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 |
6,566.0 |
6,540.0 |
-26.0 |
-0.4% |
6,461.0 |
High |
6,587.0 |
6,560.0 |
-27.0 |
-0.4% |
6,520.0 |
Low |
6,541.0 |
6,520.0 |
-21.0 |
-0.3% |
6,362.0 |
Close |
6,559.0 |
6,545.0 |
-14.0 |
-0.2% |
6,476.0 |
Range |
46.0 |
40.0 |
-6.0 |
-13.0% |
158.0 |
ATR |
108.0 |
103.1 |
-4.9 |
-4.5% |
0.0 |
Volume |
20,764 |
22,087 |
1,323 |
6.4% |
104,613 |
|
Daily Pivots for day following 04-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,661.7 |
6,643.3 |
6,567.0 |
|
R3 |
6,621.7 |
6,603.3 |
6,556.0 |
|
R2 |
6,581.7 |
6,581.7 |
6,552.3 |
|
R1 |
6,563.3 |
6,563.3 |
6,548.7 |
6,572.5 |
PP |
6,541.7 |
6,541.7 |
6,541.7 |
6,546.3 |
S1 |
6,523.3 |
6,523.3 |
6,541.3 |
6,532.5 |
S2 |
6,501.7 |
6,501.7 |
6,537.7 |
|
S3 |
6,461.7 |
6,483.3 |
6,534.0 |
|
S4 |
6,421.7 |
6,443.3 |
6,523.0 |
|
|
Weekly Pivots for week ending 30-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,926.7 |
6,859.3 |
6,562.9 |
|
R3 |
6,768.7 |
6,701.3 |
6,519.5 |
|
R2 |
6,610.7 |
6,610.7 |
6,505.0 |
|
R1 |
6,543.3 |
6,543.3 |
6,490.5 |
6,577.0 |
PP |
6,452.7 |
6,452.7 |
6,452.7 |
6,469.5 |
S1 |
6,385.3 |
6,385.3 |
6,461.5 |
6,419.0 |
S2 |
6,294.7 |
6,294.7 |
6,447.0 |
|
S3 |
6,136.7 |
6,227.3 |
6,432.6 |
|
S4 |
5,978.7 |
6,069.3 |
6,389.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,587.0 |
6,362.0 |
225.0 |
3.4% |
65.8 |
1.0% |
81% |
False |
False |
24,743 |
10 |
6,587.0 |
6,335.0 |
252.0 |
3.9% |
70.2 |
1.1% |
83% |
False |
False |
23,869 |
20 |
6,728.0 |
6,335.0 |
393.0 |
6.0% |
72.4 |
1.1% |
53% |
False |
False |
24,603 |
40 |
6,880.0 |
6,335.0 |
545.0 |
8.3% |
75.2 |
1.1% |
39% |
False |
False |
23,145 |
60 |
6,880.0 |
6,214.0 |
666.0 |
10.2% |
72.1 |
1.1% |
50% |
False |
False |
23,694 |
80 |
6,880.0 |
5,603.0 |
1,277.0 |
19.5% |
72.8 |
1.1% |
74% |
False |
False |
17,812 |
100 |
6,880.0 |
5,603.0 |
1,277.0 |
19.5% |
68.2 |
1.0% |
74% |
False |
False |
14,263 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,730.0 |
2.618 |
6,664.7 |
1.618 |
6,624.7 |
1.000 |
6,600.0 |
0.618 |
6,584.7 |
HIGH |
6,560.0 |
0.618 |
6,544.7 |
0.500 |
6,540.0 |
0.382 |
6,535.3 |
LOW |
6,520.0 |
0.618 |
6,495.3 |
1.000 |
6,480.0 |
1.618 |
6,455.3 |
2.618 |
6,415.3 |
4.250 |
6,350.0 |
|
|
Fisher Pivots for day following 04-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
6,543.3 |
6,539.0 |
PP |
6,541.7 |
6,533.0 |
S1 |
6,540.0 |
6,527.0 |
|