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 |
13,311.24 |
13,244.01 |
-67.23 |
-0.5% |
12,979.99 |
High |
13,316.28 |
13,460.24 |
143.96 |
1.1% |
13,466.99 |
Low |
13,237.59 |
13,244.01 |
6.42 |
0.0% |
12,724.09 |
Close |
13,248.73 |
13,444.96 |
196.23 |
1.5% |
13,371.72 |
Range |
78.69 |
216.23 |
137.54 |
174.8% |
742.90 |
ATR |
202.10 |
203.11 |
1.01 |
0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,031.76 |
13,954.59 |
13,563.89 |
|
R3 |
13,815.53 |
13,738.36 |
13,504.42 |
|
R2 |
13,599.30 |
13,599.30 |
13,484.60 |
|
R1 |
13,522.13 |
13,522.13 |
13,464.78 |
13,560.72 |
PP |
13,383.07 |
13,383.07 |
13,383.07 |
13,402.36 |
S1 |
13,305.90 |
13,305.90 |
13,425.14 |
13,344.49 |
S2 |
13,166.84 |
13,166.84 |
13,405.32 |
|
S3 |
12,950.61 |
13,089.67 |
13,385.50 |
|
S4 |
12,734.38 |
12,873.44 |
13,326.03 |
|
|
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 |
13,214.75 |
252.24 |
1.9% |
144.55 |
1.1% |
91% |
False |
False |
|
10 |
13,466.99 |
12,724.09 |
742.90 |
5.5% |
205.73 |
1.5% |
97% |
False |
False |
|
20 |
13,647.29 |
12,724.09 |
923.20 |
6.9% |
225.35 |
1.7% |
78% |
False |
False |
|
40 |
14,198.10 |
12,724.09 |
1,474.01 |
11.0% |
204.53 |
1.5% |
49% |
False |
False |
|
60 |
14,198.10 |
12,724.09 |
1,474.01 |
11.0% |
177.10 |
1.3% |
49% |
False |
False |
|
80 |
14,198.10 |
12,517.94 |
1,680.16 |
12.5% |
184.11 |
1.4% |
55% |
False |
False |
|
100 |
14,198.10 |
12,517.94 |
1,680.16 |
12.5% |
191.91 |
1.4% |
55% |
False |
False |
|
120 |
14,198.10 |
12,517.94 |
1,680.16 |
12.5% |
182.04 |
1.4% |
55% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,379.22 |
2.618 |
14,026.33 |
1.618 |
13,810.10 |
1.000 |
13,676.47 |
0.618 |
13,593.87 |
HIGH |
13,460.24 |
0.618 |
13,377.64 |
0.500 |
13,352.13 |
0.382 |
13,326.61 |
LOW |
13,244.01 |
0.618 |
13,110.38 |
1.000 |
13,027.78 |
1.618 |
12,894.15 |
2.618 |
12,677.92 |
4.250 |
12,325.03 |
|
|
Fisher Pivots for day following 05-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
13,414.02 |
13,412.95 |
PP |
13,383.07 |
13,380.93 |
S1 |
13,352.13 |
13,348.92 |
|