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 |
6,415.5 |
6,378.0 |
-37.5 |
-0.6% |
6,331.0 |
High |
6,422.5 |
6,523.5 |
101.0 |
1.6% |
6,480.5 |
Low |
6,308.0 |
6,374.0 |
66.0 |
1.0% |
6,083.5 |
Close |
6,335.0 |
6,508.0 |
173.0 |
2.7% |
6,462.0 |
Range |
114.5 |
149.5 |
35.0 |
30.6% |
397.0 |
ATR |
126.4 |
130.8 |
4.4 |
3.5% |
0.0 |
Volume |
86,271 |
127,944 |
41,673 |
48.3% |
599,332 |
|
Daily Pivots for day following 05-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,917.0 |
6,862.0 |
6,590.0 |
|
R3 |
6,767.5 |
6,712.5 |
6,549.0 |
|
R2 |
6,618.0 |
6,618.0 |
6,535.5 |
|
R1 |
6,563.0 |
6,563.0 |
6,521.5 |
6,590.5 |
PP |
6,468.5 |
6,468.5 |
6,468.5 |
6,482.0 |
S1 |
6,413.5 |
6,413.5 |
6,494.5 |
6,441.0 |
S2 |
6,319.0 |
6,319.0 |
6,480.5 |
|
S3 |
6,169.5 |
6,264.0 |
6,467.0 |
|
S4 |
6,020.0 |
6,114.5 |
6,426.0 |
|
|
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 |
6,523.5 |
6,295.5 |
228.0 |
3.5% |
112.0 |
1.7% |
93% |
True |
False |
119,425 |
10 |
6,523.5 |
6,048.0 |
475.5 |
7.3% |
132.0 |
2.0% |
97% |
True |
False |
109,481 |
20 |
6,523.5 |
6,048.0 |
475.5 |
7.3% |
133.5 |
2.0% |
97% |
True |
False |
123,504 |
40 |
6,802.0 |
6,048.0 |
754.0 |
11.6% |
113.5 |
1.7% |
61% |
False |
False |
113,922 |
60 |
6,802.0 |
6,048.0 |
754.0 |
11.6% |
104.0 |
1.6% |
61% |
False |
False |
110,133 |
80 |
6,802.0 |
5,899.0 |
903.0 |
13.9% |
103.5 |
1.6% |
67% |
False |
False |
83,013 |
100 |
6,802.0 |
5,899.0 |
903.0 |
13.9% |
99.0 |
1.5% |
67% |
False |
False |
66,470 |
120 |
6,835.0 |
5,899.0 |
936.0 |
14.4% |
91.5 |
1.4% |
65% |
False |
False |
55,442 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,159.0 |
2.618 |
6,915.0 |
1.618 |
6,765.5 |
1.000 |
6,673.0 |
0.618 |
6,616.0 |
HIGH |
6,523.5 |
0.618 |
6,466.5 |
0.500 |
6,449.0 |
0.382 |
6,431.0 |
LOW |
6,374.0 |
0.618 |
6,281.5 |
1.000 |
6,224.5 |
1.618 |
6,132.0 |
2.618 |
5,982.5 |
4.250 |
5,738.5 |
|
|
Fisher Pivots for day following 05-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
6,488.0 |
6,477.0 |
PP |
6,468.5 |
6,446.5 |
S1 |
6,449.0 |
6,416.0 |
|