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 |
1,470.50 |
1,484.00 |
13.50 |
0.9% |
1,442.00 |
High |
1,492.25 |
1,486.25 |
-6.00 |
-0.4% |
1,492.25 |
Low |
1,468.50 |
1,472.00 |
3.50 |
0.2% |
1,406.25 |
Close |
1,483.75 |
1,475.50 |
-8.25 |
-0.6% |
1,483.75 |
Range |
23.75 |
14.25 |
-9.50 |
-40.0% |
86.00 |
ATR |
29.69 |
28.58 |
-1.10 |
-3.7% |
0.00 |
Volume |
1,815,242 |
2,018,633 |
203,391 |
11.2% |
9,807,728 |
|
Daily Pivots for day following 03-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,520.75 |
1,512.25 |
1,483.25 |
|
R3 |
1,506.50 |
1,498.00 |
1,479.50 |
|
R2 |
1,492.25 |
1,492.25 |
1,478.00 |
|
R1 |
1,483.75 |
1,483.75 |
1,476.75 |
1,481.00 |
PP |
1,478.00 |
1,478.00 |
1,478.00 |
1,476.50 |
S1 |
1,469.50 |
1,469.50 |
1,474.25 |
1,466.50 |
S2 |
1,463.75 |
1,463.75 |
1,473.00 |
|
S3 |
1,449.50 |
1,455.25 |
1,471.50 |
|
S4 |
1,435.25 |
1,441.00 |
1,467.75 |
|
|
Weekly Pivots for week ending 30-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,718.75 |
1,687.25 |
1,531.00 |
|
R3 |
1,632.75 |
1,601.25 |
1,507.50 |
|
R2 |
1,546.75 |
1,546.75 |
1,499.50 |
|
R1 |
1,515.25 |
1,515.25 |
1,491.75 |
1,531.00 |
PP |
1,460.75 |
1,460.75 |
1,460.75 |
1,468.50 |
S1 |
1,429.25 |
1,429.25 |
1,475.75 |
1,445.00 |
S2 |
1,374.75 |
1,374.75 |
1,468.00 |
|
S3 |
1,288.75 |
1,343.25 |
1,460.00 |
|
S4 |
1,202.75 |
1,257.25 |
1,436.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,492.25 |
1,406.25 |
86.00 |
5.8% |
27.00 |
1.8% |
81% |
False |
False |
2,226,531 |
10 |
1,492.25 |
1,406.25 |
86.00 |
5.8% |
30.75 |
2.1% |
81% |
False |
False |
2,103,190 |
20 |
1,526.00 |
1,406.25 |
119.75 |
8.1% |
31.25 |
2.1% |
58% |
False |
False |
2,201,671 |
40 |
1,586.75 |
1,406.25 |
180.50 |
12.2% |
26.75 |
1.8% |
38% |
False |
False |
1,997,168 |
60 |
1,586.75 |
1,406.25 |
180.50 |
12.2% |
23.75 |
1.6% |
38% |
False |
False |
1,764,517 |
80 |
1,586.75 |
1,385.00 |
201.75 |
13.7% |
25.25 |
1.7% |
45% |
False |
False |
1,328,259 |
100 |
1,586.75 |
1,385.00 |
201.75 |
13.7% |
25.75 |
1.7% |
45% |
False |
False |
1,063,149 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,546.75 |
2.618 |
1,523.50 |
1.618 |
1,509.25 |
1.000 |
1,500.50 |
0.618 |
1,495.00 |
HIGH |
1,486.25 |
0.618 |
1,480.75 |
0.500 |
1,479.00 |
0.382 |
1,477.50 |
LOW |
1,472.00 |
0.618 |
1,463.25 |
1.000 |
1,457.75 |
1.618 |
1,449.00 |
2.618 |
1,434.75 |
4.250 |
1,411.50 |
|
|
Fisher Pivots for day following 03-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
1,479.00 |
1,476.50 |
PP |
1,478.00 |
1,476.25 |
S1 |
1,476.75 |
1,475.75 |
|