Trading Metrics calculated at close of trading on 07-Dec-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2007 |
07-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
6,633.0 |
6,660.0 |
27.0 |
0.4% |
6,566.0 |
High |
6,640.0 |
6,691.0 |
51.0 |
0.8% |
6,691.0 |
Low |
6,597.0 |
6,639.0 |
42.0 |
0.6% |
6,496.0 |
Close |
6,620.0 |
6,646.0 |
26.0 |
0.4% |
6,646.0 |
Range |
43.0 |
52.0 |
9.0 |
20.9% |
195.0 |
ATR |
99.7 |
97.7 |
-2.1 |
-2.1% |
0.0 |
Volume |
20,390 |
18,784 |
-1,606 |
-7.9% |
103,124 |
|
Daily Pivots for day following 07-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,814.7 |
6,782.3 |
6,674.6 |
|
R3 |
6,762.7 |
6,730.3 |
6,660.3 |
|
R2 |
6,710.7 |
6,710.7 |
6,655.5 |
|
R1 |
6,678.3 |
6,678.3 |
6,650.8 |
6,668.5 |
PP |
6,658.7 |
6,658.7 |
6,658.7 |
6,653.8 |
S1 |
6,626.3 |
6,626.3 |
6,641.2 |
6,616.5 |
S2 |
6,606.7 |
6,606.7 |
6,636.5 |
|
S3 |
6,554.7 |
6,574.3 |
6,631.7 |
|
S4 |
6,502.7 |
6,522.3 |
6,617.4 |
|
|
Weekly Pivots for week ending 07-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,196.0 |
7,116.0 |
6,753.3 |
|
R3 |
7,001.0 |
6,921.0 |
6,699.6 |
|
R2 |
6,806.0 |
6,806.0 |
6,681.8 |
|
R1 |
6,726.0 |
6,726.0 |
6,663.9 |
6,766.0 |
PP |
6,611.0 |
6,611.0 |
6,611.0 |
6,631.0 |
S1 |
6,531.0 |
6,531.0 |
6,628.1 |
6,571.0 |
S2 |
6,416.0 |
6,416.0 |
6,610.3 |
|
S3 |
6,221.0 |
6,336.0 |
6,592.4 |
|
S4 |
6,026.0 |
6,141.0 |
6,538.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,691.0 |
6,496.0 |
195.0 |
2.9% |
46.4 |
0.7% |
77% |
True |
False |
20,624 |
10 |
6,691.0 |
6,338.0 |
353.0 |
5.3% |
61.9 |
0.9% |
87% |
True |
False |
21,959 |
20 |
6,691.0 |
6,335.0 |
356.0 |
5.4% |
71.2 |
1.1% |
87% |
True |
False |
23,694 |
40 |
6,880.0 |
6,335.0 |
545.0 |
8.2% |
73.5 |
1.1% |
57% |
False |
False |
23,315 |
60 |
6,880.0 |
6,214.0 |
666.0 |
10.0% |
70.8 |
1.1% |
65% |
False |
False |
24,564 |
80 |
6,880.0 |
5,656.0 |
1,224.0 |
18.4% |
70.3 |
1.1% |
81% |
False |
False |
18,563 |
100 |
6,880.0 |
5,603.0 |
1,277.0 |
19.2% |
69.0 |
1.0% |
82% |
False |
False |
14,863 |
120 |
6,880.0 |
5,603.0 |
1,277.0 |
19.2% |
62.4 |
0.9% |
82% |
False |
False |
12,398 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,912.0 |
2.618 |
6,827.1 |
1.618 |
6,775.1 |
1.000 |
6,743.0 |
0.618 |
6,723.1 |
HIGH |
6,691.0 |
0.618 |
6,671.1 |
0.500 |
6,665.0 |
0.382 |
6,658.9 |
LOW |
6,639.0 |
0.618 |
6,606.9 |
1.000 |
6,587.0 |
1.618 |
6,554.9 |
2.618 |
6,502.9 |
4.250 |
6,418.0 |
|
|
Fisher Pivots for day following 07-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
6,665.0 |
6,628.5 |
PP |
6,658.7 |
6,611.0 |
S1 |
6,652.3 |
6,593.5 |
|