Trading Metrics calculated at close of trading on 13-Dec-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2007 |
13-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
6,484.0 |
6,501.0 |
17.0 |
0.3% |
6,445.5 |
High |
6,623.5 |
6,516.0 |
-107.5 |
-1.6% |
6,620.0 |
Low |
6,436.0 |
6,362.0 |
-74.0 |
-1.1% |
6,308.0 |
Close |
6,561.5 |
6,385.5 |
-176.0 |
-2.7% |
6,556.0 |
Range |
187.5 |
154.0 |
-33.5 |
-17.9% |
312.0 |
ATR |
128.1 |
133.2 |
5.1 |
4.0% |
0.0 |
Volume |
84,613 |
162,783 |
78,170 |
92.4% |
628,894 |
|
Daily Pivots for day following 13-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,883.0 |
6,788.5 |
6,470.0 |
|
R3 |
6,729.0 |
6,634.5 |
6,428.0 |
|
R2 |
6,575.0 |
6,575.0 |
6,413.5 |
|
R1 |
6,480.5 |
6,480.5 |
6,399.5 |
6,451.0 |
PP |
6,421.0 |
6,421.0 |
6,421.0 |
6,406.5 |
S1 |
6,326.5 |
6,326.5 |
6,371.5 |
6,297.0 |
S2 |
6,267.0 |
6,267.0 |
6,357.5 |
|
S3 |
6,113.0 |
6,172.5 |
6,343.0 |
|
S4 |
5,959.0 |
6,018.5 |
6,301.0 |
|
|
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 |
6,362.0 |
261.5 |
4.1% |
111.0 |
1.7% |
9% |
False |
True |
119,839 |
10 |
6,623.5 |
6,308.0 |
315.5 |
4.9% |
119.0 |
1.9% |
25% |
False |
False |
118,237 |
20 |
6,623.5 |
6,048.0 |
575.5 |
9.0% |
131.5 |
2.1% |
59% |
False |
False |
119,030 |
40 |
6,760.5 |
6,048.0 |
712.5 |
11.2% |
117.0 |
1.8% |
47% |
False |
False |
116,760 |
60 |
6,802.0 |
6,048.0 |
754.0 |
11.8% |
105.0 |
1.6% |
45% |
False |
False |
112,051 |
80 |
6,802.0 |
6,048.0 |
754.0 |
11.8% |
104.0 |
1.6% |
45% |
False |
False |
91,982 |
100 |
6,802.0 |
5,899.0 |
903.0 |
14.1% |
101.0 |
1.6% |
54% |
False |
False |
73,615 |
120 |
6,835.0 |
5,899.0 |
936.0 |
14.7% |
94.5 |
1.5% |
52% |
False |
False |
61,408 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,170.5 |
2.618 |
6,919.0 |
1.618 |
6,765.0 |
1.000 |
6,670.0 |
0.618 |
6,611.0 |
HIGH |
6,516.0 |
0.618 |
6,457.0 |
0.500 |
6,439.0 |
0.382 |
6,421.0 |
LOW |
6,362.0 |
0.618 |
6,267.0 |
1.000 |
6,208.0 |
1.618 |
6,113.0 |
2.618 |
5,959.0 |
4.250 |
5,707.5 |
|
|
Fisher Pivots for day following 13-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
6,439.0 |
6,493.0 |
PP |
6,421.0 |
6,457.0 |
S1 |
6,403.5 |
6,421.0 |
|