |
Volume |
101,247 |
84,613 |
-16,634 |
-16.4% |
628,894 |
|
Daily Pivots for day following 12-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,103.0 |
7,019.5 |
6,664.5 |
|
R3 |
6,915.5 |
6,832.0 |
6,613.0 |
|
R2 |
6,728.0 |
6,728.0 |
6,596.0 |
|
R1 |
6,644.5 |
6,644.5 |
6,578.5 |
6,686.0 |
PP |
6,540.5 |
6,540.5 |
6,540.5 |
6,561.0 |
S1 |
6,457.0 |
6,457.0 |
6,544.5 |
6,499.0 |
S2 |
6,353.0 |
6,353.0 |
6,527.0 |
|
S3 |
6,165.5 |
6,269.5 |
6,510.0 |
|
S4 |
5,978.0 |
6,082.0 |
6,458.5 |
|
|
Weekly Pivots for week ending 07-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,430.5 |
7,305.5 |
6,727.5 |
|
R3 |
7,118.5 |
6,993.5 |
6,642.0 |
|
R2 |
6,806.5 |
6,806.5 |
6,613.0 |
|
R1 |
6,681.5 |
6,681.5 |
6,584.5 |
6,744.0 |
PP |
6,494.5 |
6,494.5 |
6,494.5 |
6,526.0 |
S1 |
6,369.5 |
6,369.5 |
6,527.5 |
6,432.0 |
S2 |
6,182.5 |
6,182.5 |
6,499.0 |
|
S3 |
5,870.5 |
6,057.5 |
6,470.0 |
|
S4 |
5,558.5 |
5,745.5 |
6,384.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,623.5 |
6,436.0 |
187.5 |
2.9% |
113.5 |
1.7% |
67% |
True |
True |
110,995 |
10 |
6,623.5 |
6,295.5 |
328.0 |
5.0% |
112.5 |
1.7% |
81% |
True |
False |
115,210 |
20 |
6,623.5 |
6,048.0 |
575.5 |
8.8% |
130.5 |
2.0% |
89% |
True |
False |
117,050 |
40 |
6,770.0 |
6,048.0 |
722.0 |
11.0% |
117.0 |
1.8% |
71% |
False |
False |
115,644 |
60 |
6,802.0 |
6,048.0 |
754.0 |
11.5% |
103.5 |
1.6% |
68% |
False |
False |
112,131 |
80 |
6,802.0 |
6,048.0 |
754.0 |
11.5% |
103.0 |
1.6% |
68% |
False |
False |
89,947 |
100 |
6,802.0 |
5,899.0 |
903.0 |
13.8% |
100.5 |
1.5% |
73% |
False |
False |
71,990 |
120 |
6,835.0 |
5,899.0 |
936.0 |
14.3% |
93.5 |
1.4% |
71% |
False |
False |
60,057 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,420.5 |
2.618 |
7,114.5 |
1.618 |
6,927.0 |
1.000 |
6,811.0 |
0.618 |
6,739.5 |
HIGH |
6,623.5 |
0.618 |
6,552.0 |
0.500 |
6,530.0 |
0.382 |
6,507.5 |
LOW |
6,436.0 |
0.618 |
6,320.0 |
1.000 |
6,248.5 |
1.618 |
6,132.5 |
2.618 |
5,945.0 |
4.250 |
5,639.0 |
|
|
Fisher Pivots for day following 12-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
6,551.0 |
6,551.0 |
PP |
6,540.5 |
6,540.5 |
S1 |
6,530.0 |
6,530.0 |
|