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 |
13,344 |
13,268 |
-76 |
-0.6% |
13,005 |
High |
13,354 |
13,483 |
129 |
1.0% |
13,493 |
Low |
13,255 |
13,267 |
12 |
0.1% |
12,742 |
Close |
13,262 |
13,456 |
194 |
1.5% |
13,422 |
Range |
99 |
216 |
117 |
118.2% |
751 |
ATR |
219 |
219 |
0 |
0.1% |
0 |
Volume |
135,612 |
130,834 |
-4,778 |
-3.5% |
974,331 |
|
Daily Pivots for day following 05-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,050 |
13,969 |
13,575 |
|
R3 |
13,834 |
13,753 |
13,516 |
|
R2 |
13,618 |
13,618 |
13,496 |
|
R1 |
13,537 |
13,537 |
13,476 |
13,578 |
PP |
13,402 |
13,402 |
13,402 |
13,422 |
S1 |
13,321 |
13,321 |
13,436 |
13,362 |
S2 |
13,186 |
13,186 |
13,417 |
|
S3 |
12,970 |
13,105 |
13,397 |
|
S4 |
12,754 |
12,889 |
13,337 |
|
|
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 |
13,241 |
252 |
1.9% |
149 |
1.1% |
85% |
False |
False |
175,801 |
10 |
13,493 |
12,742 |
751 |
5.6% |
219 |
1.6% |
95% |
False |
False |
194,738 |
20 |
13,662 |
12,742 |
920 |
6.8% |
244 |
1.8% |
78% |
False |
False |
219,120 |
40 |
14,267 |
12,742 |
1,525 |
11.3% |
222 |
1.6% |
47% |
False |
False |
204,833 |
60 |
14,267 |
12,742 |
1,525 |
11.3% |
192 |
1.4% |
47% |
False |
False |
175,428 |
80 |
14,267 |
12,649 |
1,618 |
12.0% |
194 |
1.4% |
50% |
False |
False |
131,674 |
100 |
14,267 |
12,649 |
1,618 |
12.0% |
195 |
1.4% |
50% |
False |
False |
105,356 |
120 |
14,267 |
12,649 |
1,618 |
12.0% |
173 |
1.3% |
50% |
False |
False |
87,799 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,401 |
2.618 |
14,049 |
1.618 |
13,833 |
1.000 |
13,699 |
0.618 |
13,617 |
HIGH |
13,483 |
0.618 |
13,401 |
0.500 |
13,375 |
0.382 |
13,350 |
LOW |
13,267 |
0.618 |
13,134 |
1.000 |
13,051 |
1.618 |
12,918 |
2.618 |
12,702 |
4.250 |
12,349 |
|
|
Fisher Pivots for day following 05-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
13,429 |
13,427 |
PP |
13,402 |
13,398 |
S1 |
13,375 |
13,369 |
|