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 |
1,464.50 |
1,492.00 |
27.50 |
1.9% |
1,442.00 |
High |
1,489.00 |
1,510.75 |
21.75 |
1.5% |
1,492.25 |
Low |
1,463.00 |
1,482.00 |
19.00 |
1.3% |
1,406.25 |
Close |
1,487.00 |
1,507.50 |
20.50 |
1.4% |
1,483.75 |
Range |
26.00 |
28.75 |
2.75 |
10.6% |
86.00 |
ATR |
27.40 |
27.50 |
0.10 |
0.4% |
0.00 |
Volume |
1,380,860 |
1,733,327 |
352,467 |
25.5% |
9,807,728 |
|
Daily Pivots for day following 06-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,586.25 |
1,575.75 |
1,523.25 |
|
R3 |
1,557.50 |
1,547.00 |
1,515.50 |
|
R2 |
1,528.75 |
1,528.75 |
1,512.75 |
|
R1 |
1,518.25 |
1,518.25 |
1,510.25 |
1,523.50 |
PP |
1,500.00 |
1,500.00 |
1,500.00 |
1,502.75 |
S1 |
1,489.50 |
1,489.50 |
1,504.75 |
1,494.75 |
S2 |
1,471.25 |
1,471.25 |
1,502.25 |
|
S3 |
1,442.50 |
1,460.75 |
1,499.50 |
|
S4 |
1,413.75 |
1,432.00 |
1,491.75 |
|
|
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 |
1,510.75 |
1,462.50 |
48.25 |
3.2% |
21.25 |
1.4% |
93% |
True |
False |
1,683,947 |
10 |
1,510.75 |
1,406.25 |
104.50 |
6.9% |
27.75 |
1.8% |
97% |
True |
False |
1,840,894 |
20 |
1,510.75 |
1,406.25 |
104.50 |
6.9% |
30.00 |
2.0% |
97% |
True |
False |
2,101,472 |
40 |
1,586.75 |
1,406.25 |
180.50 |
12.0% |
27.50 |
1.8% |
56% |
False |
False |
2,019,339 |
60 |
1,586.75 |
1,406.25 |
180.50 |
12.0% |
23.75 |
1.6% |
56% |
False |
False |
1,836,533 |
80 |
1,586.75 |
1,385.00 |
201.75 |
13.4% |
24.75 |
1.6% |
61% |
False |
False |
1,385,264 |
100 |
1,586.75 |
1,385.00 |
201.75 |
13.4% |
26.25 |
1.7% |
61% |
False |
False |
1,108,942 |
120 |
1,586.75 |
1,385.00 |
201.75 |
13.4% |
24.75 |
1.6% |
61% |
False |
False |
924,305 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,633.00 |
2.618 |
1,586.00 |
1.618 |
1,557.25 |
1.000 |
1,539.50 |
0.618 |
1,528.50 |
HIGH |
1,510.75 |
0.618 |
1,499.75 |
0.500 |
1,496.50 |
0.382 |
1,493.00 |
LOW |
1,482.00 |
0.618 |
1,464.25 |
1.000 |
1,453.25 |
1.618 |
1,435.50 |
2.618 |
1,406.75 |
4.250 |
1,359.75 |
|
|
Fisher Pivots for day following 06-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
1,503.75 |
1,500.50 |
PP |
1,500.00 |
1,493.50 |
S1 |
1,496.50 |
1,486.50 |
|