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 |
13,410 |
13,344 |
-66 |
-0.5% |
13,005 |
High |
13,432 |
13,354 |
-78 |
-0.6% |
13,493 |
Low |
13,318 |
13,255 |
-63 |
-0.5% |
12,742 |
Close |
13,349 |
13,262 |
-87 |
-0.7% |
13,422 |
Range |
114 |
99 |
-15 |
-13.2% |
751 |
ATR |
229 |
219 |
-9 |
-4.0% |
0 |
Volume |
190,983 |
135,612 |
-55,371 |
-29.0% |
974,331 |
|
Daily Pivots for day following 04-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,587 |
13,524 |
13,317 |
|
R3 |
13,488 |
13,425 |
13,289 |
|
R2 |
13,389 |
13,389 |
13,280 |
|
R1 |
13,326 |
13,326 |
13,271 |
13,308 |
PP |
13,290 |
13,290 |
13,290 |
13,282 |
S1 |
13,227 |
13,227 |
13,253 |
13,209 |
S2 |
13,191 |
13,191 |
13,244 |
|
S3 |
13,092 |
13,128 |
13,235 |
|
S4 |
12,993 |
13,029 |
13,208 |
|
|
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 |
12,906 |
587 |
4.4% |
195 |
1.5% |
61% |
False |
False |
203,405 |
10 |
13,493 |
12,742 |
751 |
5.7% |
225 |
1.7% |
69% |
False |
False |
203,708 |
20 |
13,690 |
12,742 |
948 |
7.1% |
241 |
1.8% |
55% |
False |
False |
223,511 |
40 |
14,267 |
12,742 |
1,525 |
11.5% |
220 |
1.7% |
34% |
False |
False |
203,270 |
60 |
14,267 |
12,742 |
1,525 |
11.5% |
192 |
1.4% |
34% |
False |
False |
173,286 |
80 |
14,267 |
12,649 |
1,618 |
12.2% |
193 |
1.5% |
38% |
False |
False |
130,043 |
100 |
14,267 |
12,649 |
1,618 |
12.2% |
193 |
1.5% |
38% |
False |
False |
104,048 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,775 |
2.618 |
13,613 |
1.618 |
13,514 |
1.000 |
13,453 |
0.618 |
13,415 |
HIGH |
13,354 |
0.618 |
13,316 |
0.500 |
13,305 |
0.382 |
13,293 |
LOW |
13,255 |
0.618 |
13,194 |
1.000 |
13,156 |
1.618 |
13,095 |
2.618 |
12,996 |
4.250 |
12,834 |
|
|
Fisher Pivots for day following 04-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
13,305 |
13,374 |
PP |
13,290 |
13,337 |
S1 |
13,276 |
13,299 |
|