Trading Metrics calculated at close of trading on 06-Dec-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2007 |
06-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
13,244.01 |
13,445.85 |
201.84 |
1.5% |
12,979.99 |
High |
13,460.24 |
13,632.90 |
172.66 |
1.3% |
13,466.99 |
Low |
13,244.01 |
13,426.18 |
182.17 |
1.4% |
12,724.09 |
Close |
13,444.96 |
13,619.89 |
174.93 |
1.3% |
13,371.72 |
Range |
216.23 |
206.72 |
-9.51 |
-4.4% |
742.90 |
ATR |
203.11 |
203.37 |
0.26 |
0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,179.82 |
14,106.57 |
13,733.59 |
|
R3 |
13,973.10 |
13,899.85 |
13,676.74 |
|
R2 |
13,766.38 |
13,766.38 |
13,657.79 |
|
R1 |
13,693.13 |
13,693.13 |
13,638.84 |
13,729.76 |
PP |
13,559.66 |
13,559.66 |
13,559.66 |
13,577.97 |
S1 |
13,486.41 |
13,486.41 |
13,600.94 |
13,523.04 |
S2 |
13,352.94 |
13,352.94 |
13,581.99 |
|
S3 |
13,146.22 |
13,279.69 |
13,563.04 |
|
S4 |
12,939.50 |
13,072.97 |
13,506.19 |
|
|
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 |
13,632.90 |
13,237.59 |
395.31 |
2.9% |
159.59 |
1.2% |
97% |
True |
False |
|
10 |
13,632.90 |
12,724.09 |
908.81 |
6.7% |
204.24 |
1.5% |
99% |
True |
False |
|
20 |
13,632.90 |
12,724.09 |
908.81 |
6.7% |
217.60 |
1.6% |
99% |
True |
False |
|
40 |
14,198.10 |
12,724.09 |
1,474.01 |
10.8% |
205.81 |
1.5% |
61% |
False |
False |
|
60 |
14,198.10 |
12,724.09 |
1,474.01 |
10.8% |
178.93 |
1.3% |
61% |
False |
False |
|
80 |
14,198.10 |
12,517.94 |
1,680.16 |
12.3% |
183.55 |
1.3% |
66% |
False |
False |
|
100 |
14,198.10 |
12,517.94 |
1,680.16 |
12.3% |
193.19 |
1.4% |
66% |
False |
False |
|
120 |
14,198.10 |
12,517.94 |
1,680.16 |
12.3% |
183.27 |
1.3% |
66% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,511.46 |
2.618 |
14,174.09 |
1.618 |
13,967.37 |
1.000 |
13,839.62 |
0.618 |
13,760.65 |
HIGH |
13,632.90 |
0.618 |
13,553.93 |
0.500 |
13,529.54 |
0.382 |
13,505.15 |
LOW |
13,426.18 |
0.618 |
13,298.43 |
1.000 |
13,219.46 |
1.618 |
13,091.71 |
2.618 |
12,884.99 |
4.250 |
12,547.62 |
|
|
Fisher Pivots for day following 06-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
13,589.77 |
13,558.34 |
PP |
13,559.66 |
13,496.79 |
S1 |
13,529.54 |
13,435.25 |
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