Trading Metrics calculated at close of trading on 03-Dec-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2007 |
03-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
13,314.25 |
13,368.22 |
53.97 |
0.4% |
12,979.99 |
High |
13,466.99 |
13,407.24 |
-59.75 |
-0.4% |
13,466.99 |
Low |
13,281.65 |
13,296.28 |
14.63 |
0.1% |
12,724.09 |
Close |
13,371.72 |
13,314.49 |
-57.23 |
-0.4% |
13,371.72 |
Range |
185.34 |
110.96 |
-74.38 |
-40.1% |
742.90 |
ATR |
219.33 |
211.59 |
-7.74 |
-3.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,672.22 |
13,604.31 |
13,375.52 |
|
R3 |
13,561.26 |
13,493.35 |
13,345.00 |
|
R2 |
13,450.30 |
13,450.30 |
13,334.83 |
|
R1 |
13,382.39 |
13,382.39 |
13,324.66 |
13,360.87 |
PP |
13,339.34 |
13,339.34 |
13,339.34 |
13,328.57 |
S1 |
13,271.43 |
13,271.43 |
13,304.32 |
13,249.91 |
S2 |
13,228.38 |
13,228.38 |
13,294.15 |
|
S3 |
13,117.42 |
13,160.47 |
13,283.98 |
|
S4 |
13,006.46 |
13,049.51 |
13,253.46 |
|
|
Weekly Pivots for week ending 30-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,416.30 |
15,136.91 |
13,780.32 |
|
R3 |
14,673.40 |
14,394.01 |
13,576.02 |
|
R2 |
13,930.50 |
13,930.50 |
13,507.92 |
|
R1 |
13,651.11 |
13,651.11 |
13,439.82 |
13,790.81 |
PP |
13,187.60 |
13,187.60 |
13,187.60 |
13,257.45 |
S1 |
12,908.21 |
12,908.21 |
13,303.62 |
13,047.91 |
S2 |
12,444.70 |
12,444.70 |
13,235.52 |
|
S3 |
11,701.80 |
12,165.31 |
13,167.42 |
|
S4 |
10,958.90 |
11,422.41 |
12,963.13 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,466.99 |
12,744.78 |
722.21 |
5.4% |
208.54 |
1.6% |
79% |
False |
False |
|
10 |
13,466.99 |
12,724.09 |
742.90 |
5.6% |
226.88 |
1.7% |
79% |
False |
False |
|
20 |
13,669.72 |
12,724.09 |
945.63 |
7.1% |
227.06 |
1.7% |
62% |
False |
False |
|
40 |
14,198.10 |
12,724.09 |
1,474.01 |
11.1% |
201.93 |
1.5% |
40% |
False |
False |
|
60 |
14,198.10 |
12,724.09 |
1,474.01 |
11.1% |
178.56 |
1.3% |
40% |
False |
False |
|
80 |
14,198.10 |
12,517.94 |
1,680.16 |
12.6% |
185.01 |
1.4% |
47% |
False |
False |
|
100 |
14,198.10 |
12,517.94 |
1,680.16 |
12.6% |
190.77 |
1.4% |
47% |
False |
False |
|
120 |
14,198.10 |
12,517.94 |
1,680.16 |
12.6% |
181.54 |
1.4% |
47% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,878.82 |
2.618 |
13,697.73 |
1.618 |
13,586.77 |
1.000 |
13,518.20 |
0.618 |
13,475.81 |
HIGH |
13,407.24 |
0.618 |
13,364.85 |
0.500 |
13,351.76 |
0.382 |
13,338.67 |
LOW |
13,296.28 |
0.618 |
13,227.71 |
1.000 |
13,185.32 |
1.618 |
13,116.75 |
2.618 |
13,005.79 |
4.250 |
12,824.70 |
|
|
Fisher Pivots for day following 03-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
13,351.76 |
13,340.87 |
PP |
13,339.34 |
13,332.08 |
S1 |
13,326.91 |
13,323.28 |
|