Trading Metrics calculated at close of trading on 13-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2007 |
13-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
7,819.0 |
7,791.5 |
-27.5 |
-0.4% |
7,860.0 |
High |
7,867.5 |
7,889.5 |
22.0 |
0.3% |
7,957.5 |
Low |
7,744.5 |
7,789.5 |
45.0 |
0.6% |
7,742.0 |
Close |
7,843.5 |
7,816.5 |
-27.0 |
-0.3% |
7,858.0 |
Range |
123.0 |
100.0 |
-23.0 |
-18.7% |
215.5 |
ATR |
112.3 |
111.4 |
-0.9 |
-0.8% |
0.0 |
Volume |
171,014 |
156,960 |
-14,054 |
-8.2% |
1,003,733 |
|
Daily Pivots for day following 13-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,131.8 |
8,074.2 |
7,871.5 |
|
R3 |
8,031.8 |
7,974.2 |
7,844.0 |
|
R2 |
7,931.8 |
7,931.8 |
7,834.8 |
|
R1 |
7,874.2 |
7,874.2 |
7,825.7 |
7,903.0 |
PP |
7,831.8 |
7,831.8 |
7,831.8 |
7,846.3 |
S1 |
7,774.2 |
7,774.2 |
7,807.3 |
7,803.0 |
S2 |
7,731.8 |
7,731.8 |
7,798.2 |
|
S3 |
7,631.8 |
7,674.2 |
7,789.0 |
|
S4 |
7,531.8 |
7,574.2 |
7,761.5 |
|
|
Weekly Pivots for week ending 09-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,499.0 |
8,394.0 |
7,976.5 |
|
R3 |
8,283.5 |
8,178.5 |
7,917.3 |
|
R2 |
8,068.0 |
8,068.0 |
7,897.5 |
|
R1 |
7,963.0 |
7,963.0 |
7,877.8 |
7,907.8 |
PP |
7,852.5 |
7,852.5 |
7,852.5 |
7,824.9 |
S1 |
7,747.5 |
7,747.5 |
7,838.2 |
7,692.3 |
S2 |
7,637.0 |
7,637.0 |
7,818.5 |
|
S3 |
7,421.5 |
7,532.0 |
7,798.7 |
|
S4 |
7,206.0 |
7,316.5 |
7,739.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,957.5 |
7,742.0 |
215.5 |
2.8% |
132.5 |
1.7% |
35% |
False |
False |
208,289 |
10 |
8,100.0 |
7,742.0 |
358.0 |
4.6% |
122.6 |
1.6% |
21% |
False |
False |
146,722 |
20 |
8,100.0 |
7,742.0 |
358.0 |
4.6% |
107.4 |
1.4% |
21% |
False |
False |
148,207 |
40 |
8,130.5 |
7,742.0 |
388.5 |
5.0% |
89.9 |
1.1% |
19% |
False |
False |
142,515 |
60 |
8,130.5 |
7,460.0 |
670.5 |
8.6% |
99.6 |
1.3% |
53% |
False |
False |
98,195 |
80 |
8,130.5 |
7,307.0 |
823.5 |
10.5% |
113.1 |
1.4% |
62% |
False |
False |
73,859 |
100 |
8,300.0 |
7,307.0 |
993.0 |
12.7% |
113.9 |
1.5% |
51% |
False |
False |
59,165 |
120 |
8,300.0 |
7,307.0 |
993.0 |
12.7% |
114.3 |
1.5% |
51% |
False |
False |
49,506 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,314.5 |
2.618 |
8,151.3 |
1.618 |
8,051.3 |
1.000 |
7,989.5 |
0.618 |
7,951.3 |
HIGH |
7,889.5 |
0.618 |
7,851.3 |
0.500 |
7,839.5 |
0.382 |
7,827.7 |
LOW |
7,789.5 |
0.618 |
7,727.7 |
1.000 |
7,689.5 |
1.618 |
7,627.7 |
2.618 |
7,527.7 |
4.250 |
7,364.5 |
|
|
Fisher Pivots for day following 13-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
7,839.5 |
7,851.0 |
PP |
7,831.8 |
7,839.5 |
S1 |
7,824.2 |
7,828.0 |
|