Trading Metrics calculated at close of trading on 14-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2007 |
14-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
7,791.5 |
7,894.0 |
102.5 |
1.3% |
7,860.0 |
High |
7,889.5 |
7,913.5 |
24.0 |
0.3% |
7,957.5 |
Low |
7,789.5 |
7,783.5 |
-6.0 |
-0.1% |
7,742.0 |
Close |
7,816.5 |
7,818.5 |
2.0 |
0.0% |
7,858.0 |
Range |
100.0 |
130.0 |
30.0 |
30.0% |
215.5 |
ATR |
111.4 |
112.7 |
1.3 |
1.2% |
0.0 |
Volume |
156,960 |
184,930 |
27,970 |
17.8% |
1,003,733 |
|
Daily Pivots for day following 14-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,228.5 |
8,153.5 |
7,890.0 |
|
R3 |
8,098.5 |
8,023.5 |
7,854.3 |
|
R2 |
7,968.5 |
7,968.5 |
7,842.3 |
|
R1 |
7,893.5 |
7,893.5 |
7,830.4 |
7,866.0 |
PP |
7,838.5 |
7,838.5 |
7,838.5 |
7,824.8 |
S1 |
7,763.5 |
7,763.5 |
7,806.6 |
7,736.0 |
S2 |
7,708.5 |
7,708.5 |
7,794.7 |
|
S3 |
7,578.5 |
7,633.5 |
7,782.8 |
|
S4 |
7,448.5 |
7,503.5 |
7,747.0 |
|
|
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% |
135.4 |
1.7% |
35% |
False |
False |
199,232 |
10 |
8,100.0 |
7,742.0 |
358.0 |
4.6% |
125.4 |
1.6% |
21% |
False |
False |
151,663 |
20 |
8,100.0 |
7,742.0 |
358.0 |
4.6% |
110.1 |
1.4% |
21% |
False |
False |
148,298 |
40 |
8,130.5 |
7,742.0 |
388.5 |
5.0% |
91.3 |
1.2% |
20% |
False |
False |
144,524 |
60 |
8,130.5 |
7,460.0 |
670.5 |
8.6% |
99.9 |
1.3% |
53% |
False |
False |
101,240 |
80 |
8,130.5 |
7,307.0 |
823.5 |
10.5% |
113.3 |
1.4% |
62% |
False |
False |
76,165 |
100 |
8,300.0 |
7,307.0 |
993.0 |
12.7% |
114.1 |
1.5% |
52% |
False |
False |
61,012 |
120 |
8,300.0 |
7,307.0 |
993.0 |
12.7% |
114.8 |
1.5% |
52% |
False |
False |
51,046 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,466.0 |
2.618 |
8,253.8 |
1.618 |
8,123.8 |
1.000 |
8,043.5 |
0.618 |
7,993.8 |
HIGH |
7,913.5 |
0.618 |
7,863.8 |
0.500 |
7,848.5 |
0.382 |
7,833.2 |
LOW |
7,783.5 |
0.618 |
7,703.2 |
1.000 |
7,653.5 |
1.618 |
7,573.2 |
2.618 |
7,443.2 |
4.250 |
7,231.0 |
|
|
Fisher Pivots for day following 14-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
7,848.5 |
7,829.0 |
PP |
7,838.5 |
7,825.5 |
S1 |
7,828.5 |
7,822.0 |
|