| Trading Metrics calculated at close of trading on 06-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2007 |
06-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
13,268 |
13,501 |
233 |
1.8% |
13,005 |
| High |
13,483 |
13,653 |
170 |
1.3% |
13,493 |
| Low |
13,267 |
13,424 |
157 |
1.2% |
12,742 |
| Close |
13,456 |
13,617 |
161 |
1.2% |
13,422 |
| Range |
216 |
229 |
13 |
6.0% |
751 |
| ATR |
219 |
220 |
1 |
0.3% |
0 |
| Volume |
130,834 |
164,753 |
33,919 |
25.9% |
974,331 |
|
| Daily Pivots for day following 06-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,252 |
14,163 |
13,743 |
|
| R3 |
14,023 |
13,934 |
13,680 |
|
| R2 |
13,794 |
13,794 |
13,659 |
|
| R1 |
13,705 |
13,705 |
13,638 |
13,750 |
| PP |
13,565 |
13,565 |
13,565 |
13,587 |
| S1 |
13,476 |
13,476 |
13,596 |
13,521 |
| S2 |
13,336 |
13,336 |
13,575 |
|
| S3 |
13,107 |
13,247 |
13,554 |
|
| S4 |
12,878 |
13,018 |
13,491 |
|
|
| Weekly Pivots for week ending 30-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,472 |
15,198 |
13,835 |
|
| R3 |
14,721 |
14,447 |
13,629 |
|
| R2 |
13,970 |
13,970 |
13,560 |
|
| R1 |
13,696 |
13,696 |
13,491 |
13,833 |
| PP |
13,219 |
13,219 |
13,219 |
13,288 |
| S1 |
12,945 |
12,945 |
13,353 |
13,082 |
| S2 |
12,468 |
12,468 |
13,284 |
|
| S3 |
11,717 |
12,194 |
13,216 |
|
| S4 |
10,966 |
11,443 |
13,009 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,653 |
13,255 |
398 |
2.9% |
169 |
1.2% |
91% |
True |
False |
164,405 |
| 10 |
13,653 |
12,742 |
911 |
6.7% |
219 |
1.6% |
96% |
True |
False |
181,767 |
| 20 |
13,653 |
12,742 |
911 |
6.7% |
237 |
1.7% |
96% |
True |
False |
218,662 |
| 40 |
14,267 |
12,742 |
1,525 |
11.2% |
224 |
1.6% |
57% |
False |
False |
205,785 |
| 60 |
14,267 |
12,742 |
1,525 |
11.2% |
194 |
1.4% |
57% |
False |
False |
178,097 |
| 80 |
14,267 |
12,649 |
1,618 |
11.9% |
194 |
1.4% |
60% |
False |
False |
133,732 |
| 100 |
14,267 |
12,649 |
1,618 |
11.9% |
196 |
1.4% |
60% |
False |
False |
107,004 |
| 120 |
14,267 |
12,649 |
1,618 |
11.9% |
175 |
1.3% |
60% |
False |
False |
89,171 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,626 |
|
2.618 |
14,253 |
|
1.618 |
14,024 |
|
1.000 |
13,882 |
|
0.618 |
13,795 |
|
HIGH |
13,653 |
|
0.618 |
13,566 |
|
0.500 |
13,539 |
|
0.382 |
13,512 |
|
LOW |
13,424 |
|
0.618 |
13,283 |
|
1.000 |
13,195 |
|
1.618 |
13,054 |
|
2.618 |
12,825 |
|
4.250 |
12,451 |
|
|
| Fisher Pivots for day following 06-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
13,591 |
13,563 |
| PP |
13,565 |
13,508 |
| S1 |
13,539 |
13,454 |
|