Trading Metrics calculated at close of trading on 03-Dec-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2007 |
03-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
7,814.0 |
7,866.0 |
52.0 |
0.7% |
7,584.0 |
High |
7,918.5 |
7,912.0 |
-6.5 |
-0.1% |
7,918.5 |
Low |
7,801.5 |
7,845.0 |
43.5 |
0.6% |
7,560.5 |
Close |
7,895.0 |
7,859.5 |
-35.5 |
-0.4% |
7,895.0 |
Range |
117.0 |
67.0 |
-50.0 |
-42.7% |
358.0 |
ATR |
123.4 |
119.3 |
-4.0 |
-3.3% |
0.0 |
Volume |
171,735 |
108,603 |
-63,132 |
-36.8% |
527,483 |
|
Daily Pivots for day following 03-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,073.2 |
8,033.3 |
7,896.4 |
|
R3 |
8,006.2 |
7,966.3 |
7,877.9 |
|
R2 |
7,939.2 |
7,939.2 |
7,871.8 |
|
R1 |
7,899.3 |
7,899.3 |
7,865.6 |
7,885.8 |
PP |
7,872.2 |
7,872.2 |
7,872.2 |
7,865.4 |
S1 |
7,832.3 |
7,832.3 |
7,853.4 |
7,818.8 |
S2 |
7,805.2 |
7,805.2 |
7,847.2 |
|
S3 |
7,738.2 |
7,765.3 |
7,841.1 |
|
S4 |
7,671.2 |
7,698.3 |
7,822.7 |
|
|
Weekly Pivots for week ending 30-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,865.3 |
8,738.2 |
8,091.9 |
|
R3 |
8,507.3 |
8,380.2 |
7,993.5 |
|
R2 |
8,149.3 |
8,149.3 |
7,960.6 |
|
R1 |
8,022.2 |
8,022.2 |
7,927.8 |
8,085.8 |
PP |
7,791.3 |
7,791.3 |
7,791.3 |
7,823.1 |
S1 |
7,664.2 |
7,664.2 |
7,862.2 |
7,727.8 |
S2 |
7,433.3 |
7,433.3 |
7,829.4 |
|
S3 |
7,075.3 |
7,306.2 |
7,796.6 |
|
S4 |
6,717.3 |
6,948.2 |
7,698.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,918.5 |
7,560.5 |
358.0 |
4.6% |
120.0 |
1.5% |
84% |
False |
False |
127,217 |
10 |
7,918.5 |
7,501.0 |
417.5 |
5.3% |
108.0 |
1.4% |
86% |
False |
False |
128,009 |
20 |
7,957.5 |
7,501.0 |
456.5 |
5.8% |
120.3 |
1.5% |
79% |
False |
False |
164,131 |
40 |
8,130.5 |
7,501.0 |
629.5 |
8.0% |
107.6 |
1.4% |
57% |
False |
False |
149,001 |
60 |
8,130.5 |
7,501.0 |
629.5 |
8.0% |
99.4 |
1.3% |
57% |
False |
False |
132,988 |
80 |
8,130.5 |
7,307.0 |
823.5 |
10.5% |
107.5 |
1.4% |
67% |
False |
False |
100,055 |
100 |
8,226.0 |
7,307.0 |
919.0 |
11.7% |
115.1 |
1.5% |
60% |
False |
False |
80,167 |
120 |
8,300.0 |
7,307.0 |
993.0 |
12.6% |
114.9 |
1.5% |
56% |
False |
False |
66,871 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,196.8 |
2.618 |
8,087.4 |
1.618 |
8,020.4 |
1.000 |
7,979.0 |
0.618 |
7,953.4 |
HIGH |
7,912.0 |
0.618 |
7,886.4 |
0.500 |
7,878.5 |
0.382 |
7,870.6 |
LOW |
7,845.0 |
0.618 |
7,803.6 |
1.000 |
7,778.0 |
1.618 |
7,736.6 |
2.618 |
7,669.6 |
4.250 |
7,560.3 |
|
|
Fisher Pivots for day following 03-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
7,878.5 |
7,851.3 |
PP |
7,872.2 |
7,843.0 |
S1 |
7,865.8 |
7,834.8 |
|