Trading Metrics calculated at close of trading on 20-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2007 |
20-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
7,651.5 |
7,586.0 |
-65.5 |
-0.9% |
7,819.0 |
High |
7,671.0 |
7,667.5 |
-3.5 |
0.0% |
7,913.5 |
Low |
7,525.5 |
7,556.5 |
31.0 |
0.4% |
7,593.5 |
Close |
7,544.0 |
7,659.0 |
115.0 |
1.5% |
7,641.5 |
Range |
145.5 |
111.0 |
-34.5 |
-23.7% |
320.0 |
ATR |
122.3 |
122.4 |
0.1 |
0.1% |
0.0 |
Volume |
200,968 |
219,517 |
18,549 |
9.2% |
952,062 |
|
Daily Pivots for day following 20-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,960.7 |
7,920.8 |
7,720.1 |
|
R3 |
7,849.7 |
7,809.8 |
7,689.5 |
|
R2 |
7,738.7 |
7,738.7 |
7,679.4 |
|
R1 |
7,698.8 |
7,698.8 |
7,669.2 |
7,718.8 |
PP |
7,627.7 |
7,627.7 |
7,627.7 |
7,637.6 |
S1 |
7,587.8 |
7,587.8 |
7,648.8 |
7,607.8 |
S2 |
7,516.7 |
7,516.7 |
7,638.7 |
|
S3 |
7,405.7 |
7,476.8 |
7,628.5 |
|
S4 |
7,294.7 |
7,365.8 |
7,598.0 |
|
|
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% |
144.0 |
1.9% |
34% |
False |
False |
208,914 |
10 |
7,957.5 |
7,525.5 |
432.0 |
5.6% |
138.3 |
1.8% |
31% |
False |
False |
208,602 |
20 |
8,100.0 |
7,525.5 |
574.5 |
7.5% |
119.1 |
1.6% |
23% |
False |
False |
157,539 |
40 |
8,130.5 |
7,525.5 |
605.0 |
7.9% |
99.2 |
1.3% |
22% |
False |
False |
152,656 |
60 |
8,130.5 |
7,460.0 |
670.5 |
8.8% |
103.0 |
1.3% |
30% |
False |
False |
115,526 |
80 |
8,130.5 |
7,307.0 |
823.5 |
10.8% |
111.2 |
1.5% |
43% |
False |
False |
86,859 |
100 |
8,300.0 |
7,307.0 |
993.0 |
13.0% |
116.6 |
1.5% |
35% |
False |
False |
69,596 |
120 |
8,300.0 |
7,307.0 |
993.0 |
13.0% |
117.2 |
1.5% |
35% |
False |
False |
58,175 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,139.3 |
2.618 |
7,958.1 |
1.618 |
7,847.1 |
1.000 |
7,778.5 |
0.618 |
7,736.1 |
HIGH |
7,667.5 |
0.618 |
7,625.1 |
0.500 |
7,612.0 |
0.382 |
7,598.9 |
LOW |
7,556.5 |
0.618 |
7,487.9 |
1.000 |
7,445.5 |
1.618 |
7,376.9 |
2.618 |
7,265.9 |
4.250 |
7,084.8 |
|
|
Fisher Pivots for day following 20-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
7,643.3 |
7,641.8 |
PP |
7,627.7 |
7,624.7 |
S1 |
7,612.0 |
7,607.5 |
|