Trading Metrics calculated at close of trading on 19-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2007 |
19-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
7,647.5 |
7,651.5 |
4.0 |
0.1% |
7,819.0 |
High |
7,689.5 |
7,671.0 |
-18.5 |
-0.2% |
7,913.5 |
Low |
7,593.5 |
7,525.5 |
-68.0 |
-0.9% |
7,593.5 |
Close |
7,641.5 |
7,544.0 |
-97.5 |
-1.3% |
7,641.5 |
Range |
96.0 |
145.5 |
49.5 |
51.6% |
320.0 |
ATR |
120.6 |
122.3 |
1.8 |
1.5% |
0.0 |
Volume |
197,610 |
200,968 |
3,358 |
1.7% |
952,062 |
|
Daily Pivots for day following 19-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,016.7 |
7,925.8 |
7,624.0 |
|
R3 |
7,871.2 |
7,780.3 |
7,584.0 |
|
R2 |
7,725.7 |
7,725.7 |
7,570.7 |
|
R1 |
7,634.8 |
7,634.8 |
7,557.3 |
7,607.5 |
PP |
7,580.2 |
7,580.2 |
7,580.2 |
7,566.5 |
S1 |
7,489.3 |
7,489.3 |
7,530.7 |
7,462.0 |
S2 |
7,434.7 |
7,434.7 |
7,517.3 |
|
S3 |
7,289.2 |
7,343.8 |
7,504.0 |
|
S4 |
7,143.7 |
7,198.3 |
7,464.0 |
|
|
Weekly Pivots for week ending 16-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,676.2 |
8,478.8 |
7,817.5 |
|
R3 |
8,356.2 |
8,158.8 |
7,729.5 |
|
R2 |
8,036.2 |
8,036.2 |
7,700.2 |
|
R1 |
7,838.8 |
7,838.8 |
7,670.8 |
7,777.5 |
PP |
7,716.2 |
7,716.2 |
7,716.2 |
7,685.5 |
S1 |
7,518.8 |
7,518.8 |
7,612.2 |
7,457.5 |
S2 |
7,396.2 |
7,396.2 |
7,582.8 |
|
S3 |
7,076.2 |
7,198.8 |
7,553.5 |
|
S4 |
6,756.2 |
6,878.8 |
7,465.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,913.5 |
7,525.5 |
388.0 |
5.1% |
141.8 |
1.9% |
5% |
False |
True |
196,403 |
10 |
7,957.5 |
7,525.5 |
432.0 |
5.7% |
132.7 |
1.8% |
4% |
False |
True |
200,252 |
20 |
8,100.0 |
7,525.5 |
574.5 |
7.6% |
116.4 |
1.5% |
3% |
False |
True |
153,137 |
40 |
8,130.5 |
7,525.5 |
605.0 |
8.0% |
98.2 |
1.3% |
3% |
False |
True |
151,244 |
60 |
8,130.5 |
7,460.0 |
670.5 |
8.9% |
103.1 |
1.4% |
13% |
False |
False |
111,876 |
80 |
8,130.5 |
7,307.0 |
823.5 |
10.9% |
111.3 |
1.5% |
29% |
False |
False |
84,120 |
100 |
8,300.0 |
7,307.0 |
993.0 |
13.2% |
116.1 |
1.5% |
24% |
False |
False |
67,407 |
120 |
8,300.0 |
7,307.0 |
993.0 |
13.2% |
117.2 |
1.6% |
24% |
False |
False |
56,354 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,289.4 |
2.618 |
8,051.9 |
1.618 |
7,906.4 |
1.000 |
7,816.5 |
0.618 |
7,760.9 |
HIGH |
7,671.0 |
0.618 |
7,615.4 |
0.500 |
7,598.3 |
0.382 |
7,581.1 |
LOW |
7,525.5 |
0.618 |
7,435.6 |
1.000 |
7,380.0 |
1.618 |
7,290.1 |
2.618 |
7,144.6 |
4.250 |
6,907.1 |
|
|
Fisher Pivots for day following 19-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
7,598.3 |
7,681.5 |
PP |
7,580.2 |
7,635.7 |
S1 |
7,562.1 |
7,589.8 |
|