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 |
13,501 |
13,605 |
104 |
0.8% |
13,410 |
High |
13,653 |
13,690 |
37 |
0.3% |
13,690 |
Low |
13,424 |
13,567 |
143 |
1.1% |
13,255 |
Close |
13,617 |
13,650 |
33 |
0.2% |
13,650 |
Range |
229 |
123 |
-106 |
-46.3% |
435 |
ATR |
220 |
213 |
-7 |
-3.2% |
0 |
Volume |
164,753 |
150,535 |
-14,218 |
-8.6% |
772,717 |
|
Daily Pivots for day following 07-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,005 |
13,950 |
13,718 |
|
R3 |
13,882 |
13,827 |
13,684 |
|
R2 |
13,759 |
13,759 |
13,673 |
|
R1 |
13,704 |
13,704 |
13,661 |
13,732 |
PP |
13,636 |
13,636 |
13,636 |
13,649 |
S1 |
13,581 |
13,581 |
13,639 |
13,609 |
S2 |
13,513 |
13,513 |
13,628 |
|
S3 |
13,390 |
13,458 |
13,616 |
|
S4 |
13,267 |
13,335 |
13,582 |
|
|
Weekly Pivots for week ending 07-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,837 |
14,678 |
13,889 |
|
R3 |
14,402 |
14,243 |
13,770 |
|
R2 |
13,967 |
13,967 |
13,730 |
|
R1 |
13,808 |
13,808 |
13,690 |
13,888 |
PP |
13,532 |
13,532 |
13,532 |
13,571 |
S1 |
13,373 |
13,373 |
13,610 |
13,453 |
S2 |
13,097 |
13,097 |
13,570 |
|
S3 |
12,662 |
12,938 |
13,531 |
|
S4 |
12,227 |
12,503 |
13,411 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,690 |
13,255 |
435 |
3.2% |
156 |
1.1% |
91% |
True |
False |
154,543 |
10 |
13,690 |
12,742 |
948 |
6.9% |
214 |
1.6% |
96% |
True |
False |
174,704 |
20 |
13,690 |
12,742 |
948 |
6.9% |
227 |
1.7% |
96% |
True |
False |
212,519 |
40 |
14,205 |
12,742 |
1,463 |
10.7% |
220 |
1.6% |
62% |
False |
False |
205,865 |
60 |
14,267 |
12,742 |
1,525 |
11.2% |
193 |
1.4% |
60% |
False |
False |
180,410 |
80 |
14,267 |
12,649 |
1,618 |
11.9% |
192 |
1.4% |
62% |
False |
False |
135,613 |
100 |
14,267 |
12,649 |
1,618 |
11.9% |
197 |
1.4% |
62% |
False |
False |
108,508 |
120 |
14,267 |
12,649 |
1,618 |
11.9% |
174 |
1.3% |
62% |
False |
False |
90,426 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,213 |
2.618 |
14,012 |
1.618 |
13,889 |
1.000 |
13,813 |
0.618 |
13,766 |
HIGH |
13,690 |
0.618 |
13,643 |
0.500 |
13,629 |
0.382 |
13,614 |
LOW |
13,567 |
0.618 |
13,491 |
1.000 |
13,444 |
1.618 |
13,368 |
2.618 |
13,245 |
4.250 |
13,044 |
|
|
Fisher Pivots for day following 07-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
13,643 |
13,593 |
PP |
13,636 |
13,536 |
S1 |
13,629 |
13,479 |
|