Trading Metrics calculated at close of trading on 05-Dec-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2007 |
05-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
7,934.0 |
7,958.0 |
24.0 |
0.3% |
7,770.0 |
High |
7,955.0 |
8,057.5 |
102.5 |
1.3% |
8,000.5 |
Low |
7,894.5 |
7,952.0 |
57.5 |
0.7% |
7,553.5 |
Close |
7,916.0 |
8,053.5 |
137.5 |
1.7% |
7,981.0 |
Range |
60.5 |
105.5 |
45.0 |
74.4% |
447.0 |
ATR |
116.7 |
118.5 |
1.8 |
1.5% |
0.0 |
Volume |
1,543 |
2,330 |
787 |
51.0% |
5,803 |
|
Daily Pivots for day following 05-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,337.5 |
8,301.0 |
8,111.5 |
|
R3 |
8,232.0 |
8,195.5 |
8,082.5 |
|
R2 |
8,126.5 |
8,126.5 |
8,072.8 |
|
R1 |
8,090.0 |
8,090.0 |
8,063.2 |
8,108.3 |
PP |
8,021.0 |
8,021.0 |
8,021.0 |
8,030.1 |
S1 |
7,984.5 |
7,984.5 |
8,043.8 |
8,002.8 |
S2 |
7,915.5 |
7,915.5 |
8,034.2 |
|
S3 |
7,810.0 |
7,879.0 |
8,024.5 |
|
S4 |
7,704.5 |
7,773.5 |
7,995.5 |
|
|
Weekly Pivots for week ending 30-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,186.0 |
9,030.5 |
8,226.9 |
|
R3 |
8,739.0 |
8,583.5 |
8,103.9 |
|
R2 |
8,292.0 |
8,292.0 |
8,063.0 |
|
R1 |
8,136.5 |
8,136.5 |
8,022.0 |
8,214.3 |
PP |
7,845.0 |
7,845.0 |
7,845.0 |
7,883.9 |
S1 |
7,689.5 |
7,689.5 |
7,940.0 |
7,767.3 |
S2 |
7,398.0 |
7,398.0 |
7,899.1 |
|
S3 |
6,951.0 |
7,242.5 |
7,858.1 |
|
S4 |
6,504.0 |
6,795.5 |
7,735.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,057.5 |
7,836.0 |
221.5 |
2.8% |
80.1 |
1.0% |
98% |
True |
False |
1,271 |
10 |
8,057.5 |
7,553.5 |
504.0 |
6.3% |
116.3 |
1.4% |
99% |
True |
False |
1,305 |
20 |
8,057.5 |
7,553.5 |
504.0 |
6.3% |
121.7 |
1.5% |
99% |
True |
False |
1,047 |
40 |
8,204.5 |
7,553.5 |
651.0 |
8.1% |
102.6 |
1.3% |
77% |
False |
False |
763 |
60 |
8,204.5 |
7,553.5 |
651.0 |
8.1% |
92.5 |
1.1% |
77% |
False |
False |
1,137 |
80 |
8,204.5 |
7,398.0 |
806.5 |
10.0% |
95.8 |
1.2% |
81% |
False |
False |
890 |
100 |
8,242.0 |
7,398.0 |
844.0 |
10.5% |
97.8 |
1.2% |
78% |
False |
False |
739 |
120 |
8,390.0 |
7,398.0 |
992.0 |
12.3% |
98.4 |
1.2% |
66% |
False |
False |
636 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,505.9 |
2.618 |
8,333.7 |
1.618 |
8,228.2 |
1.000 |
8,163.0 |
0.618 |
8,122.7 |
HIGH |
8,057.5 |
0.618 |
8,017.2 |
0.500 |
8,004.8 |
0.382 |
7,992.3 |
LOW |
7,952.0 |
0.618 |
7,886.8 |
1.000 |
7,846.5 |
1.618 |
7,781.3 |
2.618 |
7,675.8 |
4.250 |
7,503.6 |
|
|
Fisher Pivots for day following 05-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
8,037.3 |
8,027.7 |
PP |
8,021.0 |
8,001.8 |
S1 |
8,004.8 |
7,976.0 |
|