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 |
6,521.0 |
6,633.0 |
112.0 |
1.7% |
6,461.0 |
High |
6,547.0 |
6,640.0 |
93.0 |
1.4% |
6,520.0 |
Low |
6,496.0 |
6,597.0 |
101.0 |
1.6% |
6,362.0 |
Close |
6,536.0 |
6,620.0 |
84.0 |
1.3% |
6,476.0 |
Range |
51.0 |
43.0 |
-8.0 |
-15.7% |
158.0 |
ATR |
99.4 |
99.7 |
0.3 |
0.3% |
0.0 |
Volume |
21,099 |
20,390 |
-709 |
-3.4% |
104,613 |
|
Daily Pivots for day following 06-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,748.0 |
6,727.0 |
6,643.7 |
|
R3 |
6,705.0 |
6,684.0 |
6,631.8 |
|
R2 |
6,662.0 |
6,662.0 |
6,627.9 |
|
R1 |
6,641.0 |
6,641.0 |
6,623.9 |
6,630.0 |
PP |
6,619.0 |
6,619.0 |
6,619.0 |
6,613.5 |
S1 |
6,598.0 |
6,598.0 |
6,616.1 |
6,587.0 |
S2 |
6,576.0 |
6,576.0 |
6,612.1 |
|
S3 |
6,533.0 |
6,555.0 |
6,608.2 |
|
S4 |
6,490.0 |
6,512.0 |
6,596.4 |
|
|
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 |
6,640.0 |
6,467.0 |
173.0 |
2.6% |
46.6 |
0.7% |
88% |
True |
False |
21,794 |
10 |
6,640.0 |
6,335.0 |
305.0 |
4.6% |
61.6 |
0.9% |
93% |
True |
False |
22,475 |
20 |
6,648.0 |
6,335.0 |
313.0 |
4.7% |
71.5 |
1.1% |
91% |
False |
False |
24,585 |
40 |
6,880.0 |
6,335.0 |
545.0 |
8.2% |
74.1 |
1.1% |
52% |
False |
False |
23,245 |
60 |
6,880.0 |
6,214.0 |
666.0 |
10.1% |
70.7 |
1.1% |
61% |
False |
False |
24,287 |
80 |
6,880.0 |
5,603.0 |
1,277.0 |
19.3% |
71.9 |
1.1% |
80% |
False |
False |
18,329 |
100 |
6,880.0 |
5,603.0 |
1,277.0 |
19.3% |
68.9 |
1.0% |
80% |
False |
False |
14,675 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,822.8 |
2.618 |
6,752.6 |
1.618 |
6,709.6 |
1.000 |
6,683.0 |
0.618 |
6,666.6 |
HIGH |
6,640.0 |
0.618 |
6,623.6 |
0.500 |
6,618.5 |
0.382 |
6,613.4 |
LOW |
6,597.0 |
0.618 |
6,570.4 |
1.000 |
6,554.0 |
1.618 |
6,527.4 |
2.618 |
6,484.4 |
4.250 |
6,414.3 |
|
|
Fisher Pivots for day following 06-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
6,619.5 |
6,602.7 |
PP |
6,619.0 |
6,585.3 |
S1 |
6,618.5 |
6,568.0 |
|