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 |
13,341 |
13,410 |
69 |
0.5% |
13,005 |
High |
13,493 |
13,432 |
-61 |
-0.5% |
13,493 |
Low |
13,306 |
13,318 |
12 |
0.1% |
12,742 |
Close |
13,422 |
13,349 |
-73 |
-0.5% |
13,422 |
Range |
187 |
114 |
-73 |
-39.0% |
751 |
ATR |
237 |
229 |
-9 |
-3.7% |
0 |
Volume |
199,846 |
190,983 |
-8,863 |
-4.4% |
974,331 |
|
Daily Pivots for day following 03-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,708 |
13,643 |
13,412 |
|
R3 |
13,594 |
13,529 |
13,380 |
|
R2 |
13,480 |
13,480 |
13,370 |
|
R1 |
13,415 |
13,415 |
13,360 |
13,391 |
PP |
13,366 |
13,366 |
13,366 |
13,354 |
S1 |
13,301 |
13,301 |
13,339 |
13,277 |
S2 |
13,252 |
13,252 |
13,328 |
|
S3 |
13,138 |
13,187 |
13,318 |
|
S4 |
13,024 |
13,073 |
13,286 |
|
|
Weekly Pivots for week ending 30-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,472 |
15,198 |
13,835 |
|
R3 |
14,721 |
14,447 |
13,629 |
|
R2 |
13,970 |
13,970 |
13,560 |
|
R1 |
13,696 |
13,696 |
13,491 |
13,833 |
PP |
13,219 |
13,219 |
13,219 |
13,288 |
S1 |
12,945 |
12,945 |
13,353 |
13,082 |
S2 |
12,468 |
12,468 |
13,284 |
|
S3 |
11,717 |
12,194 |
13,216 |
|
S4 |
10,966 |
11,443 |
13,009 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,493 |
12,759 |
734 |
5.5% |
227 |
1.7% |
80% |
False |
False |
219,603 |
10 |
13,493 |
12,742 |
751 |
5.6% |
241 |
1.8% |
81% |
False |
False |
214,650 |
20 |
13,690 |
12,742 |
948 |
7.1% |
245 |
1.8% |
64% |
False |
False |
230,313 |
40 |
14,267 |
12,742 |
1,525 |
11.4% |
220 |
1.6% |
40% |
False |
False |
203,312 |
60 |
14,267 |
12,742 |
1,525 |
11.4% |
193 |
1.4% |
40% |
False |
False |
171,062 |
80 |
14,267 |
12,649 |
1,618 |
12.1% |
195 |
1.5% |
43% |
False |
False |
128,351 |
100 |
14,267 |
12,649 |
1,618 |
12.1% |
192 |
1.4% |
43% |
False |
False |
102,693 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,917 |
2.618 |
13,731 |
1.618 |
13,617 |
1.000 |
13,546 |
0.618 |
13,503 |
HIGH |
13,432 |
0.618 |
13,389 |
0.500 |
13,375 |
0.382 |
13,362 |
LOW |
13,318 |
0.618 |
13,248 |
1.000 |
13,204 |
1.618 |
13,134 |
2.618 |
13,020 |
4.250 |
12,834 |
|
|
Fisher Pivots for day following 03-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
13,375 |
13,367 |
PP |
13,366 |
13,361 |
S1 |
13,358 |
13,355 |
|