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 |
1,474.75 |
1,464.50 |
-10.25 |
-0.7% |
1,442.00 |
High |
1,476.00 |
1,489.00 |
13.00 |
0.9% |
1,492.25 |
Low |
1,462.50 |
1,463.00 |
0.50 |
0.0% |
1,406.25 |
Close |
1,463.25 |
1,487.00 |
23.75 |
1.6% |
1,483.75 |
Range |
13.50 |
26.00 |
12.50 |
92.6% |
86.00 |
ATR |
27.51 |
27.40 |
-0.11 |
-0.4% |
0.00 |
Volume |
1,471,676 |
1,380,860 |
-90,816 |
-6.2% |
9,807,728 |
|
Daily Pivots for day following 05-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,557.75 |
1,548.25 |
1,501.25 |
|
R3 |
1,531.75 |
1,522.25 |
1,494.25 |
|
R2 |
1,505.75 |
1,505.75 |
1,491.75 |
|
R1 |
1,496.25 |
1,496.25 |
1,489.50 |
1,501.00 |
PP |
1,479.75 |
1,479.75 |
1,479.75 |
1,482.00 |
S1 |
1,470.25 |
1,470.25 |
1,484.50 |
1,475.00 |
S2 |
1,453.75 |
1,453.75 |
1,482.25 |
|
S3 |
1,427.75 |
1,444.25 |
1,479.75 |
|
S4 |
1,401.75 |
1,418.25 |
1,472.75 |
|
|
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 |
1,460.75 |
31.50 |
2.1% |
18.75 |
1.3% |
83% |
False |
False |
1,820,733 |
10 |
1,492.25 |
1,406.25 |
86.00 |
5.8% |
28.00 |
1.9% |
94% |
False |
False |
1,964,572 |
20 |
1,525.00 |
1,406.25 |
118.75 |
8.0% |
31.00 |
2.1% |
68% |
False |
False |
2,100,875 |
40 |
1,586.75 |
1,406.25 |
180.50 |
12.1% |
27.25 |
1.8% |
45% |
False |
False |
2,008,063 |
60 |
1,586.75 |
1,406.25 |
180.50 |
12.1% |
23.50 |
1.6% |
45% |
False |
False |
1,809,198 |
80 |
1,586.75 |
1,385.00 |
201.75 |
13.6% |
25.00 |
1.7% |
51% |
False |
False |
1,363,714 |
100 |
1,586.75 |
1,385.00 |
201.75 |
13.6% |
26.00 |
1.7% |
51% |
False |
False |
1,091,633 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,599.50 |
2.618 |
1,557.00 |
1.618 |
1,531.00 |
1.000 |
1,515.00 |
0.618 |
1,505.00 |
HIGH |
1,489.00 |
0.618 |
1,479.00 |
0.500 |
1,476.00 |
0.382 |
1,473.00 |
LOW |
1,463.00 |
0.618 |
1,447.00 |
1.000 |
1,437.00 |
1.618 |
1,421.00 |
2.618 |
1,395.00 |
4.250 |
1,352.50 |
|
|
Fisher Pivots for day following 05-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
1,483.25 |
1,483.25 |
PP |
1,479.75 |
1,479.50 |
S1 |
1,476.00 |
1,475.75 |
|