Trading Metrics calculated at close of trading on 05-Dec-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2007 |
05-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
7,844.5 |
7,844.5 |
0.0 |
0.0% |
7,584.0 |
High |
7,872.0 |
7,872.0 |
0.0 |
0.0% |
7,918.5 |
Low |
7,806.0 |
7,806.0 |
0.0 |
0.0% |
7,560.5 |
Close |
7,828.0 |
7,828.0 |
0.0 |
0.0% |
7,895.0 |
Range |
66.0 |
66.0 |
0.0 |
0.0% |
358.0 |
ATR |
115.5 |
112.0 |
-3.5 |
-3.1% |
0.0 |
Volume |
127,673 |
0 |
-127,673 |
-100.0% |
527,483 |
|
Daily Pivots for day following 05-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,033.3 |
7,996.7 |
7,864.3 |
|
R3 |
7,967.3 |
7,930.7 |
7,846.2 |
|
R2 |
7,901.3 |
7,901.3 |
7,840.1 |
|
R1 |
7,864.7 |
7,864.7 |
7,834.1 |
7,850.0 |
PP |
7,835.3 |
7,835.3 |
7,835.3 |
7,828.0 |
S1 |
7,798.7 |
7,798.7 |
7,822.0 |
7,784.0 |
S2 |
7,769.3 |
7,769.3 |
7,815.9 |
|
S3 |
7,703.3 |
7,732.7 |
7,809.9 |
|
S4 |
7,637.3 |
7,666.7 |
7,791.7 |
|
|
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 |
7,751.0 |
167.5 |
2.1% |
76.7 |
1.0% |
46% |
False |
False |
113,072 |
10 |
7,918.5 |
7,513.5 |
405.0 |
5.2% |
100.0 |
1.3% |
78% |
False |
False |
97,321 |
20 |
7,957.5 |
7,501.0 |
456.5 |
5.8% |
118.4 |
1.5% |
72% |
False |
False |
152,203 |
40 |
8,130.5 |
7,501.0 |
629.5 |
8.0% |
107.4 |
1.4% |
52% |
False |
False |
145,708 |
60 |
8,130.5 |
7,501.0 |
629.5 |
8.0% |
99.3 |
1.3% |
52% |
False |
False |
134,938 |
80 |
8,130.5 |
7,307.0 |
823.5 |
10.5% |
105.9 |
1.4% |
63% |
False |
False |
101,641 |
100 |
8,150.0 |
7,307.0 |
843.0 |
10.8% |
114.5 |
1.5% |
62% |
False |
False |
81,437 |
120 |
8,300.0 |
7,307.0 |
993.0 |
12.7% |
114.3 |
1.5% |
52% |
False |
False |
67,928 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,152.5 |
2.618 |
8,044.8 |
1.618 |
7,978.8 |
1.000 |
7,938.0 |
0.618 |
7,912.8 |
HIGH |
7,872.0 |
0.618 |
7,846.8 |
0.500 |
7,839.0 |
0.382 |
7,831.2 |
LOW |
7,806.0 |
0.618 |
7,765.2 |
1.000 |
7,740.0 |
1.618 |
7,699.2 |
2.618 |
7,633.2 |
4.250 |
7,525.5 |
|
|
Fisher Pivots for day following 05-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
7,839.0 |
7,859.0 |
PP |
7,835.3 |
7,848.7 |
S1 |
7,831.7 |
7,838.3 |
|