Trading Metrics calculated at close of trading on 04-Dec-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2007 |
04-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
13,368.22 |
13,311.24 |
-56.98 |
-0.4% |
12,979.99 |
High |
13,407.24 |
13,316.28 |
-90.96 |
-0.7% |
13,466.99 |
Low |
13,296.28 |
13,237.59 |
-58.69 |
-0.4% |
12,724.09 |
Close |
13,314.49 |
13,248.73 |
-65.76 |
-0.5% |
13,371.72 |
Range |
110.96 |
78.69 |
-32.27 |
-29.1% |
742.90 |
ATR |
211.59 |
202.10 |
-9.49 |
-4.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,503.60 |
13,454.86 |
13,292.01 |
|
R3 |
13,424.91 |
13,376.17 |
13,270.37 |
|
R2 |
13,346.22 |
13,346.22 |
13,263.16 |
|
R1 |
13,297.48 |
13,297.48 |
13,255.94 |
13,282.51 |
PP |
13,267.53 |
13,267.53 |
13,267.53 |
13,260.05 |
S1 |
13,218.79 |
13,218.79 |
13,241.52 |
13,203.82 |
S2 |
13,188.84 |
13,188.84 |
13,234.30 |
|
S3 |
13,110.15 |
13,140.10 |
13,227.09 |
|
S4 |
13,031.46 |
13,061.41 |
13,205.45 |
|
|
Weekly Pivots for week ending 30-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,416.30 |
15,136.91 |
13,780.32 |
|
R3 |
14,673.40 |
14,394.01 |
13,576.02 |
|
R2 |
13,930.50 |
13,930.50 |
13,507.92 |
|
R1 |
13,651.11 |
13,651.11 |
13,439.82 |
13,790.81 |
PP |
13,187.60 |
13,187.60 |
13,187.60 |
13,257.45 |
S1 |
12,908.21 |
12,908.21 |
13,303.62 |
13,047.91 |
S2 |
12,444.70 |
12,444.70 |
13,235.52 |
|
S3 |
11,701.80 |
12,165.31 |
13,167.42 |
|
S4 |
10,958.90 |
11,422.41 |
12,963.13 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,466.99 |
12,958.04 |
508.95 |
3.8% |
174.87 |
1.3% |
57% |
False |
False |
|
10 |
13,466.99 |
12,724.09 |
742.90 |
5.6% |
210.88 |
1.6% |
71% |
False |
False |
|
20 |
13,669.72 |
12,724.09 |
945.63 |
7.1% |
222.43 |
1.7% |
55% |
False |
False |
|
40 |
14,198.10 |
12,724.09 |
1,474.01 |
11.1% |
202.44 |
1.5% |
36% |
False |
False |
|
60 |
14,198.10 |
12,724.09 |
1,474.01 |
11.1% |
176.78 |
1.3% |
36% |
False |
False |
|
80 |
14,198.10 |
12,517.94 |
1,680.16 |
12.7% |
182.89 |
1.4% |
43% |
False |
False |
|
100 |
14,198.10 |
12,517.94 |
1,680.16 |
12.7% |
190.69 |
1.4% |
43% |
False |
False |
|
120 |
14,198.10 |
12,517.94 |
1,680.16 |
12.7% |
181.34 |
1.4% |
43% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,650.71 |
2.618 |
13,522.29 |
1.618 |
13,443.60 |
1.000 |
13,394.97 |
0.618 |
13,364.91 |
HIGH |
13,316.28 |
0.618 |
13,286.22 |
0.500 |
13,276.94 |
0.382 |
13,267.65 |
LOW |
13,237.59 |
0.618 |
13,188.96 |
1.000 |
13,158.90 |
1.618 |
13,110.27 |
2.618 |
13,031.58 |
4.250 |
12,903.16 |
|
|
Fisher Pivots for day following 04-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
13,276.94 |
13,352.29 |
PP |
13,267.53 |
13,317.77 |
S1 |
13,258.13 |
13,283.25 |
|