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 |
6,445.5 |
6,415.5 |
-30.0 |
-0.5% |
6,331.0 |
High |
6,479.0 |
6,422.5 |
-56.5 |
-0.9% |
6,480.5 |
Low |
6,400.5 |
6,308.0 |
-92.5 |
-1.4% |
6,083.5 |
Close |
6,413.5 |
6,335.0 |
-78.5 |
-1.2% |
6,462.0 |
Range |
78.5 |
114.5 |
36.0 |
45.9% |
397.0 |
ATR |
127.3 |
126.4 |
-0.9 |
-0.7% |
0.0 |
Volume |
143,851 |
86,271 |
-57,580 |
-40.0% |
599,332 |
|
Daily Pivots for day following 04-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,698.5 |
6,631.5 |
6,398.0 |
|
R3 |
6,584.0 |
6,517.0 |
6,366.5 |
|
R2 |
6,469.5 |
6,469.5 |
6,356.0 |
|
R1 |
6,402.5 |
6,402.5 |
6,345.5 |
6,379.0 |
PP |
6,355.0 |
6,355.0 |
6,355.0 |
6,343.5 |
S1 |
6,288.0 |
6,288.0 |
6,324.5 |
6,264.0 |
S2 |
6,240.5 |
6,240.5 |
6,314.0 |
|
S3 |
6,126.0 |
6,173.5 |
6,303.5 |
|
S4 |
6,011.5 |
6,059.0 |
6,272.0 |
|
|
Weekly Pivots for week ending 30-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,533.0 |
7,394.5 |
6,680.5 |
|
R3 |
7,136.0 |
6,997.5 |
6,571.0 |
|
R2 |
6,739.0 |
6,739.0 |
6,535.0 |
|
R1 |
6,600.5 |
6,600.5 |
6,498.5 |
6,670.0 |
PP |
6,342.0 |
6,342.0 |
6,342.0 |
6,376.5 |
S1 |
6,203.5 |
6,203.5 |
6,425.5 |
6,273.0 |
S2 |
5,945.0 |
5,945.0 |
6,389.0 |
|
S3 |
5,548.0 |
5,806.5 |
6,353.0 |
|
S4 |
5,151.0 |
5,409.5 |
6,243.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,480.5 |
6,131.5 |
349.0 |
5.5% |
126.0 |
2.0% |
58% |
False |
False |
124,055 |
10 |
6,480.5 |
6,048.0 |
432.5 |
6.8% |
130.0 |
2.1% |
66% |
False |
False |
113,175 |
20 |
6,553.5 |
6,048.0 |
505.5 |
8.0% |
133.5 |
2.1% |
57% |
False |
False |
121,395 |
40 |
6,802.0 |
6,048.0 |
754.0 |
11.9% |
111.0 |
1.8% |
38% |
False |
False |
113,337 |
60 |
6,802.0 |
6,048.0 |
754.0 |
11.9% |
103.0 |
1.6% |
38% |
False |
False |
108,087 |
80 |
6,802.0 |
5,899.0 |
903.0 |
14.3% |
103.5 |
1.6% |
48% |
False |
False |
81,414 |
100 |
6,802.0 |
5,899.0 |
903.0 |
14.3% |
98.0 |
1.5% |
48% |
False |
False |
65,191 |
120 |
6,835.0 |
5,899.0 |
936.0 |
14.8% |
90.5 |
1.4% |
47% |
False |
False |
54,378 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,909.0 |
2.618 |
6,722.5 |
1.618 |
6,608.0 |
1.000 |
6,537.0 |
0.618 |
6,493.5 |
HIGH |
6,422.5 |
0.618 |
6,379.0 |
0.500 |
6,365.0 |
0.382 |
6,351.5 |
LOW |
6,308.0 |
0.618 |
6,237.0 |
1.000 |
6,193.5 |
1.618 |
6,122.5 |
2.618 |
6,008.0 |
4.250 |
5,821.5 |
|
|
Fisher Pivots for day following 04-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
6,365.0 |
6,394.0 |
PP |
6,355.0 |
6,374.5 |
S1 |
6,345.0 |
6,355.0 |
|