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 |
13,445.85 |
13,618.27 |
172.42 |
1.3% |
13,368.22 |
High |
13,632.90 |
13,668.10 |
35.20 |
0.3% |
13,668.10 |
Low |
13,426.18 |
13,601.36 |
175.18 |
1.3% |
13,237.59 |
Close |
13,619.89 |
13,625.58 |
5.69 |
0.0% |
13,625.58 |
Range |
206.72 |
66.74 |
-139.98 |
-67.7% |
430.51 |
ATR |
203.37 |
193.61 |
-9.76 |
-4.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,831.90 |
13,795.48 |
13,662.29 |
|
R3 |
13,765.16 |
13,728.74 |
13,643.93 |
|
R2 |
13,698.42 |
13,698.42 |
13,637.82 |
|
R1 |
13,662.00 |
13,662.00 |
13,631.70 |
13,680.21 |
PP |
13,631.68 |
13,631.68 |
13,631.68 |
13,640.79 |
S1 |
13,595.26 |
13,595.26 |
13,619.46 |
13,613.47 |
S2 |
13,564.94 |
13,564.94 |
13,613.34 |
|
S3 |
13,498.20 |
13,528.52 |
13,607.23 |
|
S4 |
13,431.46 |
13,461.78 |
13,588.87 |
|
|
Weekly Pivots for week ending 07-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,801.95 |
14,644.28 |
13,862.36 |
|
R3 |
14,371.44 |
14,213.77 |
13,743.97 |
|
R2 |
13,940.93 |
13,940.93 |
13,704.51 |
|
R1 |
13,783.26 |
13,783.26 |
13,665.04 |
13,862.10 |
PP |
13,510.42 |
13,510.42 |
13,510.42 |
13,549.84 |
S1 |
13,352.75 |
13,352.75 |
13,586.12 |
13,431.59 |
S2 |
13,079.91 |
13,079.91 |
13,546.65 |
|
S3 |
12,649.40 |
12,922.24 |
13,507.19 |
|
S4 |
12,218.89 |
12,491.73 |
13,388.80 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,668.10 |
13,237.59 |
430.51 |
3.2% |
135.87 |
1.0% |
90% |
True |
False |
|
10 |
13,668.10 |
12,724.09 |
944.01 |
6.9% |
192.43 |
1.4% |
95% |
True |
False |
|
20 |
13,668.10 |
12,724.09 |
944.01 |
6.9% |
207.21 |
1.5% |
95% |
True |
False |
|
40 |
14,118.52 |
12,724.09 |
1,394.43 |
10.2% |
201.28 |
1.5% |
65% |
False |
False |
|
60 |
14,198.10 |
12,724.09 |
1,474.01 |
10.8% |
177.10 |
1.3% |
61% |
False |
False |
|
80 |
14,198.10 |
12,517.94 |
1,680.16 |
12.3% |
180.82 |
1.3% |
66% |
False |
False |
|
100 |
14,198.10 |
12,517.94 |
1,680.16 |
12.3% |
192.43 |
1.4% |
66% |
False |
False |
|
120 |
14,198.10 |
12,517.94 |
1,680.16 |
12.3% |
183.20 |
1.3% |
66% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,951.75 |
2.618 |
13,842.83 |
1.618 |
13,776.09 |
1.000 |
13,734.84 |
0.618 |
13,709.35 |
HIGH |
13,668.10 |
0.618 |
13,642.61 |
0.500 |
13,634.73 |
0.382 |
13,626.85 |
LOW |
13,601.36 |
0.618 |
13,560.11 |
1.000 |
13,534.62 |
1.618 |
13,493.37 |
2.618 |
13,426.63 |
4.250 |
13,317.72 |
|
|
Fisher Pivots for day following 07-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
13,634.73 |
13,569.07 |
PP |
13,631.68 |
13,512.56 |
S1 |
13,628.63 |
13,456.06 |
|