Trading Metrics calculated at close of trading on 04-Dec-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2007 |
04-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
1,484.00 |
1,474.75 |
-9.25 |
-0.6% |
1,442.00 |
High |
1,486.25 |
1,476.00 |
-10.25 |
-0.7% |
1,492.25 |
Low |
1,472.00 |
1,462.50 |
-9.50 |
-0.6% |
1,406.25 |
Close |
1,475.50 |
1,463.25 |
-12.25 |
-0.8% |
1,483.75 |
Range |
14.25 |
13.50 |
-0.75 |
-5.3% |
86.00 |
ATR |
28.58 |
27.51 |
-1.08 |
-3.8% |
0.00 |
Volume |
2,018,633 |
1,471,676 |
-546,957 |
-27.1% |
9,807,728 |
|
Daily Pivots for day following 04-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,507.75 |
1,499.00 |
1,470.75 |
|
R3 |
1,494.25 |
1,485.50 |
1,467.00 |
|
R2 |
1,480.75 |
1,480.75 |
1,465.75 |
|
R1 |
1,472.00 |
1,472.00 |
1,464.50 |
1,469.50 |
PP |
1,467.25 |
1,467.25 |
1,467.25 |
1,466.00 |
S1 |
1,458.50 |
1,458.50 |
1,462.00 |
1,456.00 |
S2 |
1,453.75 |
1,453.75 |
1,460.75 |
|
S3 |
1,440.25 |
1,445.00 |
1,459.50 |
|
S4 |
1,426.75 |
1,431.50 |
1,455.75 |
|
|
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 |
1,420.50 |
71.75 |
4.9% |
24.50 |
1.7% |
60% |
False |
False |
2,056,305 |
10 |
1,492.25 |
1,406.25 |
86.00 |
5.9% |
28.75 |
2.0% |
66% |
False |
False |
2,036,771 |
20 |
1,526.00 |
1,406.25 |
119.75 |
8.2% |
30.75 |
2.1% |
48% |
False |
False |
2,136,304 |
40 |
1,586.75 |
1,406.25 |
180.50 |
12.3% |
27.00 |
1.8% |
32% |
False |
False |
1,991,500 |
60 |
1,586.75 |
1,406.25 |
180.50 |
12.3% |
23.50 |
1.6% |
32% |
False |
False |
1,787,924 |
80 |
1,586.75 |
1,385.00 |
201.75 |
13.8% |
24.75 |
1.7% |
39% |
False |
False |
1,346,574 |
100 |
1,586.75 |
1,385.00 |
201.75 |
13.8% |
25.75 |
1.8% |
39% |
False |
False |
1,077,850 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,533.50 |
2.618 |
1,511.25 |
1.618 |
1,497.75 |
1.000 |
1,489.50 |
0.618 |
1,484.25 |
HIGH |
1,476.00 |
0.618 |
1,470.75 |
0.500 |
1,469.25 |
0.382 |
1,467.75 |
LOW |
1,462.50 |
0.618 |
1,454.25 |
1.000 |
1,449.00 |
1.618 |
1,440.75 |
2.618 |
1,427.25 |
4.250 |
1,405.00 |
|
|
Fisher Pivots for day following 04-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
1,469.25 |
1,477.50 |
PP |
1,467.25 |
1,472.75 |
S1 |
1,465.25 |
1,468.00 |
|