Trading Metrics calculated at close of trading on 06-Dec-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2007 |
06-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
7,844.5 |
7,989.5 |
145.0 |
1.8% |
7,584.0 |
High |
7,872.0 |
8,031.0 |
159.0 |
2.0% |
7,918.5 |
Low |
7,806.0 |
7,925.5 |
119.5 |
1.5% |
7,560.5 |
Close |
7,828.0 |
7,960.5 |
132.5 |
1.7% |
7,895.0 |
Range |
66.0 |
105.5 |
39.5 |
59.8% |
358.0 |
ATR |
112.0 |
118.5 |
6.5 |
5.8% |
0.0 |
Volume |
0 |
168,331 |
168,331 |
|
527,483 |
|
Daily Pivots for day following 06-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,288.8 |
8,230.2 |
8,018.5 |
|
R3 |
8,183.3 |
8,124.7 |
7,989.5 |
|
R2 |
8,077.8 |
8,077.8 |
7,979.8 |
|
R1 |
8,019.2 |
8,019.2 |
7,970.2 |
7,995.8 |
PP |
7,972.3 |
7,972.3 |
7,972.3 |
7,960.6 |
S1 |
7,913.7 |
7,913.7 |
7,950.8 |
7,890.3 |
S2 |
7,866.8 |
7,866.8 |
7,941.2 |
|
S3 |
7,761.3 |
7,808.2 |
7,931.5 |
|
S4 |
7,655.8 |
7,702.7 |
7,902.5 |
|
|
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 |
8,031.0 |
7,801.5 |
229.5 |
2.9% |
84.3 |
1.1% |
69% |
True |
False |
115,268 |
10 |
8,031.0 |
7,560.5 |
470.5 |
5.9% |
100.8 |
1.3% |
85% |
True |
False |
103,978 |
20 |
8,031.0 |
7,501.0 |
530.0 |
6.7% |
113.9 |
1.4% |
87% |
True |
False |
148,491 |
40 |
8,120.0 |
7,501.0 |
619.0 |
7.8% |
107.7 |
1.4% |
74% |
False |
False |
145,450 |
60 |
8,130.5 |
7,501.0 |
629.5 |
7.9% |
99.2 |
1.2% |
73% |
False |
False |
137,641 |
80 |
8,130.5 |
7,307.0 |
823.5 |
10.3% |
104.9 |
1.3% |
79% |
False |
False |
103,731 |
100 |
8,142.5 |
7,307.0 |
835.5 |
10.5% |
115.0 |
1.4% |
78% |
False |
False |
83,115 |
120 |
8,300.0 |
7,307.0 |
993.0 |
12.5% |
114.0 |
1.4% |
66% |
False |
False |
69,328 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,479.4 |
2.618 |
8,307.2 |
1.618 |
8,201.7 |
1.000 |
8,136.5 |
0.618 |
8,096.2 |
HIGH |
8,031.0 |
0.618 |
7,990.7 |
0.500 |
7,978.3 |
0.382 |
7,965.8 |
LOW |
7,925.5 |
0.618 |
7,860.3 |
1.000 |
7,820.0 |
1.618 |
7,754.8 |
2.618 |
7,649.3 |
4.250 |
7,477.1 |
|
|
Fisher Pivots for day following 06-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
7,978.3 |
7,946.5 |
PP |
7,972.3 |
7,932.5 |
S1 |
7,966.4 |
7,918.5 |
|