Trading Metrics calculated at close of trading on 10-Dec-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2007 |
10-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
6,660.0 |
6,654.0 |
-6.0 |
-0.1% |
6,566.0 |
High |
6,691.0 |
6,667.0 |
-24.0 |
-0.4% |
6,691.0 |
Low |
6,639.0 |
6,619.0 |
-20.0 |
-0.3% |
6,496.0 |
Close |
6,646.0 |
6,651.0 |
5.0 |
0.1% |
6,646.0 |
Range |
52.0 |
48.0 |
-4.0 |
-7.7% |
195.0 |
ATR |
97.7 |
94.1 |
-3.5 |
-3.6% |
0.0 |
Volume |
18,784 |
18,373 |
-411 |
-2.2% |
103,124 |
|
Daily Pivots for day following 10-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,789.7 |
6,768.3 |
6,677.4 |
|
R3 |
6,741.7 |
6,720.3 |
6,664.2 |
|
R2 |
6,693.7 |
6,693.7 |
6,659.8 |
|
R1 |
6,672.3 |
6,672.3 |
6,655.4 |
6,659.0 |
PP |
6,645.7 |
6,645.7 |
6,645.7 |
6,639.0 |
S1 |
6,624.3 |
6,624.3 |
6,646.6 |
6,611.0 |
S2 |
6,597.7 |
6,597.7 |
6,642.2 |
|
S3 |
6,549.7 |
6,576.3 |
6,637.8 |
|
S4 |
6,501.7 |
6,528.3 |
6,624.6 |
|
|
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% |
46.8 |
0.7% |
79% |
False |
False |
20,146 |
10 |
6,691.0 |
6,362.0 |
329.0 |
4.9% |
61.5 |
0.9% |
88% |
False |
False |
22,611 |
20 |
6,691.0 |
6,335.0 |
356.0 |
5.4% |
68.3 |
1.0% |
89% |
False |
False |
23,314 |
40 |
6,880.0 |
6,335.0 |
545.0 |
8.2% |
73.5 |
1.1% |
58% |
False |
False |
23,379 |
60 |
6,880.0 |
6,214.0 |
666.0 |
10.0% |
70.7 |
1.1% |
66% |
False |
False |
24,346 |
80 |
6,880.0 |
5,820.0 |
1,060.0 |
15.9% |
69.4 |
1.0% |
78% |
False |
False |
18,788 |
100 |
6,880.0 |
5,603.0 |
1,277.0 |
19.2% |
68.9 |
1.0% |
82% |
False |
False |
15,046 |
120 |
6,880.0 |
5,603.0 |
1,277.0 |
19.2% |
62.7 |
0.9% |
82% |
False |
False |
12,550 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,871.0 |
2.618 |
6,792.7 |
1.618 |
6,744.7 |
1.000 |
6,715.0 |
0.618 |
6,696.7 |
HIGH |
6,667.0 |
0.618 |
6,648.7 |
0.500 |
6,643.0 |
0.382 |
6,637.3 |
LOW |
6,619.0 |
0.618 |
6,589.3 |
1.000 |
6,571.0 |
1.618 |
6,541.3 |
2.618 |
6,493.3 |
4.250 |
6,415.0 |
|
|
Fisher Pivots for day following 10-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
6,648.3 |
6,648.7 |
PP |
6,645.7 |
6,646.3 |
S1 |
6,643.0 |
6,644.0 |
|