Trading Metrics calculated at close of trading on 07-Dec-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2007 |
07-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
1,492.00 |
1,507.00 |
15.00 |
1.0% |
1,484.00 |
High |
1,510.75 |
1,515.25 |
4.50 |
0.3% |
1,515.25 |
Low |
1,482.00 |
1,500.75 |
18.75 |
1.3% |
1,462.50 |
Close |
1,507.50 |
1,507.25 |
-0.25 |
0.0% |
1,507.25 |
Range |
28.75 |
14.50 |
-14.25 |
-49.6% |
52.75 |
ATR |
27.50 |
26.57 |
-0.93 |
-3.4% |
0.00 |
Volume |
1,733,327 |
1,720,838 |
-12,489 |
-0.7% |
8,325,334 |
|
Daily Pivots for day following 07-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,551.25 |
1,543.75 |
1,515.25 |
|
R3 |
1,536.75 |
1,529.25 |
1,511.25 |
|
R2 |
1,522.25 |
1,522.25 |
1,510.00 |
|
R1 |
1,514.75 |
1,514.75 |
1,508.50 |
1,518.50 |
PP |
1,507.75 |
1,507.75 |
1,507.75 |
1,509.50 |
S1 |
1,500.25 |
1,500.25 |
1,506.00 |
1,504.00 |
S2 |
1,493.25 |
1,493.25 |
1,504.50 |
|
S3 |
1,478.75 |
1,485.75 |
1,503.25 |
|
S4 |
1,464.25 |
1,471.25 |
1,499.25 |
|
|
Weekly Pivots for week ending 07-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,653.25 |
1,633.00 |
1,536.25 |
|
R3 |
1,600.50 |
1,580.25 |
1,521.75 |
|
R2 |
1,547.75 |
1,547.75 |
1,517.00 |
|
R1 |
1,527.50 |
1,527.50 |
1,512.00 |
1,537.50 |
PP |
1,495.00 |
1,495.00 |
1,495.00 |
1,500.00 |
S1 |
1,474.75 |
1,474.75 |
1,502.50 |
1,485.00 |
S2 |
1,442.25 |
1,442.25 |
1,497.50 |
|
S3 |
1,389.50 |
1,422.00 |
1,492.75 |
|
S4 |
1,336.75 |
1,369.25 |
1,478.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,515.25 |
1,462.50 |
52.75 |
3.5% |
19.50 |
1.3% |
85% |
True |
False |
1,665,066 |
10 |
1,515.25 |
1,406.25 |
109.00 |
7.2% |
26.50 |
1.8% |
93% |
True |
False |
1,813,306 |
20 |
1,515.25 |
1,406.25 |
109.00 |
7.2% |
29.00 |
1.9% |
93% |
True |
False |
2,056,347 |
40 |
1,576.00 |
1,406.25 |
169.75 |
11.3% |
27.25 |
1.8% |
59% |
False |
False |
2,029,700 |
60 |
1,586.75 |
1,406.25 |
180.50 |
12.0% |
23.75 |
1.6% |
56% |
False |
False |
1,861,930 |
80 |
1,586.75 |
1,385.00 |
201.75 |
13.4% |
24.50 |
1.6% |
61% |
False |
False |
1,406,467 |
100 |
1,586.75 |
1,385.00 |
201.75 |
13.4% |
26.25 |
1.7% |
61% |
False |
False |
1,126,147 |
120 |
1,586.75 |
1,385.00 |
201.75 |
13.4% |
24.75 |
1.6% |
61% |
False |
False |
938,644 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,577.00 |
2.618 |
1,553.25 |
1.618 |
1,538.75 |
1.000 |
1,529.75 |
0.618 |
1,524.25 |
HIGH |
1,515.25 |
0.618 |
1,509.75 |
0.500 |
1,508.00 |
0.382 |
1,506.25 |
LOW |
1,500.75 |
0.618 |
1,491.75 |
1.000 |
1,486.25 |
1.618 |
1,477.25 |
2.618 |
1,462.75 |
4.250 |
1,439.00 |
|
|
Fisher Pivots for day following 07-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
1,508.00 |
1,501.25 |
PP |
1,507.75 |
1,495.25 |
S1 |
1,507.50 |
1,489.00 |
|